CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7186 0.7212 0.0026 0.4% 0.7182
High 0.7240 0.7278 0.0039 0.5% 0.7316
Low 0.7178 0.7210 0.0032 0.4% 0.7150
Close 0.7226 0.7244 0.0018 0.2% 0.7209
Range 0.0062 0.0068 0.0007 10.6% 0.0166
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 72,867 92,505 19,638 27.0% 379,561
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7448 0.7414 0.7281
R3 0.7380 0.7346 0.7263
R2 0.7312 0.7312 0.7256
R1 0.7278 0.7278 0.7250 0.7295
PP 0.7244 0.7244 0.7244 0.7253
S1 0.7210 0.7210 0.7238 0.7227
S2 0.7176 0.7176 0.7232
S3 0.7108 0.7142 0.7225
S4 0.7040 0.7074 0.7207
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 0.7171 0.0145 2.0% 0.0065 0.9% 51% False False 88,086
10 0.7316 0.7131 0.0185 2.6% 0.0067 0.9% 61% False False 80,945
20 0.7316 0.7122 0.0194 2.7% 0.0062 0.9% 63% False False 66,874
40 0.7316 0.6998 0.0318 4.4% 0.0063 0.9% 77% False False 56,530
60 0.7553 0.6998 0.0555 7.7% 0.0059 0.8% 44% False False 37,780
80 0.7553 0.6998 0.0555 7.7% 0.0057 0.8% 44% False False 28,346
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7567
2.618 0.7456
1.618 0.7388
1.000 0.7346
0.618 0.7320
HIGH 0.7278
0.618 0.7252
0.500 0.7244
0.382 0.7236
LOW 0.7210
0.618 0.7168
1.000 0.7142
1.618 0.7100
2.618 0.7032
4.250 0.6921
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.7244 0.7237
PP 0.7244 0.7231
S1 0.7244 0.7224

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

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