CME Australian Dollar Future June 2022
Trading Metrics calculated at close of trading on 24-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7475 |
0.7508 |
0.0033 |
0.4% |
0.7302 |
High |
0.7517 |
0.7537 |
0.0020 |
0.3% |
0.7427 |
Low |
0.7460 |
0.7476 |
0.0016 |
0.2% |
0.7174 |
Close |
0.7516 |
0.7522 |
0.0006 |
0.1% |
0.7417 |
Range |
0.0057 |
0.0061 |
0.0004 |
7.0% |
0.0253 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
69,888 |
73,815 |
3,927 |
5.6% |
379,242 |
|
Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7694 |
0.7669 |
0.7555 |
|
R3 |
0.7633 |
0.7608 |
0.7538 |
|
R2 |
0.7572 |
0.7572 |
0.7533 |
|
R1 |
0.7547 |
0.7547 |
0.7527 |
0.7560 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7518 |
S1 |
0.7486 |
0.7486 |
0.7516 |
0.7499 |
S2 |
0.7450 |
0.7450 |
0.7510 |
|
S3 |
0.7389 |
0.7425 |
0.7505 |
|
S4 |
0.7328 |
0.7364 |
0.7488 |
|
|
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 |
0.7537 |
0.7370 |
0.0167 |
2.2% |
0.0065 |
0.9% |
91% |
True |
False |
69,453 |
10 |
0.7537 |
0.7174 |
0.0363 |
4.8% |
0.0081 |
1.1% |
96% |
True |
False |
73,513 |
20 |
0.7537 |
0.7150 |
0.0387 |
5.1% |
0.0083 |
1.1% |
96% |
True |
False |
48,200 |
40 |
0.7537 |
0.6974 |
0.0563 |
7.5% |
0.0076 |
1.0% |
97% |
True |
False |
24,316 |
60 |
0.7537 |
0.6974 |
0.0563 |
7.5% |
0.0067 |
0.9% |
97% |
True |
False |
16,261 |
80 |
0.7537 |
0.6974 |
0.0563 |
7.5% |
0.0060 |
0.8% |
97% |
True |
False |
12,202 |
100 |
0.7537 |
0.6974 |
0.0563 |
7.5% |
0.0052 |
0.7% |
97% |
True |
False |
9,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7796 |
2.618 |
0.7696 |
1.618 |
0.7635 |
1.000 |
0.7598 |
0.618 |
0.7574 |
HIGH |
0.7537 |
0.618 |
0.7513 |
0.500 |
0.7506 |
0.382 |
0.7499 |
LOW |
0.7476 |
0.618 |
0.7438 |
1.000 |
0.7415 |
1.618 |
0.7377 |
2.618 |
0.7316 |
4.250 |
0.7216 |
|
|
Fisher Pivots for day following 24-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7516 |
0.7501 |
PP |
0.7511 |
0.7481 |
S1 |
0.7506 |
0.7461 |
|