CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 17-Mar-2022

Day Change Summary
	Previous	Current
	16-Mar-2022	17-Mar-2022	Change	Change %	Previous Week
Open	0.7205	0.7298	0.0093	1.3%	0.7386
High	0.7307	0.7402	0.0096	1.3%	0.7455
Low	0.7191	0.7291	0.0101	1.4%	0.7256
Close	0.7274	0.7386	0.0112	1.5%	0.7306
Range	0.0116	0.0111	-0.0005	-4.3%	0.0200
ATR	0.0082	0.0085	0.0003	4.1%	0.0000
Volume	80,568	78,026	-2,542	-3.2%	292,658

Daily Pivots for day following 17-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7650	0.7447
R3	0.7582	0.7539	0.7416
R2	0.7471	0.7471	0.7406
R1	0.7428	0.7428	0.7396	0.7449
PP	0.7360	0.7360	0.7360	0.7370
S1	0.7317	0.7317	0.7375	0.7338
S2	0.7249	0.7249	0.7365
S3	0.7138	0.7206	0.7355
S4	0.7027	0.7095	0.7324

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	0.7402	0.7174	0.0228	3.1%	0.0098	1.3%	93%	True	False	77,573
10	0.7455	0.7174	0.0281	3.8%	0.0096	1.3%	75%	False	False	60,890
20	0.7455	0.7105	0.0350	4.7%	0.0086	1.2%	80%	False	False	31,083
40	0.7455	0.6974	0.0481	6.5%	0.0076	1.0%	86%	False	False	15,677
60	0.7455	0.6974	0.0481	6.5%	0.0065	0.9%	86%	False	False	10,473
80	0.7455	0.6974	0.0481	6.5%	0.0058	0.8%	86%	False	False	7,862

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7874
2.618	0.7693
1.618	0.7582
1.000	0.7513
0.618	0.7471
HIGH	0.7402
0.618	0.7360
0.500	0.7347
0.382	0.7333
LOW	0.7291
0.618	0.7222
1.000	0.7180
1.618	0.7111
2.618	0.7000
4.250	0.6819

Fisher Pivots for day following 17-Mar-2022
Pivot	1 day	3 day
R1	0.7373	0.7353
PP	0.7360	0.7321
S1	0.7347	0.7288

Download as Excel Spreadsheet

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

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