CME Australian Dollar Future June 2022
Trading Metrics calculated at close of trading on 28-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7522 |
0.7524 |
0.0002 |
0.0% |
0.7417 |
High |
0.7546 |
0.7549 |
0.0003 |
0.0% |
0.7546 |
Low |
0.7504 |
0.7476 |
-0.0029 |
-0.4% |
0.7383 |
Close |
0.7531 |
0.7509 |
-0.0022 |
-0.3% |
0.7531 |
Range |
0.0042 |
0.0074 |
0.0032 |
75.0% |
0.0163 |
ATR |
0.0076 |
0.0076 |
0.0000 |
-0.2% |
0.0000 |
Volume |
68,305 |
87,391 |
19,086 |
27.9% |
347,867 |
|
Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7732 |
0.7694 |
0.7549 |
|
R3 |
0.7658 |
0.7620 |
0.7529 |
|
R2 |
0.7585 |
0.7585 |
0.7522 |
|
R1 |
0.7547 |
0.7547 |
0.7515 |
0.7529 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7502 |
S1 |
0.7473 |
0.7473 |
0.7502 |
0.7455 |
S2 |
0.7438 |
0.7438 |
0.7495 |
|
S3 |
0.7364 |
0.7400 |
0.7488 |
|
S4 |
0.7291 |
0.7326 |
0.7468 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7976 |
0.7916 |
0.7620 |
|
R3 |
0.7813 |
0.7753 |
0.7575 |
|
R2 |
0.7650 |
0.7650 |
0.7560 |
|
R1 |
0.7590 |
0.7590 |
0.7545 |
0.7620 |
PP |
0.7487 |
0.7487 |
0.7487 |
0.7501 |
S1 |
0.7427 |
0.7427 |
0.7516 |
0.7457 |
S2 |
0.7324 |
0.7324 |
0.7501 |
|
S3 |
0.7161 |
0.7264 |
0.7486 |
|
S4 |
0.6998 |
0.7101 |
0.7441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7549 |
0.7385 |
0.0164 |
2.2% |
0.0066 |
0.9% |
75% |
True |
False |
74,054 |
10 |
0.7549 |
0.7174 |
0.0375 |
5.0% |
0.0073 |
1.0% |
89% |
True |
False |
74,011 |
20 |
0.7549 |
0.7174 |
0.0375 |
5.0% |
0.0079 |
1.1% |
89% |
True |
False |
55,924 |
40 |
0.7549 |
0.6997 |
0.0552 |
7.4% |
0.0075 |
1.0% |
93% |
True |
False |
28,192 |
60 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0068 |
0.9% |
93% |
True |
False |
18,854 |
80 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0060 |
0.8% |
93% |
True |
False |
14,148 |
100 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0053 |
0.7% |
93% |
True |
False |
11,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7861 |
2.618 |
0.7741 |
1.618 |
0.7668 |
1.000 |
0.7623 |
0.618 |
0.7594 |
HIGH |
0.7549 |
0.618 |
0.7521 |
0.500 |
0.7512 |
0.382 |
0.7504 |
LOW |
0.7476 |
0.618 |
0.7430 |
1.000 |
0.7402 |
1.618 |
0.7357 |
2.618 |
0.7283 |
4.250 |
0.7163 |
|
|
Fisher Pivots for day following 28-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7512 |
0.7512 |
PP |
0.7511 |
0.7511 |
S1 |
0.7510 |
0.7510 |
|