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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 52 trading days
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

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

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