CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7121 |
0.7172 |
0.0052 |
0.7% |
0.7134 |
| High |
0.7189 |
0.7191 |
0.0003 |
0.0% |
0.7178 |
| Low |
0.7120 |
0.7139 |
0.0019 |
0.3% |
0.6998 |
| Close |
0.7182 |
0.7148 |
-0.0034 |
-0.5% |
0.7003 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.4% |
0.0180 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
149,988 |
81,118 |
-68,870 |
-45.9% |
26,882 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7317 |
0.7285 |
0.7176 |
|
| R3 |
0.7264 |
0.7232 |
0.7162 |
|
| R2 |
0.7212 |
0.7212 |
0.7157 |
|
| R1 |
0.7180 |
0.7180 |
0.7152 |
0.7169 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7154 |
| S1 |
0.7127 |
0.7127 |
0.7143 |
0.7117 |
| S2 |
0.7107 |
0.7107 |
0.7138 |
|
| S3 |
0.7054 |
0.7075 |
0.7133 |
|
| S4 |
0.7002 |
0.7022 |
0.7119 |
|
|
| 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 |
0.7191 |
0.6998 |
0.0193 |
2.7% |
0.0072 |
1.0% |
77% |
True |
False |
63,580 |
| 10 |
0.7213 |
0.6998 |
0.0215 |
3.0% |
0.0072 |
1.0% |
70% |
False |
False |
33,057 |
| 20 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0059 |
0.8% |
40% |
False |
False |
16,737 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0054 |
0.8% |
27% |
False |
False |
8,453 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
27% |
False |
False |
5,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7414 |
|
2.618 |
0.7328 |
|
1.618 |
0.7276 |
|
1.000 |
0.7244 |
|
0.618 |
0.7223 |
|
HIGH |
0.7191 |
|
0.618 |
0.7171 |
|
0.500 |
0.7165 |
|
0.382 |
0.7159 |
|
LOW |
0.7139 |
|
0.618 |
0.7106 |
|
1.000 |
0.7086 |
|
1.618 |
0.7054 |
|
2.618 |
0.7001 |
|
4.250 |
0.6915 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7165 |
0.7138 |
| PP |
0.7159 |
0.7128 |
| S1 |
0.7153 |
0.7118 |
|