CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 0.7341 0.7386 0.0046 0.6% 0.7194
High 0.7393 0.7455 0.0062 0.8% 0.7393
Low 0.7312 0.7322 0.0010 0.1% 0.7183
Close 0.7382 0.7339 -0.0044 -0.6% 0.7382
Range 0.0081 0.0133 0.0052 64.2% 0.0211
ATR 0.0071 0.0076 0.0004 6.2% 0.0000
Volume 4,707 15,552 10,845 230.4% 11,986
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7771 0.7688 0.7412
R3 0.7638 0.7555 0.7375
R2 0.7505 0.7505 0.7363
R1 0.7422 0.7422 0.7351 0.7397
PP 0.7372 0.7372 0.7372 0.7359
S1 0.7289 0.7289 0.7326 0.7264
S2 0.7239 0.7239 0.7314
S3 0.7106 0.7156 0.7302
S4 0.6973 0.7023 0.7265
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7951 0.7877 0.7498
R3 0.7740 0.7666 0.7440
R2 0.7530 0.7530 0.7421
R1 0.7456 0.7456 0.7401 0.7493
PP 0.7319 0.7319 0.7319 0.7338
S1 0.7245 0.7245 0.7363 0.7282
S2 0.7109 0.7109 0.7343
S3 0.6898 0.7035 0.7324
S4 0.6688 0.6824 0.7266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7455 0.7251 0.0205 2.8% 0.0080 1.1% 43% True False 5,376
10 0.7455 0.7105 0.0350 4.8% 0.0086 1.2% 67% True False 3,240
20 0.7455 0.7078 0.0377 5.1% 0.0073 1.0% 69% True False 1,743
40 0.7455 0.6974 0.0481 6.6% 0.0067 0.9% 76% True False 989
60 0.7455 0.6974 0.0481 6.6% 0.0058 0.8% 76% True False 666
80 0.7455 0.6974 0.0481 6.6% 0.0050 0.7% 76% True False 504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8020
2.618 0.7803
1.618 0.7670
1.000 0.7588
0.618 0.7537
HIGH 0.7455
0.618 0.7404
0.500 0.7389
0.382 0.7373
LOW 0.7322
0.618 0.7240
1.000 0.7189
1.618 0.7107
2.618 0.6974
4.250 0.6757
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 0.7389 0.7371
PP 0.7372 0.7360
S1 0.7355 0.7349

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

View Archives - Comment on this page... - Back to Index of Symbols