CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 01-Apr-2022

Day Change Summary
	Previous	Current
	31-Mar-2022	01-Apr-2022	Change	Change %	Previous Week
Open	0.7520	0.7494	-0.0026	-0.3%	0.7524
High	0.7535	0.7534	-0.0002	0.0%	0.7549
Low	0.7479	0.7481	0.0002	0.0%	0.7464
Close	0.7497	0.7504	0.0008	0.1%	0.7504
Range	0.0056	0.0053	-0.0004	-6.3%	0.0085
ATR	0.0071	0.0070	-0.0001	-1.9%	0.0000
Volume	86,496	75,283	-11,213	-13.0%	409,210

Daily Pivots for day following 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7636	0.7533
R3	0.7611	0.7584	0.7518
R2	0.7559	0.7559	0.7514
R1	0.7531	0.7531	0.7509	0.7545
PP	0.7506	0.7506	0.7506	0.7513
S1	0.7479	0.7479	0.7499	0.7493
S2	0.7454	0.7454	0.7494
S3	0.7401	0.7426	0.7490
S4	0.7349	0.7374	0.7475

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7717	0.7551
R3	0.7676	0.7632	0.7527
R2	0.7591	0.7591	0.7520
R1	0.7547	0.7547	0.7512	0.7527
PP	0.7506	0.7506	0.7506	0.7495
S1	0.7462	0.7462	0.7496	0.7442
S2	0.7421	0.7421	0.7488
S3	0.7336	0.7377	0.7481
S4	0.7251	0.7292	0.7457

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%	0.0056	0.7%	47%	False	False	81,842
10	0.7549	0.7383	0.0166	2.2%	0.0059	0.8%	73%	False	False	75,707
20	0.7549	0.7174	0.0375	5.0%	0.0076	1.0%	88%	False	False	71,448
40	0.7549	0.7061	0.0489	6.5%	0.0074	1.0%	91%	False	False	36,212
60	0.7549	0.6974	0.0575	7.7%	0.0069	0.9%	92%	False	False	24,217
80	0.7549	0.6974	0.0575	7.7%	0.0061	0.8%	92%	False	False	18,169
100	0.7549	0.6974	0.0575	7.7%	0.0054	0.7%	92%	False	False	14,538

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

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7671
1.618	0.7618
1.000	0.7586
0.618	0.7566
HIGH	0.7534
0.618	0.7513
0.500	0.7507
0.382	0.7501
LOW	0.7481
0.618	0.7449
1.000	0.7429
1.618	0.7396
2.618	0.7344
4.250	0.7258

Fisher Pivots for day following 01-Apr-2022
Pivot	1 day	3 day
R1	0.7507	0.7512
PP	0.7506	0.7509
S1	0.7505	0.7507

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