CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7318 |
0.7267 |
-0.0051 |
-0.7% |
0.7183 |
| High |
0.7349 |
0.7338 |
-0.0012 |
-0.2% |
0.7382 |
| Low |
0.7246 |
0.7265 |
0.0019 |
0.3% |
0.7169 |
| Close |
0.7276 |
0.7320 |
0.0044 |
0.6% |
0.7370 |
| Range |
0.0104 |
0.0073 |
-0.0031 |
-29.5% |
0.0213 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
129,857 |
159,192 |
29,335 |
22.6% |
495,007 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7526 |
0.7496 |
0.7360 |
|
| R3 |
0.7453 |
0.7423 |
0.7340 |
|
| R2 |
0.7380 |
0.7380 |
0.7333 |
|
| R1 |
0.7350 |
0.7350 |
0.7326 |
0.7365 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7315 |
| S1 |
0.7277 |
0.7277 |
0.7313 |
0.7292 |
| S2 |
0.7234 |
0.7234 |
0.7306 |
|
| S3 |
0.7161 |
0.7204 |
0.7299 |
|
| S4 |
0.7088 |
0.7131 |
0.7279 |
|
|
| 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 |
0.7246 |
0.0196 |
2.7% |
0.0092 |
1.3% |
38% |
False |
False |
115,834 |
| 10 |
0.7442 |
0.7096 |
0.0346 |
4.7% |
0.0091 |
1.2% |
65% |
False |
False |
115,248 |
| 20 |
0.7442 |
0.7087 |
0.0355 |
4.8% |
0.0079 |
1.1% |
66% |
False |
False |
109,416 |
| 40 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0076 |
1.0% |
74% |
False |
False |
101,338 |
| 60 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0071 |
1.0% |
74% |
False |
False |
88,559 |
| 80 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0068 |
0.9% |
74% |
False |
False |
71,543 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0064 |
0.9% |
60% |
False |
False |
57,271 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0063 |
0.9% |
60% |
False |
False |
47,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7529 |
|
1.618 |
0.7456 |
|
1.000 |
0.7411 |
|
0.618 |
0.7383 |
|
HIGH |
0.7338 |
|
0.618 |
0.7310 |
|
0.500 |
0.7301 |
|
0.382 |
0.7292 |
|
LOW |
0.7265 |
|
0.618 |
0.7219 |
|
1.000 |
0.7192 |
|
1.618 |
0.7146 |
|
2.618 |
0.7073 |
|
4.250 |
0.6954 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7313 |
0.7344 |
| PP |
0.7307 |
0.7336 |
| S1 |
0.7301 |
0.7328 |
|