CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 0.7083 0.7125 0.0043 0.6% 0.6996
High 0.7132 0.7149 0.0017 0.2% 0.7170
Low 0.7067 0.7108 0.0042 0.6% 0.6988
Close 0.7130 0.7136 0.0007 0.1% 0.7076
Range 0.0065 0.0041 -0.0025 -37.7% 0.0182
ATR 0.0072 0.0070 -0.0002 -3.1% 0.0000
Volume 65,457 59,897 -5,560 -8.5% 496,775
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7252 0.7235 0.7158
R3 0.7212 0.7194 0.7147
R2 0.7171 0.7171 0.7143
R1 0.7154 0.7154 0.7140 0.7163
PP 0.7131 0.7131 0.7131 0.7135
S1 0.7113 0.7113 0.7132 0.7122
S2 0.7090 0.7090 0.7129
S3 0.7050 0.7073 0.7125
S4 0.7009 0.7032 0.7114
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 0.7053 0.0117 1.6% 0.0061 0.9% 71% False False 80,744
10 0.7183 0.6968 0.0215 3.0% 0.0076 1.1% 78% False False 95,718
20 0.7316 0.6968 0.0348 4.9% 0.0072 1.0% 48% False False 93,260
40 0.7316 0.6968 0.0348 4.9% 0.0066 0.9% 48% False False 78,131
60 0.7372 0.6968 0.0404 5.7% 0.0064 0.9% 42% False False 58,919
80 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 29% False False 44,235
100 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 29% False False 35,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7255
1.618 0.7214
1.000 0.7189
0.618 0.7174
HIGH 0.7149
0.618 0.7133
0.500 0.7128
0.382 0.7123
LOW 0.7108
0.618 0.7083
1.000 0.7068
1.618 0.7042
2.618 0.7002
4.250 0.6936
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 0.7133 0.7125
PP 0.7131 0.7114
S1 0.7128 0.7103

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

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