CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 0.7174 0.7220 0.0046 0.6% 0.7132
High 0.7235 0.7285 0.0050 0.7% 0.7229
Low 0.7168 0.7219 0.0052 0.7% 0.7087
Close 0.7221 0.7236 0.0015 0.2% 0.7187
Range 0.0068 0.0066 -0.0002 -2.2% 0.0142
ATR 0.0069 0.0069 0.0000 -0.3% 0.0000
Volume 149,772 85,384 -64,388 -43.0% 460,939
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7445 0.7406 0.7272
R3 0.7379 0.7340 0.7254
R2 0.7313 0.7313 0.7248
R1 0.7274 0.7274 0.7242 0.7294
PP 0.7247 0.7247 0.7247 0.7256
S1 0.7208 0.7208 0.7230 0.7228
S2 0.7181 0.7181 0.7224
S3 0.7115 0.7142 0.7218
S4 0.7049 0.7076 0.7200
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 0.7285 0.7144 0.0141 1.9% 0.0065 0.9% 65% True False 99,729
10 0.7285 0.7087 0.0198 2.7% 0.0068 0.9% 75% True False 103,584
20 0.7285 0.6968 0.0317 4.4% 0.0072 1.0% 85% True False 99,651
40 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 77% False False 87,248
60 0.7316 0.6968 0.0348 4.8% 0.0067 0.9% 77% False False 76,101
80 0.7552 0.6968 0.0584 8.1% 0.0063 0.9% 46% False False 57,169
100 0.7553 0.6968 0.0585 8.1% 0.0060 0.8% 46% False False 45,751
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7458
1.618 0.7392
1.000 0.7351
0.618 0.7326
HIGH 0.7285
0.618 0.7260
0.500 0.7252
0.382 0.7244
LOW 0.7219
0.618 0.7178
1.000 0.7153
1.618 0.7112
2.618 0.7046
4.250 0.6939
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 0.7252 0.7232
PP 0.7247 0.7229
S1 0.7241 0.7225

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

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