CME Australian Dollar Future June 2022
Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7519 |
0.0022 |
0.3% |
0.7417 |
High |
0.7528 |
0.7545 |
0.0017 |
0.2% |
0.7546 |
Low |
0.7464 |
0.7511 |
0.0047 |
0.6% |
0.7383 |
Close |
0.7522 |
0.7516 |
-0.0006 |
-0.1% |
0.7531 |
Range |
0.0064 |
0.0035 |
-0.0030 |
-46.1% |
0.0163 |
ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
91,270 |
68,770 |
-22,500 |
-24.7% |
347,867 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7627 |
0.7606 |
0.7535 |
|
R3 |
0.7593 |
0.7572 |
0.7525 |
|
R2 |
0.7558 |
0.7558 |
0.7522 |
|
R1 |
0.7537 |
0.7537 |
0.7519 |
0.7531 |
PP |
0.7524 |
0.7524 |
0.7524 |
0.7521 |
S1 |
0.7503 |
0.7503 |
0.7513 |
0.7496 |
S2 |
0.7489 |
0.7489 |
0.7510 |
|
S3 |
0.7455 |
0.7468 |
0.7507 |
|
S4 |
0.7420 |
0.7434 |
0.7497 |
|
|
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 |
0.7464 |
0.0085 |
1.1% |
0.0055 |
0.7% |
61% |
False |
False |
77,910 |
10 |
0.7549 |
0.7291 |
0.0258 |
3.4% |
0.0065 |
0.9% |
87% |
False |
False |
74,103 |
20 |
0.7549 |
0.7174 |
0.0375 |
5.0% |
0.0078 |
1.0% |
91% |
False |
False |
63,784 |
40 |
0.7549 |
0.7061 |
0.0489 |
6.5% |
0.0073 |
1.0% |
93% |
False |
False |
32,178 |
60 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0069 |
0.9% |
94% |
False |
False |
21,521 |
80 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0061 |
0.8% |
94% |
False |
False |
16,148 |
100 |
0.7549 |
0.6974 |
0.0575 |
7.7% |
0.0054 |
0.7% |
94% |
False |
False |
12,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7635 |
1.618 |
0.7601 |
1.000 |
0.7580 |
0.618 |
0.7566 |
HIGH |
0.7545 |
0.618 |
0.7532 |
0.500 |
0.7528 |
0.382 |
0.7524 |
LOW |
0.7511 |
0.618 |
0.7489 |
1.000 |
0.7476 |
1.618 |
0.7455 |
2.618 |
0.7420 |
4.250 |
0.7364 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7528 |
0.7513 |
PP |
0.7524 |
0.7510 |
S1 |
0.7520 |
0.7507 |
|