CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 11-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7167 |
-0.0014 |
-0.2% |
0.7083 |
| High |
0.7250 |
0.7187 |
-0.0063 |
-0.9% |
0.7250 |
| Low |
0.7148 |
0.7110 |
-0.0039 |
-0.5% |
0.7067 |
| Close |
0.7171 |
0.7127 |
-0.0045 |
-0.6% |
0.7127 |
| Range |
0.0102 |
0.0077 |
-0.0025 |
-24.1% |
0.0183 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
148,170 |
127,822 |
-20,348 |
-13.7% |
465,106 |
|
| Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7372 |
0.7326 |
0.7169 |
|
| R3 |
0.7295 |
0.7249 |
0.7148 |
|
| R2 |
0.7218 |
0.7218 |
0.7141 |
|
| R1 |
0.7172 |
0.7172 |
0.7134 |
0.7157 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7133 |
| S1 |
0.7095 |
0.7095 |
0.7119 |
0.7080 |
| S2 |
0.7064 |
0.7064 |
0.7112 |
|
| S3 |
0.6987 |
0.7018 |
0.7105 |
|
| S4 |
0.6910 |
0.6941 |
0.7084 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7595 |
0.7227 |
|
| R3 |
0.7514 |
0.7412 |
0.7177 |
|
| R2 |
0.7331 |
0.7331 |
0.7160 |
|
| R1 |
0.7229 |
0.7229 |
0.7143 |
0.7280 |
| PP |
0.7148 |
0.7148 |
0.7148 |
0.7173 |
| S1 |
0.7046 |
0.7046 |
0.7110 |
0.7097 |
| S2 |
0.6965 |
0.6965 |
0.7093 |
|
| S3 |
0.6782 |
0.6863 |
0.7076 |
|
| S4 |
0.6599 |
0.6680 |
0.7026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7250 |
0.7067 |
0.0183 |
2.6% |
0.0067 |
0.9% |
33% |
False |
False |
93,021 |
| 10 |
0.7250 |
0.6988 |
0.0262 |
3.7% |
0.0072 |
1.0% |
53% |
False |
False |
96,188 |
| 20 |
0.7295 |
0.6968 |
0.0327 |
4.6% |
0.0074 |
1.0% |
49% |
False |
False |
98,775 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0067 |
0.9% |
46% |
False |
False |
81,109 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0065 |
0.9% |
46% |
False |
False |
64,573 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0062 |
0.9% |
27% |
False |
False |
48,480 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0061 |
0.9% |
27% |
False |
False |
38,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7514 |
|
2.618 |
0.7388 |
|
1.618 |
0.7311 |
|
1.000 |
0.7264 |
|
0.618 |
0.7234 |
|
HIGH |
0.7187 |
|
0.618 |
0.7157 |
|
0.500 |
0.7148 |
|
0.382 |
0.7139 |
|
LOW |
0.7110 |
|
0.618 |
0.7062 |
|
1.000 |
0.7033 |
|
1.618 |
0.6985 |
|
2.618 |
0.6908 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 11-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7148 |
0.7180 |
| PP |
0.7141 |
0.7162 |
| S1 |
0.7134 |
0.7144 |
|