CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Mar-2022
Day Change Summary
Previous Current
09-Mar-2022 10-Mar-2022 Change Change % Previous Week
Open 0.7267 0.7320 0.0053 0.7% 0.7183
High 0.7338 0.7369 0.0031 0.4% 0.7382
Low 0.7265 0.7288 0.0023 0.3% 0.7169
Close 0.7320 0.7365 0.0046 0.6% 0.7370
Range 0.0073 0.0081 0.0008 11.0% 0.0213
ATR 0.0080 0.0080 0.0000 0.1% 0.0000
Volume 159,192 99,011 -60,181 -37.8% 495,007
Daily Pivots for day following 10-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7583 0.7555 0.7410
R3 0.7502 0.7474 0.7387
R2 0.7421 0.7421 0.7380
R1 0.7393 0.7393 0.7372 0.7407
PP 0.7340 0.7340 0.7340 0.7347
S1 0.7312 0.7312 0.7358 0.7326
S2 0.7259 0.7259 0.7350
S3 0.7178 0.7231 0.7343
S4 0.7097 0.7150 0.7320
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7944 0.7870 0.7487
R3 0.7732 0.7657 0.7428
R2 0.7519 0.7519 0.7409
R1 0.7445 0.7445 0.7389 0.7482
PP 0.7307 0.7307 0.7307 0.7326
S1 0.7232 0.7232 0.7351 0.7270
S2 0.7094 0.7094 0.7331
S3 0.6882 0.7020 0.7312
S4 0.6669 0.6807 0.7253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7442 0.7246 0.0196 2.7% 0.0093 1.3% 61% False False 117,755
10 0.7442 0.7140 0.0302 4.1% 0.0085 1.2% 75% False False 108,737
20 0.7442 0.7087 0.0355 4.8% 0.0081 1.1% 78% False False 111,178
40 0.7442 0.6968 0.0474 6.4% 0.0076 1.0% 84% False False 102,213
60 0.7442 0.6968 0.0474 6.4% 0.0071 1.0% 84% False False 89,157
80 0.7442 0.6968 0.0474 6.4% 0.0068 0.9% 84% False False 72,780
100 0.7553 0.6968 0.0585 7.9% 0.0065 0.9% 68% False False 58,261
120 0.7553 0.6968 0.0585 7.9% 0.0063 0.9% 68% False False 48,558
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7581
1.618 0.7500
1.000 0.7450
0.618 0.7419
HIGH 0.7369
0.618 0.7338
0.500 0.7328
0.382 0.7318
LOW 0.7288
0.618 0.7237
1.000 0.7207
1.618 0.7156
2.618 0.7075
4.250 0.6943
Fisher Pivots for day following 10-Mar-2022
Pivot 1 day 3 day
R1 0.7353 0.7346
PP 0.7340 0.7326
S1 0.7328 0.7307

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

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