CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	0.7128	0.7135	0.0007	0.1%	0.7176
High	0.7161	0.7170	0.0009	0.1%	0.7189
Low	0.7120	0.7111	-0.0009	-0.1%	0.6968
Close	0.7146	0.7134	-0.0013	-0.2%	0.6983
Range	0.0041	0.0059	0.0018	42.7%	0.0221
ATR	0.0072	0.0071	-0.0001	-1.3%	0.0000
Volume	89,244	95,787	6,543	7.3%	552,635

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7314	0.7282	0.7166
R3	0.7255	0.7224	0.7150
R2	0.7197	0.7197	0.7144
R1	0.7165	0.7165	0.7139	0.7152
PP	0.7138	0.7138	0.7138	0.7131
S1	0.7107	0.7107	0.7128	0.7093
S2	0.7080	0.7080	0.7123
S3	0.7021	0.7048	0.7117
S4	0.6963	0.6990	0.7101

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	0.7170	0.6968	0.0202	2.8%	0.0073	1.0%	82%	True	False	105,682
10	0.7229	0.6968	0.0261	3.7%	0.0076	1.1%	64%	False	False	105,293
20	0.7316	0.6968	0.0348	4.9%	0.0071	1.0%	48%	False	False	93,119
40	0.7316	0.6968	0.0348	4.9%	0.0065	0.9%	48%	False	False	80,327
60	0.7434	0.6968	0.0466	6.5%	0.0064	0.9%	36%	False	False	55,287
80	0.7553	0.6968	0.0585	8.2%	0.0059	0.8%	28%	False	False	41,502
100	0.7553	0.6968	0.0585	8.2%	0.0059	0.8%	28%	False	False	33,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7418
2.618	0.7323
1.618	0.7264
1.000	0.7228
0.618	0.7206
HIGH	0.7170
0.618	0.7147
0.500	0.7140
0.382	0.7133
LOW	0.7111
0.618	0.7075
1.000	0.7053
1.618	0.7016
2.618	0.6958
4.250	0.6862

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	0.7140	0.7123
PP	0.7138	0.7113
S1	0.7136	0.7102

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols