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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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