CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7262 |
0.0079 |
1.1% |
0.7174 |
| High |
0.7267 |
0.7291 |
0.0024 |
0.3% |
0.7285 |
| Low |
0.7169 |
0.7239 |
0.0070 |
1.0% |
0.7096 |
| Close |
0.7264 |
0.7249 |
-0.0015 |
-0.2% |
0.7233 |
| Range |
0.0098 |
0.0052 |
-0.0046 |
-46.9% |
0.0190 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
103,412 |
101,894 |
-1,518 |
-1.5% |
503,578 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7384 |
0.7277 |
|
| R3 |
0.7363 |
0.7332 |
0.7263 |
|
| R2 |
0.7311 |
0.7311 |
0.7258 |
|
| R1 |
0.7280 |
0.7280 |
0.7253 |
0.7270 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7254 |
| S1 |
0.7228 |
0.7228 |
0.7244 |
0.7218 |
| S2 |
0.7207 |
0.7207 |
0.7239 |
|
| S3 |
0.7155 |
0.7176 |
0.7234 |
|
| S4 |
0.7103 |
0.7124 |
0.7220 |
|
|
| 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 |
0.7291 |
0.7096 |
0.0195 |
2.7% |
0.0091 |
1.2% |
78% |
True |
False |
111,822 |
| 10 |
0.7291 |
0.7096 |
0.0195 |
2.7% |
0.0077 |
1.1% |
78% |
True |
False |
105,678 |
| 20 |
0.7291 |
0.7035 |
0.0256 |
3.5% |
0.0073 |
1.0% |
84% |
True |
False |
101,044 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0073 |
1.0% |
81% |
False |
False |
94,501 |
| 60 |
0.7316 |
0.6968 |
0.0348 |
4.8% |
0.0069 |
0.9% |
81% |
False |
False |
83,802 |
| 80 |
0.7473 |
0.6968 |
0.0505 |
7.0% |
0.0066 |
0.9% |
56% |
False |
False |
63,081 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0061 |
0.8% |
48% |
False |
False |
50,485 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0062 |
0.8% |
48% |
False |
False |
42,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7427 |
|
1.618 |
0.7375 |
|
1.000 |
0.7343 |
|
0.618 |
0.7323 |
|
HIGH |
0.7291 |
|
0.618 |
0.7271 |
|
0.500 |
0.7265 |
|
0.382 |
0.7258 |
|
LOW |
0.7239 |
|
0.618 |
0.7206 |
|
1.000 |
0.7187 |
|
1.618 |
0.7154 |
|
2.618 |
0.7102 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7265 |
0.7237 |
| PP |
0.7259 |
0.7226 |
| S1 |
0.7254 |
0.7215 |
|