CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7172 |
0.7148 |
-0.0024 |
-0.3% |
0.7005 |
| High |
0.7191 |
0.7185 |
-0.0006 |
-0.1% |
0.7191 |
| Low |
0.7139 |
0.7136 |
-0.0003 |
0.0% |
0.7005 |
| Close |
0.7148 |
0.7172 |
0.0024 |
0.3% |
0.7172 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-5.7% |
0.0186 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
81,118 |
75,448 |
-5,670 |
-7.0% |
378,136 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7313 |
0.7292 |
0.7199 |
|
| R3 |
0.7263 |
0.7242 |
0.7185 |
|
| R2 |
0.7214 |
0.7214 |
0.7181 |
|
| R1 |
0.7193 |
0.7193 |
0.7176 |
0.7203 |
| PP |
0.7164 |
0.7164 |
0.7164 |
0.7169 |
| S1 |
0.7143 |
0.7143 |
0.7167 |
0.7154 |
| S2 |
0.7115 |
0.7115 |
0.7162 |
|
| S3 |
0.7065 |
0.7094 |
0.7158 |
|
| S4 |
0.7016 |
0.7044 |
0.7144 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7612 |
0.7274 |
|
| R3 |
0.7495 |
0.7426 |
0.7223 |
|
| R2 |
0.7309 |
0.7309 |
0.7206 |
|
| R1 |
0.7240 |
0.7240 |
0.7189 |
0.7274 |
| PP |
0.7123 |
0.7123 |
0.7123 |
0.7140 |
| S1 |
0.7054 |
0.7054 |
0.7154 |
0.7088 |
| S2 |
0.6937 |
0.6937 |
0.7137 |
|
| S3 |
0.6751 |
0.6868 |
0.7120 |
|
| S4 |
0.6565 |
0.6682 |
0.7069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7191 |
0.7005 |
0.0186 |
2.6% |
0.0062 |
0.9% |
90% |
False |
False |
75,627 |
| 10 |
0.7191 |
0.6998 |
0.0193 |
2.7% |
0.0067 |
0.9% |
90% |
False |
False |
40,501 |
| 20 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0059 |
0.8% |
46% |
False |
False |
20,497 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0054 |
0.8% |
31% |
False |
False |
10,339 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
31% |
False |
False |
6,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7395 |
|
2.618 |
0.7315 |
|
1.618 |
0.7265 |
|
1.000 |
0.7235 |
|
0.618 |
0.7216 |
|
HIGH |
0.7185 |
|
0.618 |
0.7166 |
|
0.500 |
0.7160 |
|
0.382 |
0.7154 |
|
LOW |
0.7136 |
|
0.618 |
0.7105 |
|
1.000 |
0.7086 |
|
1.618 |
0.7055 |
|
2.618 |
0.7006 |
|
4.250 |
0.6925 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7168 |
0.7166 |
| PP |
0.7164 |
0.7161 |
| S1 |
0.7160 |
0.7156 |
|