CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 04-Feb-2022
Day Change Summary
Previous Current
03-Feb-2022 04-Feb-2022 Change Change % Previous Week
Open 0.7135 0.7141 0.0007 0.1% 0.6996
High 0.7170 0.7153 -0.0017 -0.2% 0.7170
Low 0.7111 0.7053 -0.0059 -0.8% 0.6988
Close 0.7134 0.7076 -0.0058 -0.8% 0.7076
Range 0.0059 0.0101 0.0042 71.8% 0.0182
ATR 0.0071 0.0073 0.0002 3.0% 0.0000
Volume 95,787 93,335 -2,452 -2.6% 496,775
Daily Pivots for day following 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7395 0.7336 0.7131
R3 0.7295 0.7235 0.7103
R2 0.7194 0.7194 0.7094
R1 0.7135 0.7135 0.7085 0.7114
PP 0.7094 0.7094 0.7094 0.7083
S1 0.7034 0.7034 0.7066 0.7014
S2 0.6993 0.6993 0.7057
S3 0.6893 0.6934 0.7048
S4 0.6792 0.6833 0.7020
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7622 0.7530 0.7175
R3 0.7441 0.7349 0.7125
R2 0.7259 0.7259 0.7109
R1 0.7167 0.7167 0.7092 0.7213
PP 0.7078 0.7078 0.7078 0.7101
S1 0.6986 0.6986 0.7059 0.7032
S2 0.6896 0.6896 0.7042
S3 0.6715 0.6804 0.7026
S4 0.6533 0.6623 0.6976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7170 0.6988 0.0182 2.6% 0.0077 1.1% 48% False False 99,355
10 0.7189 0.6968 0.0221 3.1% 0.0080 1.1% 49% False False 104,941
20 0.7316 0.6968 0.0348 4.9% 0.0072 1.0% 31% False False 93,416
40 0.7316 0.6968 0.0348 4.9% 0.0066 0.9% 31% False False 78,911
60 0.7395 0.6968 0.0427 6.0% 0.0064 0.9% 25% False False 56,838
80 0.7553 0.6968 0.0585 8.3% 0.0060 0.8% 18% False False 42,668
100 0.7553 0.6968 0.0585 8.3% 0.0060 0.8% 18% False False 34,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 0.7580
2.618 0.7416
1.618 0.7316
1.000 0.7254
0.618 0.7215
HIGH 0.7153
0.618 0.7115
0.500 0.7103
0.382 0.7091
LOW 0.7053
0.618 0.6990
1.000 0.6952
1.618 0.6890
2.618 0.6789
4.250 0.6625
Fisher Pivots for day following 04-Feb-2022
Pivot 1 day 3 day
R1 0.7103 0.7111
PP 0.7094 0.7099
S1 0.7085 0.7087

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

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