CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7164 |
0.7183 |
0.0020 |
0.3% |
0.7174 |
| High |
0.7239 |
0.7267 |
0.0029 |
0.4% |
0.7285 |
| Low |
0.7140 |
0.7169 |
0.0030 |
0.4% |
0.7096 |
| Close |
0.7233 |
0.7264 |
0.0031 |
0.4% |
0.7233 |
| Range |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0190 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
104,305 |
103,412 |
-893 |
-0.9% |
503,578 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7527 |
0.7493 |
0.7317 |
|
| R3 |
0.7429 |
0.7395 |
0.7290 |
|
| R2 |
0.7331 |
0.7331 |
0.7281 |
|
| R1 |
0.7297 |
0.7297 |
0.7272 |
0.7314 |
| PP |
0.7233 |
0.7233 |
0.7233 |
0.7242 |
| S1 |
0.7199 |
0.7199 |
0.7255 |
0.7216 |
| S2 |
0.7135 |
0.7135 |
0.7246 |
|
| S3 |
0.7037 |
0.7101 |
0.7237 |
|
| S4 |
0.6939 |
0.7003 |
0.7210 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7692 |
0.7337 |
|
| R3 |
0.7583 |
0.7503 |
0.7285 |
|
| R2 |
0.7394 |
0.7394 |
0.7267 |
|
| R1 |
0.7313 |
0.7313 |
0.7250 |
0.7354 |
| PP |
0.7204 |
0.7204 |
0.7204 |
0.7225 |
| S1 |
0.7124 |
0.7124 |
0.7215 |
0.7164 |
| S2 |
0.7015 |
0.7015 |
0.7198 |
|
| S3 |
0.6825 |
0.6934 |
0.7180 |
|
| S4 |
0.6636 |
0.6745 |
0.7128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7285 |
0.7096 |
0.0190 |
2.6% |
0.0094 |
1.3% |
89% |
False |
False |
121,398 |
| 10 |
0.7285 |
0.7087 |
0.0198 |
2.7% |
0.0078 |
1.1% |
89% |
False |
False |
106,792 |
| 20 |
0.7285 |
0.6988 |
0.0297 |
4.1% |
0.0075 |
1.0% |
93% |
False |
False |
101,490 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0072 |
1.0% |
85% |
False |
False |
92,995 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0068 |
0.9% |
85% |
False |
False |
82,142 |
| 80 |
0.7473 |
0.6968 |
0.0505 |
7.0% |
0.0065 |
0.9% |
59% |
False |
False |
61,811 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0061 |
0.8% |
51% |
False |
False |
49,468 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0062 |
0.8% |
51% |
False |
False |
41,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7524 |
|
1.618 |
0.7426 |
|
1.000 |
0.7365 |
|
0.618 |
0.7328 |
|
HIGH |
0.7267 |
|
0.618 |
0.7230 |
|
0.500 |
0.7218 |
|
0.382 |
0.7206 |
|
LOW |
0.7169 |
|
0.618 |
0.7108 |
|
1.000 |
0.7071 |
|
1.618 |
0.7010 |
|
2.618 |
0.6912 |
|
4.250 |
0.6753 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7248 |
0.7236 |
| PP |
0.7233 |
0.7209 |
| S1 |
0.7218 |
0.7181 |
|