CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7295 |
0.7328 |
0.0033 |
0.5% |
0.7183 |
| High |
0.7349 |
0.7382 |
0.0033 |
0.4% |
0.7382 |
| Low |
0.7277 |
0.7302 |
0.0025 |
0.3% |
0.7169 |
| Close |
0.7326 |
0.7370 |
0.0044 |
0.6% |
0.7370 |
| Range |
0.0072 |
0.0080 |
0.0008 |
11.1% |
0.0213 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
89,406 |
100,714 |
11,308 |
12.6% |
495,007 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7561 |
0.7414 |
|
| R3 |
0.7511 |
0.7481 |
0.7392 |
|
| R2 |
0.7431 |
0.7431 |
0.7385 |
|
| R1 |
0.7401 |
0.7401 |
0.7377 |
0.7416 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7359 |
| S1 |
0.7321 |
0.7321 |
0.7363 |
0.7336 |
| S2 |
0.7271 |
0.7271 |
0.7355 |
|
| S3 |
0.7191 |
0.7241 |
0.7348 |
|
| S4 |
0.7111 |
0.7161 |
0.7326 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7870 |
0.7487 |
|
| R3 |
0.7732 |
0.7657 |
0.7428 |
|
| R2 |
0.7519 |
0.7519 |
0.7409 |
|
| R1 |
0.7445 |
0.7445 |
0.7389 |
0.7482 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7326 |
| S1 |
0.7232 |
0.7232 |
0.7351 |
0.7270 |
| S2 |
0.7094 |
0.7094 |
0.7331 |
|
| S3 |
0.6882 |
0.7020 |
0.7312 |
|
| S4 |
0.6669 |
0.6807 |
0.7253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7382 |
0.7169 |
0.0213 |
2.9% |
0.0073 |
1.0% |
95% |
True |
False |
99,001 |
| 10 |
0.7382 |
0.7096 |
0.0286 |
3.9% |
0.0080 |
1.1% |
96% |
True |
False |
107,026 |
| 20 |
0.7382 |
0.7053 |
0.0329 |
4.5% |
0.0074 |
1.0% |
97% |
True |
False |
100,898 |
| 40 |
0.7382 |
0.6968 |
0.0414 |
5.6% |
0.0073 |
1.0% |
97% |
True |
False |
97,008 |
| 60 |
0.7382 |
0.6968 |
0.0414 |
5.6% |
0.0068 |
0.9% |
97% |
True |
False |
87,184 |
| 80 |
0.7434 |
0.6968 |
0.0466 |
6.3% |
0.0066 |
0.9% |
86% |
False |
False |
66,689 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
7.9% |
0.0062 |
0.8% |
69% |
False |
False |
53,381 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
7.9% |
0.0062 |
0.8% |
69% |
False |
False |
44,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7591 |
|
1.618 |
0.7511 |
|
1.000 |
0.7462 |
|
0.618 |
0.7431 |
|
HIGH |
0.7382 |
|
0.618 |
0.7351 |
|
0.500 |
0.7342 |
|
0.382 |
0.7332 |
|
LOW |
0.7302 |
|
0.618 |
0.7252 |
|
1.000 |
0.7222 |
|
1.618 |
0.7172 |
|
2.618 |
0.7092 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7351 |
| PP |
0.7351 |
0.7332 |
| S1 |
0.7342 |
0.7313 |
|