CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 28-Mar-2022

Day Change Summary
	Previous	Current
	25-Mar-2022	28-Mar-2022	Change	Change %	Previous Week
Open	0.7522	0.7524	0.0002	0.0%	0.7417
High	0.7546	0.7549	0.0003	0.0%	0.7546
Low	0.7504	0.7476	-0.0029	-0.4%	0.7383
Close	0.7531	0.7509	-0.0022	-0.3%	0.7531
Range	0.0042	0.0074	0.0032	75.0%	0.0163
ATR	0.0076	0.0076	0.0000	-0.2%	0.0000
Volume	68,305	87,391	19,086	27.9%	347,867

Daily Pivots for day following 28-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7732	0.7694	0.7549
R3	0.7658	0.7620	0.7529
R2	0.7585	0.7585	0.7522
R1	0.7547	0.7547	0.7515	0.7529
PP	0.7511	0.7511	0.7511	0.7502
S1	0.7473	0.7473	0.7502	0.7455
S2	0.7438	0.7438	0.7495
S3	0.7364	0.7400	0.7488
S4	0.7291	0.7326	0.7468

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	0.7549	0.7385	0.0164	2.2%	0.0066	0.9%	75%	True	False	74,054
10	0.7549	0.7174	0.0375	5.0%	0.0073	1.0%	89%	True	False	74,011
20	0.7549	0.7174	0.0375	5.0%	0.0079	1.1%	89%	True	False	55,924
40	0.7549	0.6997	0.0552	7.4%	0.0075	1.0%	93%	True	False	28,192
60	0.7549	0.6974	0.0575	7.7%	0.0068	0.9%	93%	True	False	18,854
80	0.7549	0.6974	0.0575	7.7%	0.0060	0.8%	93%	True	False	14,148
100	0.7549	0.6974	0.0575	7.7%	0.0053	0.7%	93%	True	False	11,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7741
1.618	0.7668
1.000	0.7623
0.618	0.7594
HIGH	0.7549
0.618	0.7521
0.500	0.7512
0.382	0.7504
LOW	0.7476
0.618	0.7430
1.000	0.7402
1.618	0.7357
2.618	0.7283
4.250	0.7163

Fisher Pivots for day following 28-Mar-2022
Pivot	1 day	3 day
R1	0.7512	0.7512
PP	0.7511	0.7511
S1	0.7510	0.7510

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols