CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 0.7356 0.7292 -0.0064 -0.9% 0.7374
High 0.7368 0.7299 -0.0069 -0.9% 0.7442
Low 0.7284 0.7228 -0.0056 -0.8% 0.7246
Close 0.7296 0.7236 -0.0060 -0.8% 0.7296
Range 0.0084 0.0071 -0.0014 -16.1% 0.0196
ATR 0.0080 0.0080 -0.0001 -0.9% 0.0000
Volume 15,891 948 -14,943 -94.0% 503,954
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7466 0.7421 0.7275
R3 0.7395 0.7351 0.7255
R2 0.7325 0.7325 0.7249
R1 0.7280 0.7280 0.7242 0.7267
PP 0.7254 0.7254 0.7254 0.7248
S1 0.7210 0.7210 0.7230 0.7197
S2 0.7184 0.7184 0.7223
S3 0.7113 0.7139 0.7217
S4 0.7043 0.7069 0.7197
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7916 0.7802 0.7403
R3 0.7720 0.7606 0.7349
R2 0.7524 0.7524 0.7331
R1 0.7410 0.7410 0.7313 0.7369
PP 0.7328 0.7328 0.7328 0.7307
S1 0.7214 0.7214 0.7278 0.7173
S2 0.7132 0.7132 0.7260
S3 0.6936 0.7018 0.7242
S4 0.6740 0.6822 0.7188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7369 0.7228 0.0141 1.9% 0.0082 1.1% 6% False True 80,979
10 0.7442 0.7228 0.0214 3.0% 0.0081 1.1% 4% False True 89,649
20 0.7442 0.7087 0.0355 4.9% 0.0079 1.1% 42% False False 98,221
40 0.7442 0.6968 0.0474 6.5% 0.0077 1.1% 57% False False 98,498
60 0.7442 0.6968 0.0474 6.5% 0.0071 1.0% 57% False False 86,813
80 0.7442 0.6968 0.0474 6.5% 0.0069 0.9% 57% False False 72,985
100 0.7553 0.6968 0.0585 8.1% 0.0066 0.9% 46% False False 58,428
120 0.7553 0.6968 0.0585 8.1% 0.0064 0.9% 46% False False 48,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7483
1.618 0.7413
1.000 0.7369
0.618 0.7342
HIGH 0.7299
0.618 0.7272
0.500 0.7263
0.382 0.7255
LOW 0.7228
0.618 0.7184
1.000 0.7158
1.618 0.7114
2.618 0.7043
4.250 0.6928
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 0.7263 0.7298
PP 0.7254 0.7278
S1 0.7245 0.7257

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

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