CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 0.7132 0.7128 -0.0004 -0.1% 0.7083
High 0.7151 0.7158 0.0007 0.1% 0.7250
Low 0.7087 0.7103 0.0016 0.2% 0.7067
Close 0.7123 0.7153 0.0031 0.4% 0.7127
Range 0.0064 0.0055 -0.0009 -14.1% 0.0183
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 113,038 84,409 -28,629 -25.3% 465,106
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7303 0.7283 0.7183
R3 0.7248 0.7228 0.7168
R2 0.7193 0.7193 0.7163
R1 0.7173 0.7173 0.7158 0.7183
PP 0.7138 0.7138 0.7138 0.7143
S1 0.7118 0.7118 0.7148 0.7128
S2 0.7083 0.7083 0.7143
S3 0.7028 0.7063 0.7138
S4 0.6973 0.7008 0.7123
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7697 0.7595 0.7227
R3 0.7514 0.7412 0.7177
R2 0.7331 0.7331 0.7160
R1 0.7229 0.7229 0.7143 0.7280
PP 0.7148 0.7148 0.7148 0.7173
S1 0.7046 0.7046 0.7110 0.7097
S2 0.6965 0.6965 0.7093
S3 0.6782 0.6863 0.7076
S4 0.6599 0.6680 0.7026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7087 0.0163 2.3% 0.0070 1.0% 41% False False 107,439
10 0.7250 0.7053 0.0197 2.8% 0.0066 0.9% 51% False False 94,091
20 0.7278 0.6968 0.0310 4.3% 0.0072 1.0% 60% False False 98,709
40 0.7316 0.6968 0.0348 4.9% 0.0067 0.9% 53% False False 81,817
60 0.7316 0.6968 0.0348 4.9% 0.0066 0.9% 53% False False 67,849
80 0.7553 0.6968 0.0585 8.2% 0.0062 0.9% 32% False False 50,946
100 0.7553 0.6968 0.0585 8.2% 0.0060 0.8% 32% False False 40,765
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7391
2.618 0.7301
1.618 0.7246
1.000 0.7213
0.618 0.7191
HIGH 0.7158
0.618 0.7136
0.500 0.7130
0.382 0.7124
LOW 0.7103
0.618 0.7069
1.000 0.7048
1.618 0.7014
2.618 0.6959
4.250 0.6869
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 0.7145 0.7148
PP 0.7138 0.7142
S1 0.7130 0.7137

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

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