CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 0.7384 0.7417 0.0034 0.5% 0.7302
High 0.7427 0.7434 0.0007 0.1% 0.7427
Low 0.7370 0.7383 0.0014 0.2% 0.7174
Close 0.7417 0.7401 -0.0017 -0.2% 0.7417
Range 0.0058 0.0051 -0.0007 -12.2% 0.0253
ATR 0.0083 0.0081 -0.0002 -2.8% 0.0000
Volume 67,707 64,987 -2,720 -4.0% 379,242
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7557 0.7529 0.7428
R3 0.7507 0.7479 0.7414
R2 0.7456 0.7456 0.7410
R1 0.7428 0.7428 0.7405 0.7417
PP 0.7406 0.7406 0.7406 0.7400
S1 0.7378 0.7378 0.7396 0.7367
S2 0.7355 0.7355 0.7391
S3 0.7305 0.7327 0.7387
S4 0.7254 0.7277 0.7373
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8098 0.8011 0.7556
R3 0.7845 0.7758 0.7487
R2 0.7592 0.7592 0.7463
R1 0.7505 0.7505 0.7440 0.7549
PP 0.7339 0.7339 0.7339 0.7361
S1 0.7252 0.7252 0.7394 0.7296
S2 0.7086 0.7086 0.7371
S3 0.6833 0.6999 0.7347
S4 0.6580 0.6746 0.7278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7434 0.7174 0.0260 3.5% 0.0080 1.1% 87% True False 73,967
10 0.7434 0.7174 0.0260 3.5% 0.0085 1.1% 87% True False 72,133
20 0.7455 0.7105 0.0350 4.7% 0.0085 1.2% 84% False False 37,687
40 0.7455 0.6974 0.0481 6.5% 0.0076 1.0% 89% False False 18,973
60 0.7455 0.6974 0.0481 6.5% 0.0065 0.9% 89% False False 12,685
80 0.7455 0.6974 0.0481 6.5% 0.0059 0.8% 89% False False 9,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7648
2.618 0.7566
1.618 0.7515
1.000 0.7484
0.618 0.7465
HIGH 0.7434
0.618 0.7414
0.500 0.7408
0.382 0.7402
LOW 0.7383
0.618 0.7352
1.000 0.7333
1.618 0.7301
2.618 0.7251
4.250 0.7168
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 0.7408 0.7388
PP 0.7406 0.7375
S1 0.7403 0.7362

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

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