CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7524 |
0.7497 |
-0.0027 |
-0.4% |
0.7417 |
| High |
0.7549 |
0.7528 |
-0.0021 |
-0.3% |
0.7546 |
| Low |
0.7476 |
0.7464 |
-0.0012 |
-0.2% |
0.7383 |
| Close |
0.7509 |
0.7522 |
0.0014 |
0.2% |
0.7531 |
| Range |
0.0074 |
0.0064 |
-0.0010 |
-12.9% |
0.0163 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
87,391 |
91,270 |
3,879 |
4.4% |
347,867 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7673 |
0.7557 |
|
| R3 |
0.7633 |
0.7609 |
0.7540 |
|
| R2 |
0.7569 |
0.7569 |
0.7534 |
|
| R1 |
0.7545 |
0.7545 |
0.7528 |
0.7557 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7511 |
| S1 |
0.7481 |
0.7481 |
0.7516 |
0.7493 |
| S2 |
0.7441 |
0.7441 |
0.7510 |
|
| S3 |
0.7377 |
0.7417 |
0.7504 |
|
| S4 |
0.7313 |
0.7353 |
0.7487 |
|
|
| 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 |
0.7460 |
0.0090 |
1.2% |
0.0060 |
0.8% |
70% |
False |
False |
78,133 |
| 10 |
0.7549 |
0.7191 |
0.0359 |
4.8% |
0.0073 |
1.0% |
92% |
False |
False |
75,282 |
| 20 |
0.7549 |
0.7174 |
0.0375 |
5.0% |
0.0080 |
1.1% |
93% |
False |
False |
60,462 |
| 40 |
0.7549 |
0.7042 |
0.0507 |
6.7% |
0.0074 |
1.0% |
95% |
False |
False |
30,467 |
| 60 |
0.7549 |
0.6974 |
0.0575 |
7.6% |
0.0069 |
0.9% |
95% |
False |
False |
20,375 |
| 80 |
0.7549 |
0.6974 |
0.0575 |
7.6% |
0.0061 |
0.8% |
95% |
False |
False |
15,289 |
| 100 |
0.7549 |
0.6974 |
0.0575 |
7.6% |
0.0053 |
0.7% |
95% |
False |
False |
12,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7696 |
|
1.618 |
0.7632 |
|
1.000 |
0.7592 |
|
0.618 |
0.7568 |
|
HIGH |
0.7528 |
|
0.618 |
0.7504 |
|
0.500 |
0.7496 |
|
0.382 |
0.7488 |
|
LOW |
0.7464 |
|
0.618 |
0.7424 |
|
1.000 |
0.7400 |
|
1.618 |
0.7360 |
|
2.618 |
0.7296 |
|
4.250 |
0.7192 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7513 |
0.7517 |
| PP |
0.7505 |
0.7512 |
| S1 |
0.7496 |
0.7507 |
|