CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7302 |
0.7199 |
-0.0103 |
-1.4% |
0.7386 |
| High |
0.7309 |
0.7238 |
-0.0072 |
-1.0% |
0.7455 |
| Low |
0.7196 |
0.7174 |
-0.0022 |
-0.3% |
0.7256 |
| Close |
0.7204 |
0.7200 |
-0.0005 |
-0.1% |
0.7306 |
| Range |
0.0114 |
0.0064 |
-0.0050 |
-44.1% |
0.0200 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
74,390 |
78,551 |
4,161 |
5.6% |
292,658 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7360 |
0.7234 |
|
| R3 |
0.7331 |
0.7297 |
0.7217 |
|
| R2 |
0.7267 |
0.7267 |
0.7211 |
|
| R1 |
0.7233 |
0.7233 |
0.7205 |
0.7250 |
| PP |
0.7204 |
0.7204 |
0.7204 |
0.7212 |
| S1 |
0.7170 |
0.7170 |
0.7194 |
0.7187 |
| S2 |
0.7140 |
0.7140 |
0.7188 |
|
| S3 |
0.7077 |
0.7106 |
0.7182 |
|
| S4 |
0.7013 |
0.7043 |
0.7165 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7821 |
0.7416 |
|
| R3 |
0.7738 |
0.7622 |
0.7361 |
|
| R2 |
0.7538 |
0.7538 |
0.7343 |
|
| R1 |
0.7422 |
0.7422 |
0.7324 |
0.7381 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7318 |
| S1 |
0.7223 |
0.7223 |
0.7288 |
0.7181 |
| S2 |
0.7139 |
0.7139 |
0.7269 |
|
| S3 |
0.6940 |
0.7023 |
0.7251 |
|
| S4 |
0.6740 |
0.6824 |
0.7196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7378 |
0.7174 |
0.0204 |
2.8% |
0.0083 |
1.1% |
13% |
False |
True |
79,108 |
| 10 |
0.7455 |
0.7174 |
0.0281 |
3.9% |
0.0086 |
1.2% |
9% |
False |
True |
45,642 |
| 20 |
0.7455 |
0.7105 |
0.0350 |
4.9% |
0.0080 |
1.1% |
27% |
False |
False |
23,166 |
| 40 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0073 |
1.0% |
47% |
False |
False |
11,729 |
| 60 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0062 |
0.9% |
47% |
False |
False |
7,831 |
| 80 |
0.7455 |
0.6974 |
0.0481 |
6.7% |
0.0056 |
0.8% |
47% |
False |
False |
5,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7404 |
|
1.618 |
0.7340 |
|
1.000 |
0.7301 |
|
0.618 |
0.7277 |
|
HIGH |
0.7238 |
|
0.618 |
0.7213 |
|
0.500 |
0.7206 |
|
0.382 |
0.7198 |
|
LOW |
0.7174 |
|
0.618 |
0.7135 |
|
1.000 |
0.7111 |
|
1.618 |
0.7071 |
|
2.618 |
0.7008 |
|
4.250 |
0.6904 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7206 |
0.7276 |
| PP |
0.7204 |
0.7250 |
| S1 |
0.7202 |
0.7225 |
|