CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7148 |
0.7167 |
0.0019 |
0.3% |
0.7005 |
| High |
0.7185 |
0.7179 |
-0.0006 |
-0.1% |
0.7191 |
| Low |
0.7136 |
0.7113 |
-0.0023 |
-0.3% |
0.7005 |
| Close |
0.7172 |
0.7141 |
-0.0031 |
-0.4% |
0.7172 |
| Range |
0.0050 |
0.0066 |
0.0017 |
33.3% |
0.0186 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
75,448 |
63,164 |
-12,284 |
-16.3% |
378,136 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7342 |
0.7307 |
0.7177 |
|
| R3 |
0.7276 |
0.7241 |
0.7159 |
|
| R2 |
0.7210 |
0.7210 |
0.7153 |
|
| R1 |
0.7175 |
0.7175 |
0.7147 |
0.7160 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7136 |
| S1 |
0.7109 |
0.7109 |
0.7134 |
0.7094 |
| S2 |
0.7078 |
0.7078 |
0.7128 |
|
| S3 |
0.7012 |
0.7043 |
0.7122 |
|
| S4 |
0.6946 |
0.6977 |
0.7104 |
|
|
| 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 |
0.7044 |
0.0147 |
2.1% |
0.0064 |
0.9% |
66% |
False |
False |
84,171 |
| 10 |
0.7191 |
0.6998 |
0.0193 |
2.7% |
0.0069 |
1.0% |
74% |
False |
False |
46,710 |
| 20 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0060 |
0.8% |
38% |
False |
False |
23,650 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
26% |
False |
False |
11,918 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
26% |
False |
False |
7,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7460 |
|
2.618 |
0.7352 |
|
1.618 |
0.7286 |
|
1.000 |
0.7245 |
|
0.618 |
0.7220 |
|
HIGH |
0.7179 |
|
0.618 |
0.7154 |
|
0.500 |
0.7146 |
|
0.382 |
0.7138 |
|
LOW |
0.7113 |
|
0.618 |
0.7072 |
|
1.000 |
0.7047 |
|
1.618 |
0.7006 |
|
2.618 |
0.6940 |
|
4.250 |
0.6833 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7146 |
0.7152 |
| PP |
0.7144 |
0.7148 |
| S1 |
0.7142 |
0.7144 |
|