CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 0.7261 0.7306 0.0045 0.6% 0.7182
High 0.7318 0.7358 0.0040 0.5% 0.7294
Low 0.7255 0.7286 0.0031 0.4% 0.7105
Close 0.7308 0.7336 0.0028 0.4% 0.7242
Range 0.0063 0.0072 0.0009 14.3% 0.0189
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 2,332 3,789 1,457 62.5% 4,869
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7543 0.7511 0.7376
R3 0.7471 0.7439 0.7356
R2 0.7399 0.7399 0.7349
R1 0.7367 0.7367 0.7343 0.7383
PP 0.7327 0.7327 0.7327 0.7335
S1 0.7295 0.7295 0.7329 0.7311
S2 0.7255 0.7255 0.7323
S3 0.7183 0.7223 0.7316
S4 0.7111 0.7151 0.7296
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 0.7358 0.7150 0.0209 2.8% 0.0075 1.0% 89% True False 1,569
10 0.7358 0.7105 0.0253 3.4% 0.0077 1.0% 91% True False 1,276
20 0.7358 0.7061 0.0298 4.1% 0.0069 0.9% 93% True False 746
40 0.7358 0.6974 0.0384 5.2% 0.0065 0.9% 94% True False 484
60 0.7358 0.6974 0.0384 5.2% 0.0056 0.8% 94% True False 333
80 0.7427 0.6974 0.0453 6.2% 0.0048 0.7% 80% False False 251
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7546
1.618 0.7474
1.000 0.7430
0.618 0.7402
HIGH 0.7358
0.618 0.7330
0.500 0.7322
0.382 0.7314
LOW 0.7286
0.618 0.7242
1.000 0.7214
1.618 0.7170
2.618 0.7098
4.250 0.6980
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 0.7331 0.7325
PP 0.7327 0.7315
S1 0.7322 0.7304

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

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