CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 0.6996 0.7068 0.0072 1.0% 0.7176
High 0.7078 0.7132 0.0054 0.8% 0.7189
Low 0.6988 0.7035 0.0047 0.7% 0.6968
Close 0.7075 0.7117 0.0042 0.6% 0.6983
Range 0.0090 0.0097 0.0007 7.8% 0.0221
ATR 0.0072 0.0074 0.0002 2.5% 0.0000
Volume 110,818 107,591 -3,227 -2.9% 552,635
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7385 0.7348 0.7170
R3 0.7288 0.7251 0.7143
R2 0.7191 0.7191 0.7134
R1 0.7154 0.7154 0.7125 0.7173
PP 0.7094 0.7094 0.7094 0.7104
S1 0.7057 0.7057 0.7108 0.7076
S2 0.6997 0.6997 0.7099
S3 0.6900 0.6960 0.7090
S4 0.6803 0.6863 0.7063
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7708 0.7566 0.7104
R3 0.7488 0.7346 0.7044
R2 0.7267 0.7267 0.7023
R1 0.7125 0.7125 0.7003 0.7086
PP 0.7047 0.7047 0.7047 0.7027
S1 0.6905 0.6905 0.6963 0.6865
S2 0.6826 0.6826 0.6943
S3 0.6606 0.6684 0.6922
S4 0.6385 0.6464 0.6862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7183 0.6968 0.0215 3.0% 0.0090 1.3% 69% False False 110,693
10 0.7278 0.6968 0.0310 4.4% 0.0079 1.1% 48% False False 103,327
20 0.7316 0.6968 0.0348 4.9% 0.0072 1.0% 43% False False 90,384
40 0.7316 0.6968 0.0348 4.9% 0.0066 0.9% 43% False False 77,491
60 0.7434 0.6968 0.0466 6.5% 0.0063 0.9% 32% False False 52,217
80 0.7553 0.6968 0.0585 8.2% 0.0059 0.8% 25% False False 39,190
100 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 25% False False 31,360
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7385
1.618 0.7288
1.000 0.7229
0.618 0.7191
HIGH 0.7132
0.618 0.7094
0.500 0.7083
0.382 0.7072
LOW 0.7035
0.618 0.6975
1.000 0.6938
1.618 0.6878
2.618 0.6781
4.250 0.6622
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.7105 0.7094
PP 0.7094 0.7072
S1 0.7083 0.7050

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

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