CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 19-Jan-2022
Day Change Summary
Previous Current
18-Jan-2022 19-Jan-2022 Change Change % Previous Week
Open 0.7217 0.7186 -0.0031 -0.4% 0.7182
High 0.7231 0.7240 0.0009 0.1% 0.7316
Low 0.7171 0.7178 0.0008 0.1% 0.7150
Close 0.7187 0.7226 0.0040 0.5% 0.7209
Range 0.0060 0.0062 0.0002 2.5% 0.0166
ATR 0.0063 0.0063 0.0000 -0.2% 0.0000
Volume 113,456 72,867 -40,589 -35.8% 379,561
Daily Pivots for day following 19-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7399 0.7374 0.7260
R3 0.7338 0.7313 0.7243
R2 0.7276 0.7276 0.7237
R1 0.7251 0.7251 0.7232 0.7264
PP 0.7215 0.7215 0.7215 0.7221
S1 0.7190 0.7190 0.7220 0.7202
S2 0.7153 0.7153 0.7215
S3 0.7092 0.7128 0.7209
S4 0.7030 0.7067 0.7192
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7721 0.7631 0.7300
R3 0.7556 0.7465 0.7255
R2 0.7390 0.7390 0.7239
R1 0.7300 0.7300 0.7224 0.7345
PP 0.7225 0.7225 0.7225 0.7248
S1 0.7134 0.7134 0.7194 0.7180
S2 0.7059 0.7059 0.7179
S3 0.6894 0.6969 0.7163
S4 0.6728 0.6803 0.7118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7316 0.7171 0.0145 2.0% 0.0070 1.0% 38% False False 87,414
10 0.7316 0.7131 0.0185 2.6% 0.0066 0.9% 52% False False 78,371
20 0.7316 0.7101 0.0215 3.0% 0.0062 0.9% 58% False False 64,841
40 0.7316 0.6998 0.0318 4.4% 0.0062 0.9% 72% False False 54,225
60 0.7553 0.6998 0.0555 7.7% 0.0059 0.8% 41% False False 36,239
80 0.7553 0.6998 0.0555 7.7% 0.0057 0.8% 41% False False 27,190
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7501
2.618 0.7401
1.618 0.7339
1.000 0.7301
0.618 0.7278
HIGH 0.7240
0.618 0.7216
0.500 0.7209
0.382 0.7201
LOW 0.7178
0.618 0.7140
1.000 0.7117
1.618 0.7078
2.618 0.7017
4.250 0.6917
Fisher Pivots for day following 19-Jan-2022
Pivot 1 day 3 day
R1 0.7220 0.7233
PP 0.7215 0.7230
S1 0.7209 0.7228

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

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