CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Feb-2022
Day Change Summary
Previous Current
18-Feb-2022 22-Feb-2022 Change Change % Previous Week
Open 0.7186 0.7174 -0.0013 -0.2% 0.7132
High 0.7229 0.7235 0.0007 0.1% 0.7229
Low 0.7166 0.7168 0.0002 0.0% 0.7087
Close 0.7187 0.7221 0.0035 0.5% 0.7187
Range 0.0063 0.0068 0.0005 7.1% 0.0142
ATR 0.0069 0.0069 0.0000 -0.2% 0.0000
Volume 71,676 149,772 78,096 109.0% 460,939
Daily Pivots for day following 22-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7410 0.7383 0.7258
R3 0.7343 0.7316 0.7240
R2 0.7275 0.7275 0.7233
R1 0.7248 0.7248 0.7227 0.7262
PP 0.7208 0.7208 0.7208 0.7215
S1 0.7181 0.7181 0.7215 0.7194
S2 0.7140 0.7140 0.7209
S3 0.7073 0.7113 0.7202
S4 0.7005 0.7046 0.7184
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7592 0.7531 0.7264
R3 0.7450 0.7389 0.7225
R2 0.7309 0.7309 0.7212
R1 0.7248 0.7248 0.7199 0.7278
PP 0.7167 0.7167 0.7167 0.7183
S1 0.7106 0.7106 0.7174 0.7137
S2 0.7026 0.7026 0.7161
S3 0.6884 0.6965 0.7148
S4 0.6743 0.6823 0.7109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7235 0.7103 0.0133 1.8% 0.0063 0.9% 89% True False 99,534
10 0.7250 0.7087 0.0163 2.3% 0.0065 0.9% 82% False False 101,036
20 0.7250 0.6968 0.0282 3.9% 0.0071 1.0% 90% False False 100,461
40 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 73% False False 86,066
60 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 73% False False 74,695
80 0.7553 0.6968 0.0585 8.1% 0.0063 0.9% 43% False False 56,110
100 0.7553 0.6968 0.0585 8.1% 0.0060 0.8% 43% False False 44,897
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7412
1.618 0.7344
1.000 0.7303
0.618 0.7277
HIGH 0.7235
0.618 0.7209
0.500 0.7201
0.382 0.7193
LOW 0.7168
0.618 0.7126
1.000 0.7100
1.618 0.7058
2.618 0.6991
4.250 0.6881
Fisher Pivots for day following 22-Feb-2022
Pivot 1 day 3 day
R1 0.7214 0.7212
PP 0.7208 0.7202
S1 0.7201 0.7193

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

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