CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 10-Feb-2022

Day Change Summary
	Previous	Current
	09-Feb-2022	10-Feb-2022	Change	Change %	Previous Week
Open	0.7145	0.7180	0.0035	0.5%	0.6996
High	0.7196	0.7250	0.0054	0.8%	0.7170
Low	0.7143	0.7148	0.0006	0.1%	0.6988
Close	0.7187	0.7171	-0.0016	-0.2%	0.7076
Range	0.0053	0.0102	0.0049	91.5%	0.0182
ATR	0.0069	0.0072	0.0002	3.3%	0.0000
Volume	63,760	148,170	84,410	132.4%	496,775

Daily Pivots for day following 10-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7434	0.7227
R3	0.7393	0.7333	0.7199
R2	0.7291	0.7291	0.7190
R1	0.7231	0.7231	0.7180	0.7210
PP	0.7190	0.7190	0.7190	0.7179
S1	0.7130	0.7130	0.7162	0.7109
S2	0.7088	0.7088	0.7152
S3	0.6987	0.7028	0.7143
S4	0.6885	0.6927	0.7115

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	0.7250	0.7053	0.0197	2.7%	0.0072	1.0%	60%	True	False	86,123
10	0.7250	0.6968	0.0282	3.9%	0.0073	1.0%	72%	True	False	95,903
20	0.7316	0.6968	0.0348	4.8%	0.0072	1.0%	58%	False	False	96,199
40	0.7316	0.6968	0.0348	4.8%	0.0067	0.9%	58%	False	False	80,131
60	0.7367	0.6968	0.0399	5.6%	0.0065	0.9%	51%	False	False	62,445
80	0.7553	0.6968	0.0585	8.2%	0.0062	0.9%	35%	False	False	46,884
100	0.7553	0.6968	0.0585	8.2%	0.0060	0.8%	35%	False	False	37,515

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 50 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7515
1.618	0.7414
1.000	0.7351
0.618	0.7312
HIGH	0.7250
0.618	0.7211
0.500	0.7199
0.382	0.7187
LOW	0.7148
0.618	0.7085
1.000	0.7047
1.618	0.6984
2.618	0.6882
4.250	0.6717

Fisher Pivots for day following 10-Feb-2022
Pivot	1 day	3 day
R1	0.7199	0.7179
PP	0.7190	0.7176
S1	0.7180	0.7174

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