CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 0.7508 0.7522 0.0014 0.2% 0.7417
High 0.7537 0.7546 0.0010 0.1% 0.7546
Low 0.7476 0.7504 0.0029 0.4% 0.7383
Close 0.7522 0.7531 0.0009 0.1% 0.7531
Range 0.0061 0.0042 -0.0019 -31.1% 0.0163
ATR 0.0079 0.0076 -0.0003 -3.3% 0.0000
Volume 73,815 68,305 -5,510 -7.5% 347,867
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7653 0.7634 0.7554
R3 0.7611 0.7592 0.7542
R2 0.7569 0.7569 0.7538
R1 0.7550 0.7550 0.7534 0.7559
PP 0.7527 0.7527 0.7527 0.7532
S1 0.7508 0.7508 0.7527 0.7517
S2 0.7485 0.7485 0.7523
S3 0.7443 0.7466 0.7519
S4 0.7401 0.7424 0.7507
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7976 0.7916 0.7620
R3 0.7813 0.7753 0.7575
R2 0.7650 0.7650 0.7560
R1 0.7590 0.7590 0.7545 0.7620
PP 0.7487 0.7487 0.7487 0.7501
S1 0.7427 0.7427 0.7516 0.7457
S2 0.7324 0.7324 0.7501
S3 0.7161 0.7264 0.7486
S4 0.6998 0.7101 0.7441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7546 0.7383 0.0163 2.2% 0.0061 0.8% 90% True False 69,573
10 0.7546 0.7174 0.0372 4.9% 0.0077 1.0% 96% True False 72,710
20 0.7546 0.7174 0.0372 4.9% 0.0080 1.1% 96% True False 51,587
40 0.7546 0.6974 0.0572 7.6% 0.0075 1.0% 97% True False 26,016
60 0.7546 0.6974 0.0572 7.6% 0.0067 0.9% 97% True False 17,398
80 0.7546 0.6974 0.0572 7.6% 0.0060 0.8% 97% True False 13,056
100 0.7546 0.6974 0.0572 7.6% 0.0052 0.7% 97% True False 10,446
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7725
2.618 0.7656
1.618 0.7614
1.000 0.7588
0.618 0.7572
HIGH 0.7546
0.618 0.7530
0.500 0.7525
0.382 0.7520
LOW 0.7504
0.618 0.7478
1.000 0.7462
1.618 0.7436
2.618 0.7394
4.250 0.7326
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 0.7529 0.7521
PP 0.7527 0.7512
S1 0.7525 0.7503

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

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