CME Australian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Mar-2022
Day Change Summary
Previous Current
07-Mar-2022 08-Mar-2022 Change Change % Previous Week
Open 0.7374 0.7318 -0.0056 -0.8% 0.7183
High 0.7442 0.7349 -0.0093 -1.2% 0.7382
Low 0.7312 0.7246 -0.0067 -0.9% 0.7169
Close 0.7327 0.7276 -0.0052 -0.7% 0.7370
Range 0.0130 0.0104 -0.0026 -20.1% 0.0213
ATR 0.0079 0.0080 0.0002 2.3% 0.0000
Volume 100,003 129,857 29,854 29.9% 495,007
Daily Pivots for day following 08-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7601 0.7542 0.7332
R3 0.7497 0.7438 0.7304
R2 0.7394 0.7394 0.7294
R1 0.7335 0.7335 0.7285 0.7312
PP 0.7290 0.7290 0.7290 0.7279
S1 0.7231 0.7231 0.7266 0.7209
S2 0.7187 0.7187 0.7257
S3 0.7083 0.7128 0.7247
S4 0.6980 0.7024 0.7219
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 0.7244 0.0198 2.7% 0.0090 1.2% 16% False False 103,912
10 0.7442 0.7096 0.0346 4.8% 0.0090 1.2% 52% False False 107,867
20 0.7442 0.7087 0.0355 4.9% 0.0078 1.1% 53% False False 104,451
40 0.7442 0.6968 0.0474 6.5% 0.0075 1.0% 65% False False 98,978
60 0.7442 0.6968 0.0474 6.5% 0.0070 1.0% 65% False False 87,163
80 0.7442 0.6968 0.0474 6.5% 0.0067 0.9% 65% False False 69,557
100 0.7553 0.6968 0.0585 8.0% 0.0064 0.9% 53% False False 55,679
120 0.7553 0.6968 0.0585 8.0% 0.0063 0.9% 53% False False 46,406
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7620
1.618 0.7516
1.000 0.7453
0.618 0.7413
HIGH 0.7349
0.618 0.7309
0.500 0.7297
0.382 0.7285
LOW 0.7246
0.618 0.7182
1.000 0.7142
1.618 0.7078
2.618 0.6975
4.250 0.6806
Fisher Pivots for day following 08-Mar-2022
Pivot 1 day 3 day
R1 0.7297 0.7344
PP 0.7290 0.7321
S1 0.7283 0.7298

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

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