CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 0.7152 0.7197 0.0045 0.6% 0.7083
High 0.7206 0.7218 0.0012 0.2% 0.7250
Low 0.7144 0.7150 0.0006 0.1% 0.7067
Close 0.7203 0.7194 -0.0010 -0.1% 0.7127
Range 0.0062 0.0068 0.0006 9.8% 0.0183
ATR 0.0070 0.0069 0.0000 -0.2% 0.0000
Volume 70,354 121,462 51,108 72.6% 465,106
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7390 0.7359 0.7231
R3 0.7322 0.7292 0.7212
R2 0.7255 0.7255 0.7206
R1 0.7224 0.7224 0.7200 0.7206
PP 0.7187 0.7187 0.7187 0.7178
S1 0.7157 0.7157 0.7187 0.7138
S2 0.7120 0.7120 0.7181
S3 0.7052 0.7089 0.7175
S4 0.6985 0.7022 0.7156
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 0.7218 0.7087 0.0131 1.8% 0.0065 0.9% 82% True False 103,417
10 0.7250 0.7053 0.0197 2.7% 0.0069 1.0% 72% False False 94,770
20 0.7250 0.6968 0.0282 3.9% 0.0072 1.0% 80% False False 100,032
40 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 65% False False 83,453
60 0.7316 0.6968 0.0348 4.8% 0.0066 0.9% 65% False False 71,031
80 0.7553 0.6968 0.0585 8.1% 0.0063 0.9% 39% False False 53,343
100 0.7553 0.6968 0.0585 8.1% 0.0060 0.8% 39% False False 42,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7394
1.618 0.7327
1.000 0.7285
0.618 0.7259
HIGH 0.7218
0.618 0.7192
0.500 0.7184
0.382 0.7176
LOW 0.7150
0.618 0.7108
1.000 0.7083
1.618 0.7041
2.618 0.6973
4.250 0.6863
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 0.7190 0.7182
PP 0.7187 0.7171
S1 0.7184 0.7160

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

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