CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7173 |
0.7184 |
0.0011 |
0.2% |
0.7167 |
| High |
0.7227 |
0.7186 |
-0.0041 |
-0.6% |
0.7227 |
| Low |
0.7149 |
0.7126 |
-0.0024 |
-0.3% |
0.7093 |
| Close |
0.7174 |
0.7138 |
-0.0036 |
-0.5% |
0.7138 |
| Range |
0.0078 |
0.0061 |
-0.0018 |
-22.4% |
0.0134 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
99,586 |
69,566 |
-30,020 |
-30.1% |
389,763 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7331 |
0.7295 |
0.7171 |
|
| R3 |
0.7271 |
0.7235 |
0.7155 |
|
| R2 |
0.7210 |
0.7210 |
0.7149 |
|
| R1 |
0.7174 |
0.7174 |
0.7144 |
0.7162 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7144 |
| S1 |
0.7114 |
0.7114 |
0.7132 |
0.7102 |
| S2 |
0.7089 |
0.7089 |
0.7127 |
|
| S3 |
0.7029 |
0.7053 |
0.7121 |
|
| S4 |
0.6968 |
0.6993 |
0.7105 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7480 |
0.7212 |
|
| R3 |
0.7421 |
0.7346 |
0.7175 |
|
| R2 |
0.7287 |
0.7287 |
0.7163 |
|
| R1 |
0.7212 |
0.7212 |
0.7150 |
0.7183 |
| PP |
0.7153 |
0.7153 |
0.7153 |
0.7138 |
| S1 |
0.7078 |
0.7078 |
0.7126 |
0.7049 |
| S2 |
0.7019 |
0.7019 |
0.7113 |
|
| S3 |
0.6885 |
0.6944 |
0.7101 |
|
| S4 |
0.6751 |
0.6810 |
0.7064 |
|
|
| 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% |
0.0067 |
0.9% |
34% |
False |
False |
77,952 |
| 10 |
0.7227 |
0.7005 |
0.0222 |
3.1% |
0.0064 |
0.9% |
60% |
False |
False |
76,789 |
| 20 |
0.7295 |
0.6998 |
0.0297 |
4.2% |
0.0064 |
0.9% |
47% |
False |
False |
39,913 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0057 |
0.8% |
25% |
False |
False |
20,076 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
25% |
False |
False |
13,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7344 |
|
1.618 |
0.7284 |
|
1.000 |
0.7247 |
|
0.618 |
0.7223 |
|
HIGH |
0.7186 |
|
0.618 |
0.7163 |
|
0.500 |
0.7156 |
|
0.382 |
0.7149 |
|
LOW |
0.7126 |
|
0.618 |
0.7088 |
|
1.000 |
0.7065 |
|
1.618 |
0.7028 |
|
2.618 |
0.6967 |
|
4.250 |
0.6868 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7156 |
0.7161 |
| PP |
0.7150 |
0.7154 |
| S1 |
0.7144 |
0.7146 |
|