CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-Mar-2022

Day Change Summary
	Previous	Current
	30-Mar-2022	31-Mar-2022	Change	Change %	Previous Week
Open	0.7519	0.7520	0.0001	0.0%	0.7417
High	0.7545	0.7535	-0.0010	-0.1%	0.7546
Low	0.7511	0.7479	-0.0032	-0.4%	0.7383
Close	0.7516	0.7497	-0.0020	-0.3%	0.7531
Range	0.0035	0.0056	0.0022	62.3%	0.0163
ATR	0.0072	0.0071	-0.0001	-1.6%	0.0000
Volume	68,770	86,496	17,726	25.8%	347,867

Daily Pivots for day following 31-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7640	0.7527
R3	0.7616	0.7584	0.7512
R2	0.7560	0.7560	0.7507
R1	0.7528	0.7528	0.7502	0.7516
PP	0.7504	0.7504	0.7504	0.7497
S1	0.7472	0.7472	0.7491	0.7460
S2	0.7448	0.7448	0.7486
S3	0.7392	0.7416	0.7481
S4	0.7336	0.7360	0.7466

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	0.7464	0.0085	1.1%	0.0054	0.7%	38%	False	False	80,446
10	0.7549	0.7370	0.0180	2.4%	0.0059	0.8%	71%	False	False	74,950
20	0.7549	0.7174	0.0375	5.0%	0.0077	1.0%	86%	False	False	67,920
40	0.7549	0.7061	0.0489	6.5%	0.0073	1.0%	89%	False	False	34,333
60	0.7549	0.6974	0.0575	7.7%	0.0069	0.9%	91%	False	False	22,963
80	0.7549	0.6974	0.0575	7.7%	0.0061	0.8%	91%	False	False	17,230
100	0.7549	0.6974	0.0575	7.7%	0.0054	0.7%	91%	False	False	13,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7682
1.618	0.7626
1.000	0.7591
0.618	0.7570
HIGH	0.7535
0.618	0.7514
0.500	0.7507
0.382	0.7500
LOW	0.7479
0.618	0.7444
1.000	0.7423
1.618	0.7388
2.618	0.7332
4.250	0.7241

Fisher Pivots for day following 31-Mar-2022
Pivot	1 day	3 day
R1	0.7507	0.7505
PP	0.7504	0.7502
S1	0.7500	0.7499

Download as Excel Spreadsheet

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

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