CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 31-Mar-2022
Day Change Summary
Previous Current
30-Mar-2022 31-Mar-2022 Change Change % Previous Week
Open 0.7519 0.7520 0.0001 0.0% 0.7417
High 0.7545 0.7535 -0.0010 -0.1% 0.7546
Low 0.7511 0.7479 -0.0032 -0.4% 0.7383
Close 0.7516 0.7497 -0.0020 -0.3% 0.7531
Range 0.0035 0.0056 0.0022 62.3% 0.0163
ATR 0.0072 0.0071 -0.0001 -1.6% 0.0000
Volume 68,770 86,496 17,726 25.8% 347,867
Daily Pivots for day following 31-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7672 0.7640 0.7527
R3 0.7616 0.7584 0.7512
R2 0.7560 0.7560 0.7507
R1 0.7528 0.7528 0.7502 0.7516
PP 0.7504 0.7504 0.7504 0.7497
S1 0.7472 0.7472 0.7491 0.7460
S2 0.7448 0.7448 0.7486
S3 0.7392 0.7416 0.7481
S4 0.7336 0.7360 0.7466
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% 0.0054 0.7% 38% False False 80,446
10 0.7549 0.7370 0.0180 2.4% 0.0059 0.8% 71% False False 74,950
20 0.7549 0.7174 0.0375 5.0% 0.0077 1.0% 86% False False 67,920
40 0.7549 0.7061 0.0489 6.5% 0.0073 1.0% 89% False False 34,333
60 0.7549 0.6974 0.0575 7.7% 0.0069 0.9% 91% False False 22,963
80 0.7549 0.6974 0.0575 7.7% 0.0061 0.8% 91% False False 17,230
100 0.7549 0.6974 0.0575 7.7% 0.0054 0.7% 91% False False 13,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7682
1.618 0.7626
1.000 0.7591
0.618 0.7570
HIGH 0.7535
0.618 0.7514
0.500 0.7507
0.382 0.7500
LOW 0.7479
0.618 0.7444
1.000 0.7423
1.618 0.7388
2.618 0.7332
4.250 0.7241
Fisher Pivots for day following 31-Mar-2022
Pivot 1 day 3 day
R1 0.7507 0.7505
PP 0.7504 0.7502
S1 0.7500 0.7499

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

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