CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 25-Feb-2022
Day Change Summary
Previous Current
24-Feb-2022 25-Feb-2022 Change Change % Previous Week
Open 0.7230 0.7164 -0.0066 -0.9% 0.7174
High 0.7234 0.7239 0.0005 0.1% 0.7285
Low 0.7096 0.7140 0.0044 0.6% 0.7096
Close 0.7159 0.7233 0.0074 1.0% 0.7233
Range 0.0138 0.0099 -0.0039 -28.3% 0.0190
ATR 0.0074 0.0076 0.0002 2.4% 0.0000
Volume 164,117 104,305 -59,812 -36.4% 503,578
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7501 0.7466 0.7287
R3 0.7402 0.7367 0.7260
R2 0.7303 0.7303 0.7251
R1 0.7268 0.7268 0.7242 0.7285
PP 0.7204 0.7204 0.7204 0.7212
S1 0.7169 0.7169 0.7223 0.7186
S2 0.7105 0.7105 0.7214
S3 0.7006 0.7070 0.7205
S4 0.6907 0.6971 0.7178
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7773 0.7692 0.7337
R3 0.7583 0.7503 0.7285
R2 0.7394 0.7394 0.7267
R1 0.7313 0.7313 0.7250 0.7354
PP 0.7204 0.7204 0.7204 0.7225
S1 0.7124 0.7124 0.7215 0.7164
S2 0.7015 0.7015 0.7198
S3 0.6825 0.6934 0.7180
S4 0.6636 0.6745 0.7128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7285 0.7096 0.0190 2.6% 0.0087 1.2% 72% False False 115,050
10 0.7285 0.7087 0.0198 2.7% 0.0076 1.0% 73% False False 109,233
20 0.7285 0.6968 0.0317 4.4% 0.0074 1.0% 83% False False 102,568
40 0.7316 0.6968 0.0348 4.8% 0.0071 1.0% 76% False False 91,735
60 0.7316 0.6968 0.0348 4.8% 0.0068 0.9% 76% False False 80,458
80 0.7534 0.6968 0.0566 7.8% 0.0066 0.9% 47% False False 60,521
100 0.7553 0.6968 0.0585 8.1% 0.0061 0.8% 45% False False 48,434
120 0.7553 0.6968 0.0585 8.1% 0.0061 0.8% 45% False False 40,367
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7498
1.618 0.7399
1.000 0.7338
0.618 0.7300
HIGH 0.7239
0.618 0.7201
0.500 0.7189
0.382 0.7177
LOW 0.7140
0.618 0.7078
1.000 0.7041
1.618 0.6979
2.618 0.6880
4.250 0.6719
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 0.7218 0.7218
PP 0.7204 0.7204
S1 0.7189 0.7190

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

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