CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7005 |
0.7055 |
0.0050 |
0.7% |
0.7134 |
| High |
0.7059 |
0.7128 |
0.0069 |
1.0% |
0.7178 |
| Low |
0.7005 |
0.7044 |
0.0039 |
0.6% |
0.6998 |
| Close |
0.7046 |
0.7120 |
0.0074 |
1.1% |
0.7003 |
| Range |
0.0054 |
0.0084 |
0.0030 |
54.6% |
0.0180 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
20,443 |
51,139 |
30,696 |
150.2% |
26,882 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7317 |
0.7166 |
|
| R3 |
0.7264 |
0.7234 |
0.7143 |
|
| R2 |
0.7181 |
0.7181 |
0.7135 |
|
| R1 |
0.7150 |
0.7150 |
0.7128 |
0.7166 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7105 |
| S1 |
0.7067 |
0.7067 |
0.7112 |
0.7082 |
| S2 |
0.7014 |
0.7014 |
0.7105 |
|
| S3 |
0.6930 |
0.6983 |
0.7097 |
|
| S4 |
0.6847 |
0.6900 |
0.7074 |
|
|
| 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% |
0.0070 |
1.0% |
68% |
False |
False |
18,293 |
| 10 |
0.7236 |
0.6998 |
0.0238 |
3.3% |
0.0066 |
0.9% |
51% |
False |
False |
10,104 |
| 20 |
0.7434 |
0.6998 |
0.0436 |
6.1% |
0.0060 |
0.8% |
28% |
False |
False |
5,205 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0053 |
0.8% |
22% |
False |
False |
2,677 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
22% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7346 |
|
1.618 |
0.7263 |
|
1.000 |
0.7211 |
|
0.618 |
0.7179 |
|
HIGH |
0.7128 |
|
0.618 |
0.7096 |
|
0.500 |
0.7086 |
|
0.382 |
0.7076 |
|
LOW |
0.7044 |
|
0.618 |
0.6992 |
|
1.000 |
0.6961 |
|
1.618 |
0.6909 |
|
2.618 |
0.6825 |
|
4.250 |
0.6689 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7109 |
0.7101 |
| PP |
0.7097 |
0.7082 |
| S1 |
0.7086 |
0.7063 |
|