CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7409 |
0.7475 |
0.0067 |
0.9% |
0.7302 |
| High |
0.7482 |
0.7517 |
0.0035 |
0.5% |
0.7427 |
| Low |
0.7385 |
0.7460 |
0.0075 |
1.0% |
0.7174 |
| Close |
0.7469 |
0.7516 |
0.0047 |
0.6% |
0.7417 |
| Range |
0.0097 |
0.0057 |
-0.0040 |
-40.9% |
0.0253 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
70,872 |
69,888 |
-984 |
-1.4% |
379,242 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7649 |
0.7547 |
|
| R3 |
0.7611 |
0.7592 |
0.7531 |
|
| R2 |
0.7554 |
0.7554 |
0.7526 |
|
| R1 |
0.7535 |
0.7535 |
0.7521 |
0.7545 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7502 |
| S1 |
0.7478 |
0.7478 |
0.7510 |
0.7488 |
| S2 |
0.7440 |
0.7440 |
0.7505 |
|
| S3 |
0.7383 |
0.7421 |
0.7500 |
|
| S4 |
0.7326 |
0.7364 |
0.7484 |
|
|
| 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 |
0.7517 |
0.7291 |
0.0226 |
3.0% |
0.0075 |
1.0% |
100% |
True |
False |
70,296 |
| 10 |
0.7517 |
0.7174 |
0.0343 |
4.6% |
0.0083 |
1.1% |
100% |
True |
False |
72,558 |
| 20 |
0.7517 |
0.7105 |
0.0412 |
5.5% |
0.0087 |
1.2% |
100% |
True |
False |
44,614 |
| 40 |
0.7517 |
0.6974 |
0.0543 |
7.2% |
0.0076 |
1.0% |
100% |
True |
False |
22,481 |
| 60 |
0.7517 |
0.6974 |
0.0543 |
7.2% |
0.0066 |
0.9% |
100% |
True |
False |
15,031 |
| 80 |
0.7517 |
0.6974 |
0.0543 |
7.2% |
0.0059 |
0.8% |
100% |
True |
False |
11,280 |
| 100 |
0.7535 |
0.6974 |
0.0561 |
7.5% |
0.0052 |
0.7% |
97% |
False |
False |
9,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7666 |
|
1.618 |
0.7609 |
|
1.000 |
0.7574 |
|
0.618 |
0.7552 |
|
HIGH |
0.7517 |
|
0.618 |
0.7495 |
|
0.500 |
0.7488 |
|
0.382 |
0.7481 |
|
LOW |
0.7460 |
|
0.618 |
0.7424 |
|
1.000 |
0.7403 |
|
1.618 |
0.7367 |
|
2.618 |
0.7310 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7494 |
| PP |
0.7497 |
0.7472 |
| S1 |
0.7488 |
0.7450 |
|