CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6996 |
0.7068 |
0.0072 |
1.0% |
0.7176 |
| High |
0.7078 |
0.7132 |
0.0054 |
0.8% |
0.7189 |
| Low |
0.6988 |
0.7035 |
0.0047 |
0.7% |
0.6968 |
| Close |
0.7075 |
0.7117 |
0.0042 |
0.6% |
0.6983 |
| Range |
0.0090 |
0.0097 |
0.0007 |
7.8% |
0.0221 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
110,818 |
107,591 |
-3,227 |
-2.9% |
552,635 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7385 |
0.7348 |
0.7170 |
|
| R3 |
0.7288 |
0.7251 |
0.7143 |
|
| R2 |
0.7191 |
0.7191 |
0.7134 |
|
| R1 |
0.7154 |
0.7154 |
0.7125 |
0.7173 |
| PP |
0.7094 |
0.7094 |
0.7094 |
0.7104 |
| S1 |
0.7057 |
0.7057 |
0.7108 |
0.7076 |
| S2 |
0.6997 |
0.6997 |
0.7099 |
|
| S3 |
0.6900 |
0.6960 |
0.7090 |
|
| S4 |
0.6803 |
0.6863 |
0.7063 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7566 |
0.7104 |
|
| R3 |
0.7488 |
0.7346 |
0.7044 |
|
| R2 |
0.7267 |
0.7267 |
0.7023 |
|
| R1 |
0.7125 |
0.7125 |
0.7003 |
0.7086 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7027 |
| S1 |
0.6905 |
0.6905 |
0.6963 |
0.6865 |
| S2 |
0.6826 |
0.6826 |
0.6943 |
|
| S3 |
0.6606 |
0.6684 |
0.6922 |
|
| S4 |
0.6385 |
0.6464 |
0.6862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7183 |
0.6968 |
0.0215 |
3.0% |
0.0090 |
1.3% |
69% |
False |
False |
110,693 |
| 10 |
0.7278 |
0.6968 |
0.0310 |
4.4% |
0.0079 |
1.1% |
48% |
False |
False |
103,327 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0072 |
1.0% |
43% |
False |
False |
90,384 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0066 |
0.9% |
43% |
False |
False |
77,491 |
| 60 |
0.7434 |
0.6968 |
0.0466 |
6.5% |
0.0063 |
0.9% |
32% |
False |
False |
52,217 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0059 |
0.8% |
25% |
False |
False |
39,190 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0060 |
0.8% |
25% |
False |
False |
31,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7385 |
|
1.618 |
0.7288 |
|
1.000 |
0.7229 |
|
0.618 |
0.7191 |
|
HIGH |
0.7132 |
|
0.618 |
0.7094 |
|
0.500 |
0.7083 |
|
0.382 |
0.7072 |
|
LOW |
0.7035 |
|
0.618 |
0.6975 |
|
1.000 |
0.6938 |
|
1.618 |
0.6878 |
|
2.618 |
0.6781 |
|
4.250 |
0.6622 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7094 |
| PP |
0.7094 |
0.7072 |
| S1 |
0.7083 |
0.7050 |
|