CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7356 |
0.7292 |
-0.0064 |
-0.9% |
0.7374 |
| High |
0.7368 |
0.7299 |
-0.0069 |
-0.9% |
0.7442 |
| Low |
0.7284 |
0.7228 |
-0.0056 |
-0.8% |
0.7246 |
| Close |
0.7296 |
0.7236 |
-0.0060 |
-0.8% |
0.7296 |
| Range |
0.0084 |
0.0071 |
-0.0014 |
-16.1% |
0.0196 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
15,891 |
948 |
-14,943 |
-94.0% |
503,954 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7421 |
0.7275 |
|
| R3 |
0.7395 |
0.7351 |
0.7255 |
|
| R2 |
0.7325 |
0.7325 |
0.7249 |
|
| R1 |
0.7280 |
0.7280 |
0.7242 |
0.7267 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7248 |
| S1 |
0.7210 |
0.7210 |
0.7230 |
0.7197 |
| S2 |
0.7184 |
0.7184 |
0.7223 |
|
| S3 |
0.7113 |
0.7139 |
0.7217 |
|
| S4 |
0.7043 |
0.7069 |
0.7197 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7802 |
0.7403 |
|
| R3 |
0.7720 |
0.7606 |
0.7349 |
|
| R2 |
0.7524 |
0.7524 |
0.7331 |
|
| R1 |
0.7410 |
0.7410 |
0.7313 |
0.7369 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7307 |
| S1 |
0.7214 |
0.7214 |
0.7278 |
0.7173 |
| S2 |
0.7132 |
0.7132 |
0.7260 |
|
| S3 |
0.6936 |
0.7018 |
0.7242 |
|
| S4 |
0.6740 |
0.6822 |
0.7188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7369 |
0.7228 |
0.0141 |
1.9% |
0.0082 |
1.1% |
6% |
False |
True |
80,979 |
| 10 |
0.7442 |
0.7228 |
0.0214 |
3.0% |
0.0081 |
1.1% |
4% |
False |
True |
89,649 |
| 20 |
0.7442 |
0.7087 |
0.0355 |
4.9% |
0.0079 |
1.1% |
42% |
False |
False |
98,221 |
| 40 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0077 |
1.1% |
57% |
False |
False |
98,498 |
| 60 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0071 |
1.0% |
57% |
False |
False |
86,813 |
| 80 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0069 |
0.9% |
57% |
False |
False |
72,985 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0066 |
0.9% |
46% |
False |
False |
58,428 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.1% |
0.0064 |
0.9% |
46% |
False |
False |
48,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7598 |
|
2.618 |
0.7483 |
|
1.618 |
0.7413 |
|
1.000 |
0.7369 |
|
0.618 |
0.7342 |
|
HIGH |
0.7299 |
|
0.618 |
0.7272 |
|
0.500 |
0.7263 |
|
0.382 |
0.7255 |
|
LOW |
0.7228 |
|
0.618 |
0.7184 |
|
1.000 |
0.7158 |
|
1.618 |
0.7114 |
|
2.618 |
0.7043 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7298 |
| PP |
0.7254 |
0.7278 |
| S1 |
0.7245 |
0.7257 |
|