CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7068 |
0.7128 |
0.0061 |
0.9% |
0.7176 |
| High |
0.7132 |
0.7161 |
0.0029 |
0.4% |
0.7189 |
| Low |
0.7035 |
0.7120 |
0.0085 |
1.2% |
0.6968 |
| Close |
0.7117 |
0.7146 |
0.0030 |
0.4% |
0.6983 |
| Range |
0.0097 |
0.0041 |
-0.0056 |
-57.7% |
0.0221 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
107,591 |
89,244 |
-18,347 |
-17.1% |
552,635 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7265 |
0.7247 |
0.7169 |
|
| R3 |
0.7224 |
0.7206 |
0.7157 |
|
| R2 |
0.7183 |
0.7183 |
0.7154 |
|
| R1 |
0.7165 |
0.7165 |
0.7150 |
0.7174 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7147 |
| S1 |
0.7124 |
0.7124 |
0.7142 |
0.7133 |
| S2 |
0.7101 |
0.7101 |
0.7138 |
|
| S3 |
0.7060 |
0.7083 |
0.7135 |
|
| S4 |
0.7019 |
0.7042 |
0.7123 |
|
|
| 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 |
0.7161 |
0.6968 |
0.0193 |
2.7% |
0.0081 |
1.1% |
92% |
True |
False |
109,118 |
| 10 |
0.7278 |
0.6968 |
0.0310 |
4.3% |
0.0077 |
1.1% |
57% |
False |
False |
104,965 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0071 |
1.0% |
51% |
False |
False |
91,668 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0066 |
0.9% |
51% |
False |
False |
79,211 |
| 60 |
0.7434 |
0.6968 |
0.0466 |
6.5% |
0.0063 |
0.9% |
38% |
False |
False |
53,694 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0059 |
0.8% |
30% |
False |
False |
40,306 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0060 |
0.8% |
30% |
False |
False |
32,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7335 |
|
2.618 |
0.7268 |
|
1.618 |
0.7227 |
|
1.000 |
0.7202 |
|
0.618 |
0.7186 |
|
HIGH |
0.7161 |
|
0.618 |
0.7145 |
|
0.500 |
0.7140 |
|
0.382 |
0.7135 |
|
LOW |
0.7120 |
|
0.618 |
0.7094 |
|
1.000 |
0.7079 |
|
1.618 |
0.7053 |
|
2.618 |
0.7012 |
|
4.250 |
0.6945 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7144 |
0.7122 |
| PP |
0.7142 |
0.7098 |
| S1 |
0.7140 |
0.7074 |
|