CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 0.7141 0.7083 -0.0059 -0.8% 0.6996
High 0.7153 0.7132 -0.0022 -0.3% 0.7170
Low 0.7053 0.7067 0.0014 0.2% 0.6988
Close 0.7076 0.7130 0.0054 0.8% 0.7076
Range 0.0101 0.0065 -0.0036 -35.3% 0.0182
ATR 0.0073 0.0072 -0.0001 -0.8% 0.0000
Volume 93,335 65,457 -27,878 -29.9% 496,775
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7304 0.7282 0.7165
R3 0.7239 0.7217 0.7147
R2 0.7174 0.7174 0.7141
R1 0.7152 0.7152 0.7135 0.7163
PP 0.7109 0.7109 0.7109 0.7115
S1 0.7087 0.7087 0.7124 0.7098
S2 0.7044 0.7044 0.7118
S3 0.6979 0.7022 0.7112
S4 0.6914 0.6957 0.7094
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 0.7035 0.0135 1.9% 0.0072 1.0% 70% False False 90,282
10 0.7183 0.6968 0.0215 3.0% 0.0077 1.1% 75% False False 99,887
20 0.7316 0.6968 0.0348 4.9% 0.0073 1.0% 46% False False 93,505
40 0.7316 0.6968 0.0348 4.9% 0.0067 0.9% 46% False False 78,520
60 0.7372 0.6968 0.0404 5.7% 0.0064 0.9% 40% False False 57,925
80 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 28% False False 43,486
100 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 28% False False 34,797
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7408
2.618 0.7302
1.618 0.7237
1.000 0.7197
0.618 0.7172
HIGH 0.7132
0.618 0.7107
0.500 0.7099
0.382 0.7091
LOW 0.7067
0.618 0.7026
1.000 0.7002
1.618 0.6961
2.618 0.6896
4.250 0.6790
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 0.7119 0.7123
PP 0.7109 0.7117
S1 0.7099 0.7111

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

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