CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7417 |
0.7409 |
-0.0009 |
-0.1% |
0.7302 |
| High |
0.7434 |
0.7482 |
0.0048 |
0.6% |
0.7427 |
| Low |
0.7383 |
0.7385 |
0.0002 |
0.0% |
0.7174 |
| Close |
0.7401 |
0.7469 |
0.0068 |
0.9% |
0.7417 |
| Range |
0.0051 |
0.0097 |
0.0046 |
91.1% |
0.0253 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.4% |
0.0000 |
| Volume |
64,987 |
70,872 |
5,885 |
9.1% |
379,242 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7698 |
0.7522 |
|
| R3 |
0.7638 |
0.7602 |
0.7495 |
|
| R2 |
0.7542 |
0.7542 |
0.7486 |
|
| R1 |
0.7505 |
0.7505 |
0.7477 |
0.7523 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7454 |
| S1 |
0.7409 |
0.7409 |
0.7460 |
0.7427 |
| S2 |
0.7349 |
0.7349 |
0.7451 |
|
| S3 |
0.7252 |
0.7312 |
0.7442 |
|
| S4 |
0.7156 |
0.7216 |
0.7415 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8098 |
0.8011 |
0.7556 |
|
| R3 |
0.7845 |
0.7758 |
0.7487 |
|
| R2 |
0.7592 |
0.7592 |
0.7463 |
|
| R1 |
0.7505 |
0.7505 |
0.7440 |
0.7549 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7361 |
| S1 |
0.7252 |
0.7252 |
0.7394 |
0.7296 |
| S2 |
0.7086 |
0.7086 |
0.7371 |
|
| S3 |
0.6833 |
0.6999 |
0.7347 |
|
| S4 |
0.6580 |
0.6746 |
0.7278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7482 |
0.7191 |
0.0291 |
3.9% |
0.0086 |
1.2% |
96% |
True |
False |
72,432 |
| 10 |
0.7482 |
0.7174 |
0.0308 |
4.1% |
0.0084 |
1.1% |
96% |
True |
False |
75,770 |
| 20 |
0.7482 |
0.7105 |
0.0377 |
5.0% |
0.0087 |
1.2% |
97% |
True |
False |
41,153 |
| 40 |
0.7482 |
0.6974 |
0.0508 |
6.8% |
0.0076 |
1.0% |
97% |
True |
False |
20,742 |
| 60 |
0.7482 |
0.6974 |
0.0508 |
6.8% |
0.0065 |
0.9% |
97% |
True |
False |
13,866 |
| 80 |
0.7482 |
0.6974 |
0.0508 |
6.8% |
0.0060 |
0.8% |
97% |
True |
False |
10,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7892 |
|
2.618 |
0.7734 |
|
1.618 |
0.7638 |
|
1.000 |
0.7578 |
|
0.618 |
0.7541 |
|
HIGH |
0.7482 |
|
0.618 |
0.7445 |
|
0.500 |
0.7433 |
|
0.382 |
0.7422 |
|
LOW |
0.7385 |
|
0.618 |
0.7325 |
|
1.000 |
0.7289 |
|
1.618 |
0.7229 |
|
2.618 |
0.7132 |
|
4.250 |
0.6975 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7454 |
| PP |
0.7445 |
0.7440 |
| S1 |
0.7433 |
0.7426 |
|