CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7128 |
0.7135 |
0.0007 |
0.1% |
0.7176 |
| High |
0.7161 |
0.7170 |
0.0009 |
0.1% |
0.7189 |
| Low |
0.7120 |
0.7111 |
-0.0009 |
-0.1% |
0.6968 |
| Close |
0.7146 |
0.7134 |
-0.0013 |
-0.2% |
0.6983 |
| Range |
0.0041 |
0.0059 |
0.0018 |
42.7% |
0.0221 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
89,244 |
95,787 |
6,543 |
7.3% |
552,635 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7282 |
0.7166 |
|
| R3 |
0.7255 |
0.7224 |
0.7150 |
|
| R2 |
0.7197 |
0.7197 |
0.7144 |
|
| R1 |
0.7165 |
0.7165 |
0.7139 |
0.7152 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7131 |
| S1 |
0.7107 |
0.7107 |
0.7128 |
0.7093 |
| S2 |
0.7080 |
0.7080 |
0.7123 |
|
| S3 |
0.7021 |
0.7048 |
0.7117 |
|
| S4 |
0.6963 |
0.6990 |
0.7101 |
|
|
| 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 |
0.7170 |
0.6968 |
0.0202 |
2.8% |
0.0073 |
1.0% |
82% |
True |
False |
105,682 |
| 10 |
0.7229 |
0.6968 |
0.0261 |
3.7% |
0.0076 |
1.1% |
64% |
False |
False |
105,293 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0071 |
1.0% |
48% |
False |
False |
93,119 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0065 |
0.9% |
48% |
False |
False |
80,327 |
| 60 |
0.7434 |
0.6968 |
0.0466 |
6.5% |
0.0064 |
0.9% |
36% |
False |
False |
55,287 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0059 |
0.8% |
28% |
False |
False |
41,502 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0059 |
0.8% |
28% |
False |
False |
33,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7418 |
|
2.618 |
0.7323 |
|
1.618 |
0.7264 |
|
1.000 |
0.7228 |
|
0.618 |
0.7206 |
|
HIGH |
0.7170 |
|
0.618 |
0.7147 |
|
0.500 |
0.7140 |
|
0.382 |
0.7133 |
|
LOW |
0.7111 |
|
0.618 |
0.7075 |
|
1.000 |
0.7053 |
|
1.618 |
0.7016 |
|
2.618 |
0.6958 |
|
4.250 |
0.6862 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7123 |
| PP |
0.7138 |
0.7113 |
| S1 |
0.7136 |
0.7102 |
|