CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 0.7227 0.7176 -0.0051 -0.7% 0.7217
High 0.7229 0.7189 -0.0040 -0.6% 0.7278
Low 0.7173 0.7092 -0.0081 -1.1% 0.7171
Close 0.7178 0.7130 -0.0048 -0.7% 0.7178
Range 0.0056 0.0097 0.0041 73.2% 0.0108
ATR 0.0064 0.0066 0.0002 3.7% 0.0000
Volume 96,863 115,990 19,127 19.7% 375,691
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7428 0.7376 0.7183
R3 0.7331 0.7279 0.7157
R2 0.7234 0.7234 0.7148
R1 0.7182 0.7182 0.7139 0.7159
PP 0.7137 0.7137 0.7137 0.7125
S1 0.7085 0.7085 0.7121 0.7062
S2 0.7040 0.7040 0.7112
S3 0.6943 0.6988 0.7103
S4 0.6846 0.6891 0.7077
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7531 0.7462 0.7237
R3 0.7424 0.7354 0.7207
R2 0.7316 0.7316 0.7197
R1 0.7247 0.7247 0.7187 0.7228
PP 0.7209 0.7209 0.7209 0.7199
S1 0.7139 0.7139 0.7168 0.7120
S2 0.7101 0.7101 0.7158
S3 0.6994 0.7032 0.7148
S4 0.6886 0.6924 0.7118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7278 0.7092 0.0187 2.6% 0.0069 1.0% 21% False True 98,336
10 0.7316 0.7092 0.0224 3.1% 0.0068 1.0% 17% False True 87,124
20 0.7316 0.7092 0.0224 3.1% 0.0062 0.9% 17% False True 71,670
40 0.7316 0.6998 0.0318 4.5% 0.0065 0.9% 42% False False 61,812
60 0.7553 0.6998 0.0555 7.8% 0.0061 0.9% 24% False False 41,326
80 0.7553 0.6998 0.0555 7.8% 0.0057 0.8% 24% False False 31,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7601
2.618 0.7442
1.618 0.7345
1.000 0.7286
0.618 0.7248
HIGH 0.7189
0.618 0.7151
0.500 0.7140
0.382 0.7129
LOW 0.7092
0.618 0.7032
1.000 0.6995
1.618 0.6935
2.618 0.6838
4.250 0.6679
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 0.7140 0.7185
PP 0.7137 0.7167
S1 0.7133 0.7148

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

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