CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7252 |
0.7295 |
0.0043 |
0.6% |
0.7174 |
| High |
0.7308 |
0.7349 |
0.0041 |
0.6% |
0.7285 |
| Low |
0.7244 |
0.7277 |
0.0033 |
0.5% |
0.7096 |
| Close |
0.7298 |
0.7326 |
0.0029 |
0.4% |
0.7233 |
| Range |
0.0064 |
0.0072 |
0.0008 |
12.5% |
0.0190 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
99,581 |
89,406 |
-10,175 |
-10.2% |
503,578 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7502 |
0.7366 |
|
| R3 |
0.7461 |
0.7430 |
0.7346 |
|
| R2 |
0.7389 |
0.7389 |
0.7339 |
|
| R1 |
0.7358 |
0.7358 |
0.7333 |
0.7373 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7325 |
| S1 |
0.7286 |
0.7286 |
0.7319 |
0.7301 |
| S2 |
0.7245 |
0.7245 |
0.7313 |
|
| S3 |
0.7173 |
0.7214 |
0.7306 |
|
| S4 |
0.7101 |
0.7142 |
0.7286 |
|
|
| 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 |
0.7349 |
0.7140 |
0.0209 |
2.9% |
0.0077 |
1.1% |
89% |
True |
False |
99,719 |
| 10 |
0.7349 |
0.7096 |
0.0253 |
3.5% |
0.0079 |
1.1% |
91% |
True |
False |
109,100 |
| 20 |
0.7349 |
0.7053 |
0.0296 |
4.0% |
0.0073 |
1.0% |
92% |
True |
False |
100,651 |
| 40 |
0.7349 |
0.6968 |
0.0381 |
5.2% |
0.0072 |
1.0% |
94% |
True |
False |
96,160 |
| 60 |
0.7349 |
0.6968 |
0.0381 |
5.2% |
0.0068 |
0.9% |
94% |
True |
False |
86,358 |
| 80 |
0.7434 |
0.6968 |
0.0466 |
6.4% |
0.0066 |
0.9% |
77% |
False |
False |
65,433 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0062 |
0.8% |
61% |
False |
False |
52,375 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0062 |
0.8% |
61% |
False |
False |
43,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7537 |
|
1.618 |
0.7465 |
|
1.000 |
0.7421 |
|
0.618 |
0.7393 |
|
HIGH |
0.7349 |
|
0.618 |
0.7321 |
|
0.500 |
0.7313 |
|
0.382 |
0.7304 |
|
LOW |
0.7277 |
|
0.618 |
0.7232 |
|
1.000 |
0.7205 |
|
1.618 |
0.7160 |
|
2.618 |
0.7088 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7315 |
| PP |
0.7317 |
0.7304 |
| S1 |
0.7313 |
0.7294 |
|