CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 0.7279 0.7326 0.0047 0.6% 0.7194
High 0.7346 0.7378 0.0032 0.4% 0.7393
Low 0.7276 0.7297 0.0022 0.3% 0.7183
Close 0.7329 0.7375 0.0047 0.6% 0.7382
Range 0.0071 0.0081 0.0010 14.2% 0.0211
ATR 0.0077 0.0077 0.0000 0.3% 0.0000
Volume 102,004 64,262 -37,742 -37.0% 11,986
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7591 0.7564 0.7419
R3 0.7511 0.7483 0.7397
R2 0.7430 0.7430 0.7390
R1 0.7403 0.7403 0.7382 0.7417
PP 0.7350 0.7350 0.7350 0.7357
S1 0.7322 0.7322 0.7368 0.7336
S2 0.7269 0.7269 0.7360
S3 0.7189 0.7242 0.7353
S4 0.7108 0.7161 0.7331
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 0.7256 0.0200 2.7% 0.0094 1.3% 60% False False 44,206
10 0.7455 0.7150 0.0306 4.1% 0.0084 1.1% 74% False False 22,887
20 0.7455 0.7099 0.0357 4.8% 0.0079 1.1% 78% False False 11,763
40 0.7455 0.6974 0.0481 6.5% 0.0071 1.0% 83% False False 6,006
60 0.7455 0.6974 0.0481 6.5% 0.0060 0.8% 83% False False 4,011
80 0.7455 0.6974 0.0481 6.5% 0.0053 0.7% 83% False False 3,014
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7588
1.618 0.7508
1.000 0.7458
0.618 0.7427
HIGH 0.7378
0.618 0.7347
0.500 0.7337
0.382 0.7328
LOW 0.7297
0.618 0.7247
1.000 0.7217
1.618 0.7167
2.618 0.7086
4.250 0.6955
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 0.7362 0.7356
PP 0.7350 0.7336
S1 0.7337 0.7317

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

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