CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 0.7167 0.7132 -0.0035 -0.5% 0.7083
High 0.7187 0.7151 -0.0036 -0.5% 0.7250
Low 0.7110 0.7087 -0.0023 -0.3% 0.7067
Close 0.7127 0.7123 -0.0004 -0.1% 0.7127
Range 0.0077 0.0064 -0.0013 -16.9% 0.0183
ATR 0.0072 0.0071 -0.0001 -0.8% 0.0000
Volume 127,822 113,038 -14,784 -11.6% 465,106
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7312 0.7281 0.7158
R3 0.7248 0.7217 0.7140
R2 0.7184 0.7184 0.7134
R1 0.7153 0.7153 0.7128 0.7137
PP 0.7120 0.7120 0.7120 0.7112
S1 0.7089 0.7089 0.7117 0.7073
S2 0.7056 0.7056 0.7111
S3 0.6992 0.7025 0.7105
S4 0.6928 0.6961 0.7087
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 0.7087 0.0163 2.3% 0.0067 0.9% 22% False True 102,537
10 0.7250 0.7035 0.0215 3.0% 0.0070 1.0% 41% False False 96,410
20 0.7278 0.6968 0.0310 4.4% 0.0073 1.0% 50% False False 100,162
40 0.7316 0.6968 0.0348 4.9% 0.0067 0.9% 44% False False 81,446
60 0.7316 0.6968 0.0348 4.9% 0.0065 0.9% 44% False False 66,451
80 0.7553 0.6968 0.0585 8.2% 0.0062 0.9% 26% False False 49,893
100 0.7553 0.6968 0.0585 8.2% 0.0061 0.8% 26% False False 39,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7423
2.618 0.7319
1.618 0.7255
1.000 0.7215
0.618 0.7191
HIGH 0.7151
0.618 0.7127
0.500 0.7119
0.382 0.7111
LOW 0.7087
0.618 0.7047
1.000 0.7023
1.618 0.6983
2.618 0.6919
4.250 0.6815
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 0.7121 0.7168
PP 0.7120 0.7153
S1 0.7119 0.7138

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

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