CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 0.7162 0.7182 0.0020 0.3% 0.7270
High 0.7189 0.7204 0.0015 0.2% 0.7278
Low 0.7131 0.7150 0.0020 0.3% 0.7131
Close 0.7186 0.7171 -0.0015 -0.2% 0.7186
Range 0.0059 0.0054 -0.0005 -7.7% 0.0148
ATR 0.0061 0.0060 0.0000 -0.8% 0.0000
Volume 63,674 64,798 1,124 1.8% 340,471
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7337 0.7308 0.7200
R3 0.7283 0.7254 0.7185
R2 0.7229 0.7229 0.7180
R1 0.7200 0.7200 0.7175 0.7187
PP 0.7175 0.7175 0.7175 0.7169
S1 0.7146 0.7146 0.7166 0.7133
S2 0.7121 0.7121 0.7161
S3 0.7067 0.7092 0.7156
S4 0.7013 0.7038 0.7141
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7641 0.7561 0.7267
R3 0.7493 0.7413 0.7226
R2 0.7346 0.7346 0.7213
R1 0.7266 0.7266 0.7199 0.7232
PP 0.7198 0.7198 0.7198 0.7181
S1 0.7118 0.7118 0.7172 0.7084
S2 0.7051 0.7051 0.7158
S3 0.6903 0.6971 0.7145
S4 0.6756 0.6823 0.7104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7274 0.7131 0.0144 2.0% 0.0062 0.9% 28% False False 69,239
10 0.7279 0.7131 0.0149 2.1% 0.0058 0.8% 27% False False 58,887
20 0.7279 0.7084 0.0195 2.7% 0.0061 0.8% 44% False False 63,001
40 0.7372 0.6998 0.0374 5.2% 0.0060 0.8% 46% False False 41,749
60 0.7553 0.6998 0.0555 7.7% 0.0056 0.8% 31% False False 27,893
80 0.7553 0.6998 0.0555 7.7% 0.0057 0.8% 31% False False 20,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7345
1.618 0.7291
1.000 0.7258
0.618 0.7237
HIGH 0.7204
0.618 0.7183
0.500 0.7177
0.382 0.7171
LOW 0.7150
0.618 0.7117
1.000 0.7096
1.618 0.7063
2.618 0.7009
4.250 0.6921
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 0.7177 0.7178
PP 0.7175 0.7175
S1 0.7173 0.7173

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

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