CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 0.7282 0.7217 -0.0066 -0.9% 0.7182
High 0.7295 0.7231 -0.0064 -0.9% 0.7316
Low 0.7199 0.7171 -0.0029 -0.4% 0.7150
Close 0.7209 0.7187 -0.0023 -0.3% 0.7209
Range 0.0096 0.0060 -0.0036 -37.2% 0.0166
ATR 0.0063 0.0063 0.0000 -0.4% 0.0000
Volume 85,306 113,456 28,150 33.0% 379,561
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7376 0.7341 0.7220
R3 0.7316 0.7281 0.7203
R2 0.7256 0.7256 0.7198
R1 0.7221 0.7221 0.7192 0.7209
PP 0.7196 0.7196 0.7196 0.7190
S1 0.7161 0.7161 0.7181 0.7149
S2 0.7136 0.7136 0.7176
S3 0.7076 0.7101 0.7170
S4 0.7016 0.7041 0.7154
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7721 0.7631 0.7300
R3 0.7556 0.7465 0.7255
R2 0.7390 0.7390 0.7239
R1 0.7300 0.7300 0.7224 0.7345
PP 0.7225 0.7225 0.7225 0.7248
S1 0.7134 0.7134 0.7194 0.7180
S2 0.7059 0.7059 0.7179
S3 0.6894 0.6969 0.7163
S4 0.6728 0.6803 0.7118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7316 0.7157 0.0159 2.2% 0.0069 1.0% 19% False False 85,643
10 0.7316 0.7131 0.0185 2.6% 0.0066 0.9% 30% False False 77,441
20 0.7316 0.7084 0.0232 3.2% 0.0061 0.8% 44% False False 64,924
40 0.7316 0.6998 0.0318 4.4% 0.0062 0.9% 59% False False 52,418
60 0.7553 0.6998 0.0555 7.7% 0.0059 0.8% 34% False False 35,025
80 0.7553 0.6998 0.0555 7.7% 0.0057 0.8% 34% False False 26,279
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7486
2.618 0.7388
1.618 0.7328
1.000 0.7291
0.618 0.7268
HIGH 0.7231
0.618 0.7208
0.500 0.7201
0.382 0.7193
LOW 0.7171
0.618 0.7133
1.000 0.7111
1.618 0.7073
2.618 0.7013
4.250 0.6916
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 0.7201 0.7243
PP 0.7196 0.7224
S1 0.7191 0.7205

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

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