CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 09-Feb-2022
Day Change Summary
Previous Current
08-Feb-2022 09-Feb-2022 Change Change % Previous Week
Open 0.7125 0.7145 0.0020 0.3% 0.6996
High 0.7149 0.7196 0.0047 0.7% 0.7170
Low 0.7108 0.7143 0.0035 0.5% 0.6988
Close 0.7136 0.7187 0.0051 0.7% 0.7076
Range 0.0041 0.0053 0.0013 30.9% 0.0182
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 59,897 63,760 3,863 6.4% 496,775
Daily Pivots for day following 09-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7334 0.7313 0.7216
R3 0.7281 0.7260 0.7201
R2 0.7228 0.7228 0.7196
R1 0.7207 0.7207 0.7191 0.7218
PP 0.7175 0.7175 0.7175 0.7180
S1 0.7154 0.7154 0.7182 0.7165
S2 0.7122 0.7122 0.7177
S3 0.7069 0.7101 0.7172
S4 0.7016 0.7048 0.7157
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 0.7196 0.7053 0.0143 2.0% 0.0064 0.9% 94% True False 75,647
10 0.7196 0.6968 0.0228 3.2% 0.0072 1.0% 96% True False 92,382
20 0.7316 0.6968 0.0348 4.8% 0.0072 1.0% 63% False False 93,248
40 0.7316 0.6968 0.0348 4.8% 0.0066 0.9% 63% False False 78,146
60 0.7372 0.6968 0.0404 5.6% 0.0064 0.9% 54% False False 59,981
80 0.7553 0.6968 0.0585 8.1% 0.0061 0.8% 37% False False 45,032
100 0.7553 0.6968 0.0585 8.1% 0.0060 0.8% 37% False False 36,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7334
1.618 0.7281
1.000 0.7249
0.618 0.7228
HIGH 0.7196
0.618 0.7175
0.500 0.7169
0.382 0.7163
LOW 0.7143
0.618 0.7110
1.000 0.7090
1.618 0.7057
2.618 0.7004
4.250 0.6917
Fisher Pivots for day following 09-Feb-2022
Pivot 1 day 3 day
R1 0.7181 0.7168
PP 0.7175 0.7150
S1 0.7169 0.7131

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

View Archives - Comment on this page... - Back to Index of Symbols