CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7262 |
0.7252 |
-0.0010 |
-0.1% |
0.7174 |
| High |
0.7291 |
0.7308 |
0.0017 |
0.2% |
0.7285 |
| Low |
0.7239 |
0.7244 |
0.0005 |
0.1% |
0.7096 |
| Close |
0.7249 |
0.7298 |
0.0049 |
0.7% |
0.7233 |
| Range |
0.0052 |
0.0064 |
0.0012 |
23.1% |
0.0190 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101,894 |
99,581 |
-2,313 |
-2.3% |
503,578 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7450 |
0.7333 |
|
| R3 |
0.7411 |
0.7386 |
0.7315 |
|
| R2 |
0.7347 |
0.7347 |
0.7309 |
|
| R1 |
0.7322 |
0.7322 |
0.7303 |
0.7335 |
| PP |
0.7283 |
0.7283 |
0.7283 |
0.7289 |
| S1 |
0.7258 |
0.7258 |
0.7292 |
0.7271 |
| S2 |
0.7219 |
0.7219 |
0.7286 |
|
| S3 |
0.7155 |
0.7194 |
0.7280 |
|
| S4 |
0.7091 |
0.7130 |
0.7262 |
|
|
| 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 |
0.7308 |
0.7096 |
0.0212 |
2.9% |
0.0090 |
1.2% |
95% |
True |
False |
114,661 |
| 10 |
0.7308 |
0.7096 |
0.0212 |
2.9% |
0.0078 |
1.1% |
95% |
True |
False |
107,195 |
| 20 |
0.7308 |
0.7053 |
0.0255 |
3.5% |
0.0072 |
1.0% |
96% |
True |
False |
100,643 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0072 |
1.0% |
95% |
False |
False |
95,514 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0068 |
0.9% |
95% |
False |
False |
85,209 |
| 80 |
0.7434 |
0.6968 |
0.0466 |
6.4% |
0.0065 |
0.9% |
71% |
False |
False |
64,324 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0062 |
0.8% |
56% |
False |
False |
51,481 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0062 |
0.8% |
56% |
False |
False |
42,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7580 |
|
2.618 |
0.7475 |
|
1.618 |
0.7411 |
|
1.000 |
0.7372 |
|
0.618 |
0.7347 |
|
HIGH |
0.7308 |
|
0.618 |
0.7283 |
|
0.500 |
0.7276 |
|
0.382 |
0.7268 |
|
LOW |
0.7244 |
|
0.618 |
0.7204 |
|
1.000 |
0.7180 |
|
1.618 |
0.7140 |
|
2.618 |
0.7076 |
|
4.250 |
0.6972 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7290 |
0.7278 |
| PP |
0.7283 |
0.7258 |
| S1 |
0.7276 |
0.7238 |
|