CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 0.7197 0.7186 -0.0011 -0.1% 0.7132
High 0.7218 0.7229 0.0011 0.2% 0.7229
Low 0.7150 0.7166 0.0016 0.2% 0.7087
Close 0.7194 0.7187 -0.0007 -0.1% 0.7187
Range 0.0068 0.0063 -0.0005 -6.7% 0.0142
ATR 0.0069 0.0069 0.0000 -0.7% 0.0000
Volume 121,462 71,676 -49,786 -41.0% 460,939
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7383 0.7348 0.7221
R3 0.7320 0.7285 0.7204
R2 0.7257 0.7257 0.7198
R1 0.7222 0.7222 0.7192 0.7239
PP 0.7194 0.7194 0.7194 0.7202
S1 0.7159 0.7159 0.7181 0.7176
S2 0.7131 0.7131 0.7175
S3 0.7068 0.7096 0.7169
S4 0.7005 0.7033 0.7152
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7592 0.7531 0.7264
R3 0.7450 0.7389 0.7225
R2 0.7309 0.7309 0.7212
R1 0.7248 0.7248 0.7199 0.7278
PP 0.7167 0.7167 0.7167 0.7183
S1 0.7106 0.7106 0.7174 0.7137
S2 0.7026 0.7026 0.7161
S3 0.6884 0.6965 0.7148
S4 0.6743 0.6823 0.7109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7229 0.7087 0.0142 2.0% 0.0062 0.9% 70% True False 92,187
10 0.7250 0.7067 0.0183 2.5% 0.0065 0.9% 66% False False 92,604
20 0.7250 0.6968 0.0282 3.9% 0.0073 1.0% 78% False False 98,772
40 0.7316 0.6968 0.0348 4.8% 0.0066 0.9% 63% False False 83,733
60 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 63% False False 72,204
80 0.7553 0.6968 0.0585 8.1% 0.0063 0.9% 37% False False 54,238
100 0.7553 0.6968 0.0585 8.1% 0.0060 0.8% 37% False False 43,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7393
1.618 0.7330
1.000 0.7292
0.618 0.7267
HIGH 0.7229
0.618 0.7204
0.500 0.7197
0.382 0.7190
LOW 0.7166
0.618 0.7127
1.000 0.7103
1.618 0.7064
2.618 0.7001
4.250 0.6898
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 0.7197 0.7186
PP 0.7194 0.7186
S1 0.7190 0.7186

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

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