CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7128 |
0.7152 |
0.0025 |
0.3% |
0.7083 |
| High |
0.7158 |
0.7206 |
0.0048 |
0.7% |
0.7250 |
| Low |
0.7103 |
0.7144 |
0.0042 |
0.6% |
0.7067 |
| Close |
0.7153 |
0.7203 |
0.0050 |
0.7% |
0.7127 |
| Range |
0.0055 |
0.0062 |
0.0007 |
11.8% |
0.0183 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
84,409 |
70,354 |
-14,055 |
-16.7% |
465,106 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7347 |
0.7237 |
|
| R3 |
0.7307 |
0.7286 |
0.7220 |
|
| R2 |
0.7246 |
0.7246 |
0.7214 |
|
| R1 |
0.7224 |
0.7224 |
0.7209 |
0.7235 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7190 |
| S1 |
0.7163 |
0.7163 |
0.7197 |
0.7174 |
| S2 |
0.7123 |
0.7123 |
0.7192 |
|
| S3 |
0.7061 |
0.7101 |
0.7186 |
|
| S4 |
0.7000 |
0.7040 |
0.7169 |
|
|
| 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% |
0.0072 |
1.0% |
71% |
False |
False |
108,758 |
| 10 |
0.7250 |
0.7053 |
0.0197 |
2.7% |
0.0068 |
0.9% |
76% |
False |
False |
92,202 |
| 20 |
0.7278 |
0.6968 |
0.0310 |
4.3% |
0.0072 |
1.0% |
76% |
False |
False |
98,584 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0067 |
0.9% |
68% |
False |
False |
81,713 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0066 |
0.9% |
68% |
False |
False |
69,011 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0062 |
0.9% |
40% |
False |
False |
51,825 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0060 |
0.8% |
40% |
False |
False |
41,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7367 |
|
1.618 |
0.7305 |
|
1.000 |
0.7267 |
|
0.618 |
0.7244 |
|
HIGH |
0.7206 |
|
0.618 |
0.7182 |
|
0.500 |
0.7175 |
|
0.382 |
0.7167 |
|
LOW |
0.7144 |
|
0.618 |
0.7106 |
|
1.000 |
0.7083 |
|
1.618 |
0.7044 |
|
2.618 |
0.6983 |
|
4.250 |
0.6883 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7184 |
| PP |
0.7184 |
0.7165 |
| S1 |
0.7175 |
0.7146 |
|