CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7135 |
0.7141 |
0.0007 |
0.1% |
0.6996 |
| High |
0.7170 |
0.7153 |
-0.0017 |
-0.2% |
0.7170 |
| Low |
0.7111 |
0.7053 |
-0.0059 |
-0.8% |
0.6988 |
| Close |
0.7134 |
0.7076 |
-0.0058 |
-0.8% |
0.7076 |
| Range |
0.0059 |
0.0101 |
0.0042 |
71.8% |
0.0182 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.0% |
0.0000 |
| Volume |
95,787 |
93,335 |
-2,452 |
-2.6% |
496,775 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7395 |
0.7336 |
0.7131 |
|
| R3 |
0.7295 |
0.7235 |
0.7103 |
|
| R2 |
0.7194 |
0.7194 |
0.7094 |
|
| R1 |
0.7135 |
0.7135 |
0.7085 |
0.7114 |
| PP |
0.7094 |
0.7094 |
0.7094 |
0.7083 |
| S1 |
0.7034 |
0.7034 |
0.7066 |
0.7014 |
| S2 |
0.6993 |
0.6993 |
0.7057 |
|
| S3 |
0.6893 |
0.6934 |
0.7048 |
|
| S4 |
0.6792 |
0.6833 |
0.7020 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7530 |
0.7175 |
|
| R3 |
0.7441 |
0.7349 |
0.7125 |
|
| R2 |
0.7259 |
0.7259 |
0.7109 |
|
| R1 |
0.7167 |
0.7167 |
0.7092 |
0.7213 |
| PP |
0.7078 |
0.7078 |
0.7078 |
0.7101 |
| S1 |
0.6986 |
0.6986 |
0.7059 |
0.7032 |
| S2 |
0.6896 |
0.6896 |
0.7042 |
|
| S3 |
0.6715 |
0.6804 |
0.7026 |
|
| S4 |
0.6533 |
0.6623 |
0.6976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7170 |
0.6988 |
0.0182 |
2.6% |
0.0077 |
1.1% |
48% |
False |
False |
99,355 |
| 10 |
0.7189 |
0.6968 |
0.0221 |
3.1% |
0.0080 |
1.1% |
49% |
False |
False |
104,941 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0072 |
1.0% |
31% |
False |
False |
93,416 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0066 |
0.9% |
31% |
False |
False |
78,911 |
| 60 |
0.7395 |
0.6968 |
0.0427 |
6.0% |
0.0064 |
0.9% |
25% |
False |
False |
56,838 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.3% |
0.0060 |
0.8% |
18% |
False |
False |
42,668 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.3% |
0.0060 |
0.8% |
18% |
False |
False |
34,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7580 |
|
2.618 |
0.7416 |
|
1.618 |
0.7316 |
|
1.000 |
0.7254 |
|
0.618 |
0.7215 |
|
HIGH |
0.7153 |
|
0.618 |
0.7115 |
|
0.500 |
0.7103 |
|
0.382 |
0.7091 |
|
LOW |
0.7053 |
|
0.618 |
0.6990 |
|
1.000 |
0.6952 |
|
1.618 |
0.6890 |
|
2.618 |
0.6789 |
|
4.250 |
0.6625 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7103 |
0.7111 |
| PP |
0.7094 |
0.7099 |
| S1 |
0.7085 |
0.7087 |
|