CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7130 |
0.7107 |
-0.0023 |
-0.3% |
0.7167 |
| High |
0.7132 |
0.7158 |
0.0026 |
0.4% |
0.7227 |
| Low |
0.7084 |
0.7101 |
0.0017 |
0.2% |
0.7093 |
| Close |
0.7112 |
0.7155 |
0.0044 |
0.6% |
0.7138 |
| Range |
0.0048 |
0.0057 |
0.0009 |
18.8% |
0.0134 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
74,521 |
51,850 |
-22,671 |
-30.4% |
389,763 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7309 |
0.7289 |
0.7186 |
|
| R3 |
0.7252 |
0.7232 |
0.7171 |
|
| R2 |
0.7195 |
0.7195 |
0.7165 |
|
| R1 |
0.7175 |
0.7175 |
0.7160 |
0.7185 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7143 |
| S1 |
0.7118 |
0.7118 |
0.7150 |
0.7128 |
| S2 |
0.7081 |
0.7081 |
0.7145 |
|
| S3 |
0.7024 |
0.7061 |
0.7139 |
|
| S4 |
0.6967 |
0.7004 |
0.7124 |
|
|
| 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 |
0.7084 |
0.0143 |
2.0% |
0.0066 |
0.9% |
50% |
False |
False |
76,839 |
| 10 |
0.7227 |
0.7084 |
0.0143 |
2.0% |
0.0061 |
0.9% |
50% |
False |
False |
82,268 |
| 20 |
0.7236 |
0.6998 |
0.0238 |
3.3% |
0.0064 |
0.9% |
66% |
False |
False |
46,186 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0058 |
0.8% |
28% |
False |
False |
23,233 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
28% |
False |
False |
15,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7307 |
|
1.618 |
0.7250 |
|
1.000 |
0.7215 |
|
0.618 |
0.7193 |
|
HIGH |
0.7158 |
|
0.618 |
0.7136 |
|
0.500 |
0.7129 |
|
0.382 |
0.7122 |
|
LOW |
0.7101 |
|
0.618 |
0.7065 |
|
1.000 |
0.7044 |
|
1.618 |
0.7008 |
|
2.618 |
0.6951 |
|
4.250 |
0.6858 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7146 |
0.7148 |
| PP |
0.7138 |
0.7142 |
| S1 |
0.7129 |
0.7135 |
|