CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7132 |
0.7128 |
-0.0004 |
-0.1% |
0.7083 |
| High |
0.7151 |
0.7158 |
0.0007 |
0.1% |
0.7250 |
| Low |
0.7087 |
0.7103 |
0.0016 |
0.2% |
0.7067 |
| Close |
0.7123 |
0.7153 |
0.0031 |
0.4% |
0.7127 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0183 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
113,038 |
84,409 |
-28,629 |
-25.3% |
465,106 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7303 |
0.7283 |
0.7183 |
|
| R3 |
0.7248 |
0.7228 |
0.7168 |
|
| R2 |
0.7193 |
0.7193 |
0.7163 |
|
| R1 |
0.7173 |
0.7173 |
0.7158 |
0.7183 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7143 |
| S1 |
0.7118 |
0.7118 |
0.7148 |
0.7128 |
| S2 |
0.7083 |
0.7083 |
0.7143 |
|
| S3 |
0.7028 |
0.7063 |
0.7138 |
|
| S4 |
0.6973 |
0.7008 |
0.7123 |
|
|
| 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% |
0.0070 |
1.0% |
41% |
False |
False |
107,439 |
| 10 |
0.7250 |
0.7053 |
0.0197 |
2.8% |
0.0066 |
0.9% |
51% |
False |
False |
94,091 |
| 20 |
0.7278 |
0.6968 |
0.0310 |
4.3% |
0.0072 |
1.0% |
60% |
False |
False |
98,709 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0067 |
0.9% |
53% |
False |
False |
81,817 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0066 |
0.9% |
53% |
False |
False |
67,849 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0062 |
0.9% |
32% |
False |
False |
50,946 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.2% |
0.0060 |
0.8% |
32% |
False |
False |
40,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7391 |
|
2.618 |
0.7301 |
|
1.618 |
0.7246 |
|
1.000 |
0.7213 |
|
0.618 |
0.7191 |
|
HIGH |
0.7158 |
|
0.618 |
0.7136 |
|
0.500 |
0.7130 |
|
0.382 |
0.7124 |
|
LOW |
0.7103 |
|
0.618 |
0.7069 |
|
1.000 |
0.7048 |
|
1.618 |
0.7014 |
|
2.618 |
0.6959 |
|
4.250 |
0.6869 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7145 |
0.7148 |
| PP |
0.7138 |
0.7142 |
| S1 |
0.7130 |
0.7137 |
|