CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7374 |
0.0046 |
0.6% |
0.7183 |
| High |
0.7382 |
0.7442 |
0.0060 |
0.8% |
0.7382 |
| Low |
0.7302 |
0.7312 |
0.0011 |
0.1% |
0.7169 |
| Close |
0.7370 |
0.7327 |
-0.0043 |
-0.6% |
0.7370 |
| Range |
0.0080 |
0.0130 |
0.0050 |
61.9% |
0.0213 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.2% |
0.0000 |
| Volume |
100,714 |
100,003 |
-711 |
-0.7% |
495,007 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7667 |
0.7398 |
|
| R3 |
0.7619 |
0.7538 |
0.7363 |
|
| R2 |
0.7490 |
0.7490 |
0.7351 |
|
| R1 |
0.7408 |
0.7408 |
0.7339 |
0.7384 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7348 |
| S1 |
0.7279 |
0.7279 |
0.7315 |
0.7255 |
| S2 |
0.7231 |
0.7231 |
0.7303 |
|
| S3 |
0.7101 |
0.7149 |
0.7291 |
|
| S4 |
0.6972 |
0.7020 |
0.7256 |
|
|
| 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 |
0.7442 |
0.7239 |
0.0203 |
2.8% |
0.0080 |
1.1% |
44% |
True |
False |
98,319 |
| 10 |
0.7442 |
0.7096 |
0.0346 |
4.7% |
0.0087 |
1.2% |
67% |
True |
False |
109,858 |
| 20 |
0.7442 |
0.7067 |
0.0375 |
5.1% |
0.0076 |
1.0% |
69% |
True |
False |
101,231 |
| 40 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0074 |
1.0% |
76% |
True |
False |
97,324 |
| 60 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0069 |
0.9% |
76% |
True |
False |
86,351 |
| 80 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0067 |
0.9% |
76% |
True |
False |
67,936 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0063 |
0.9% |
61% |
False |
False |
54,381 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0063 |
0.9% |
61% |
False |
False |
45,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7781 |
|
1.618 |
0.7651 |
|
1.000 |
0.7571 |
|
0.618 |
0.7522 |
|
HIGH |
0.7442 |
|
0.618 |
0.7392 |
|
0.500 |
0.7377 |
|
0.382 |
0.7361 |
|
LOW |
0.7312 |
|
0.618 |
0.7232 |
|
1.000 |
0.7183 |
|
1.618 |
0.7102 |
|
2.618 |
0.6973 |
|
4.250 |
0.6762 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7359 |
| PP |
0.7360 |
0.7348 |
| S1 |
0.7344 |
0.7338 |
|