CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7055 |
0.7121 |
0.0066 |
0.9% |
0.7134 |
| High |
0.7128 |
0.7189 |
0.0061 |
0.9% |
0.7178 |
| Low |
0.7044 |
0.7120 |
0.0076 |
1.1% |
0.6998 |
| Close |
0.7120 |
0.7182 |
0.0062 |
0.9% |
0.7003 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-18.0% |
0.0180 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
51,139 |
149,988 |
98,849 |
193.3% |
26,882 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7344 |
0.7219 |
|
| R3 |
0.7300 |
0.7275 |
0.7200 |
|
| R2 |
0.7232 |
0.7232 |
0.7194 |
|
| R1 |
0.7207 |
0.7207 |
0.7188 |
0.7219 |
| PP |
0.7163 |
0.7163 |
0.7163 |
0.7170 |
| S1 |
0.7138 |
0.7138 |
0.7175 |
0.7151 |
| S2 |
0.7095 |
0.7095 |
0.7169 |
|
| S3 |
0.7026 |
0.7070 |
0.7163 |
|
| S4 |
0.6958 |
0.7001 |
0.7144 |
|
|
| 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 |
0.7189 |
0.6998 |
0.0191 |
2.7% |
0.0068 |
0.9% |
96% |
True |
False |
47,809 |
| 10 |
0.7230 |
0.6998 |
0.0232 |
3.2% |
0.0071 |
1.0% |
79% |
False |
False |
24,978 |
| 20 |
0.7395 |
0.6998 |
0.0397 |
5.5% |
0.0060 |
0.8% |
46% |
False |
False |
12,691 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0054 |
0.8% |
33% |
False |
False |
6,426 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
33% |
False |
False |
4,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7480 |
|
2.618 |
0.7368 |
|
1.618 |
0.7299 |
|
1.000 |
0.7257 |
|
0.618 |
0.7231 |
|
HIGH |
0.7189 |
|
0.618 |
0.7162 |
|
0.500 |
0.7154 |
|
0.382 |
0.7146 |
|
LOW |
0.7120 |
|
0.618 |
0.7078 |
|
1.000 |
0.7052 |
|
1.618 |
0.7009 |
|
2.618 |
0.6941 |
|
4.250 |
0.6829 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7172 |
0.7153 |
| PP |
0.7163 |
0.7125 |
| S1 |
0.7154 |
0.7097 |
|