CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 0.7274 0.7261 -0.0013 -0.2% 0.7182
High 0.7300 0.7318 0.0018 0.2% 0.7294
Low 0.7251 0.7255 0.0005 0.1% 0.7105
Close 0.7259 0.7308 0.0050 0.7% 0.7242
Range 0.0050 0.0063 0.0014 27.3% 0.0189
ATR 0.0071 0.0070 -0.0001 -0.8% 0.0000
Volume 504 2,332 1,828 362.7% 4,869
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7483 0.7458 0.7343
R3 0.7420 0.7395 0.7325
R2 0.7357 0.7357 0.7320
R1 0.7332 0.7332 0.7314 0.7345
PP 0.7294 0.7294 0.7294 0.7300
S1 0.7269 0.7269 0.7302 0.7282
S2 0.7231 0.7231 0.7296
S3 0.7168 0.7206 0.7291
S4 0.7105 0.7143 0.7273
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7781 0.7700 0.7346
R3 0.7592 0.7511 0.7294
R2 0.7403 0.7403 0.7277
R1 0.7322 0.7322 0.7259 0.7363
PP 0.7214 0.7214 0.7214 0.7234
S1 0.7133 0.7133 0.7225 0.7174
S2 0.7025 0.7025 0.7207
S3 0.6836 0.6944 0.7190
S4 0.6647 0.6755 0.7138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7318 0.7105 0.0213 2.9% 0.0089 1.2% 95% True False 1,229
10 0.7318 0.7105 0.0213 2.9% 0.0076 1.0% 95% True False 906
20 0.7318 0.7061 0.0258 3.5% 0.0068 0.9% 96% True False 572
40 0.7318 0.6974 0.0344 4.7% 0.0064 0.9% 97% True False 390
60 0.7318 0.6974 0.0344 4.7% 0.0055 0.7% 97% True False 270
80 0.7427 0.6974 0.0453 6.2% 0.0047 0.6% 74% False False 204
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7483
1.618 0.7420
1.000 0.7381
0.618 0.7357
HIGH 0.7318
0.618 0.7294
0.500 0.7287
0.382 0.7279
LOW 0.7255
0.618 0.7216
1.000 0.7192
1.618 0.7153
2.618 0.7090
4.250 0.6987
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 0.7301 0.7289
PP 0.7294 0.7270
S1 0.7287 0.7250

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

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