CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7104 |
0.7173 |
0.0070 |
1.0% |
0.7005 |
| High |
0.7181 |
0.7227 |
0.0046 |
0.6% |
0.7191 |
| Low |
0.7096 |
0.7149 |
0.0054 |
0.8% |
0.7005 |
| Close |
0.7146 |
0.7174 |
0.0028 |
0.4% |
0.7172 |
| Range |
0.0086 |
0.0078 |
-0.0008 |
-8.8% |
0.0186 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.3% |
0.0000 |
| Volume |
88,672 |
99,586 |
10,914 |
12.3% |
378,136 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7374 |
0.7217 |
|
| R3 |
0.7339 |
0.7296 |
0.7195 |
|
| R2 |
0.7261 |
0.7261 |
0.7188 |
|
| R1 |
0.7218 |
0.7218 |
0.7181 |
0.7240 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7194 |
| S1 |
0.7140 |
0.7140 |
0.7167 |
0.7162 |
| S2 |
0.7105 |
0.7105 |
0.7160 |
|
| S3 |
0.7027 |
0.7062 |
0.7153 |
|
| S4 |
0.6949 |
0.6984 |
0.7131 |
|
|
| 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 |
0.7227 |
0.7093 |
0.0134 |
1.9% |
0.0065 |
0.9% |
60% |
True |
False |
79,129 |
| 10 |
0.7227 |
0.6998 |
0.0229 |
3.2% |
0.0068 |
1.0% |
77% |
True |
False |
71,354 |
| 20 |
0.7297 |
0.6998 |
0.0299 |
4.2% |
0.0063 |
0.9% |
59% |
False |
False |
36,461 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0058 |
0.8% |
32% |
False |
False |
18,339 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
32% |
False |
False |
12,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7431 |
|
1.618 |
0.7353 |
|
1.000 |
0.7305 |
|
0.618 |
0.7275 |
|
HIGH |
0.7227 |
|
0.618 |
0.7197 |
|
0.500 |
0.7188 |
|
0.382 |
0.7179 |
|
LOW |
0.7149 |
|
0.618 |
0.7101 |
|
1.000 |
0.7071 |
|
1.618 |
0.7023 |
|
2.618 |
0.6945 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7188 |
0.7169 |
| PP |
0.7183 |
0.7165 |
| S1 |
0.7179 |
0.7160 |
|