CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 25-Jan-2022
Day Change Summary
Previous Current
24-Jan-2022 25-Jan-2022 Change Change % Previous Week
Open 0.7176 0.7144 -0.0032 -0.4% 0.7217
High 0.7189 0.7179 -0.0010 -0.1% 0.7278
Low 0.7092 0.7122 0.0031 0.4% 0.7171
Close 0.7130 0.7170 0.0040 0.6% 0.7178
Range 0.0097 0.0057 -0.0040 -41.2% 0.0108
ATR 0.0066 0.0066 -0.0001 -1.0% 0.0000
Volume 115,990 101,587 -14,403 -12.4% 375,691
Daily Pivots for day following 25-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7328 0.7306 0.7201
R3 0.7271 0.7249 0.7186
R2 0.7214 0.7214 0.7180
R1 0.7192 0.7192 0.7175 0.7203
PP 0.7157 0.7157 0.7157 0.7163
S1 0.7135 0.7135 0.7165 0.7146
S2 0.7100 0.7100 0.7160
S3 0.7043 0.7078 0.7154
S4 0.6986 0.7021 0.7139
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7531 0.7462 0.7237
R3 0.7424 0.7354 0.7207
R2 0.7316 0.7316 0.7197
R1 0.7247 0.7247 0.7187 0.7228
PP 0.7209 0.7209 0.7209 0.7199
S1 0.7139 0.7139 0.7168 0.7120
S2 0.7101 0.7101 0.7158
S3 0.6994 0.7032 0.7148
S4 0.6886 0.6924 0.7118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7278 0.7092 0.0187 2.6% 0.0068 0.9% 42% False False 95,962
10 0.7316 0.7092 0.0224 3.1% 0.0069 1.0% 35% False False 90,803
20 0.7316 0.7092 0.0224 3.1% 0.0063 0.9% 35% False False 74,845
40 0.7316 0.6998 0.0318 4.4% 0.0064 0.9% 54% False False 64,327
60 0.7552 0.6998 0.0554 7.7% 0.0061 0.8% 31% False False 43,008
80 0.7553 0.6998 0.0555 7.7% 0.0057 0.8% 31% False False 32,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7328
1.618 0.7271
1.000 0.7236
0.618 0.7214
HIGH 0.7179
0.618 0.7157
0.500 0.7151
0.382 0.7144
LOW 0.7122
0.618 0.7087
1.000 0.7065
1.618 0.7030
2.618 0.6973
4.250 0.6880
Fisher Pivots for day following 25-Jan-2022
Pivot 1 day 3 day
R1 0.7164 0.7167
PP 0.7157 0.7163
S1 0.7151 0.7160

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

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