CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 06-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7099 |
0.7005 |
-0.0094 |
-1.3% |
0.7134 |
High |
0.7099 |
0.7059 |
-0.0040 |
-0.6% |
0.7178 |
Low |
0.6998 |
0.7005 |
0.0007 |
0.1% |
0.6998 |
Close |
0.7003 |
0.7046 |
0.0043 |
0.6% |
0.7003 |
Range |
0.0101 |
0.0054 |
-0.0047 |
-46.3% |
0.0180 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
Volume |
15,212 |
20,443 |
5,231 |
34.4% |
26,882 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7199 |
0.7176 |
0.7076 |
|
R3 |
0.7145 |
0.7122 |
0.7061 |
|
R2 |
0.7091 |
0.7091 |
0.7056 |
|
R1 |
0.7068 |
0.7068 |
0.7051 |
0.7080 |
PP |
0.7037 |
0.7037 |
0.7037 |
0.7042 |
S1 |
0.7014 |
0.7014 |
0.7041 |
0.7026 |
S2 |
0.6983 |
0.6983 |
0.7036 |
|
S3 |
0.6929 |
0.6960 |
0.7031 |
|
S4 |
0.6875 |
0.6906 |
0.7016 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7598 |
0.7480 |
0.7102 |
|
R3 |
0.7419 |
0.7301 |
0.7052 |
|
R2 |
0.7239 |
0.7239 |
0.7036 |
|
R1 |
0.7121 |
0.7121 |
0.7019 |
0.7090 |
PP |
0.7060 |
0.7060 |
0.7060 |
0.7044 |
S1 |
0.6942 |
0.6942 |
0.6987 |
0.6911 |
S2 |
0.6880 |
0.6880 |
0.6970 |
|
S3 |
0.6701 |
0.6762 |
0.6954 |
|
S4 |
0.6521 |
0.6583 |
0.6904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7178 |
0.6998 |
0.0180 |
2.5% |
0.0074 |
1.1% |
27% |
False |
False |
9,248 |
10 |
0.7274 |
0.6998 |
0.0276 |
3.9% |
0.0062 |
0.9% |
17% |
False |
False |
5,020 |
20 |
0.7434 |
0.6998 |
0.0436 |
6.2% |
0.0058 |
0.8% |
11% |
False |
False |
2,659 |
40 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0052 |
0.7% |
9% |
False |
False |
1,400 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0055 |
0.8% |
9% |
False |
False |
945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7289 |
2.618 |
0.7200 |
1.618 |
0.7146 |
1.000 |
0.7113 |
0.618 |
0.7092 |
HIGH |
0.7059 |
0.618 |
0.7038 |
0.500 |
0.7032 |
0.382 |
0.7026 |
LOW |
0.7005 |
0.618 |
0.6972 |
1.000 |
0.6951 |
1.618 |
0.6918 |
2.618 |
0.6864 |
4.250 |
0.6776 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7041 |
0.7061 |
PP |
0.7037 |
0.7056 |
S1 |
0.7032 |
0.7051 |
|