CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7107 |
0.7152 |
0.0045 |
0.6% |
0.7167 |
High |
0.7158 |
0.7222 |
0.0064 |
0.9% |
0.7227 |
Low |
0.7101 |
0.7122 |
0.0022 |
0.3% |
0.7093 |
Close |
0.7155 |
0.7216 |
0.0061 |
0.9% |
0.7138 |
Range |
0.0057 |
0.0100 |
0.0043 |
74.6% |
0.0134 |
ATR |
0.0062 |
0.0064 |
0.0003 |
4.4% |
0.0000 |
Volume |
51,850 |
60,468 |
8,618 |
16.6% |
389,763 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7485 |
0.7450 |
0.7271 |
|
R3 |
0.7386 |
0.7351 |
0.7243 |
|
R2 |
0.7286 |
0.7286 |
0.7234 |
|
R1 |
0.7251 |
0.7251 |
0.7225 |
0.7269 |
PP |
0.7187 |
0.7187 |
0.7187 |
0.7195 |
S1 |
0.7152 |
0.7152 |
0.7207 |
0.7169 |
S2 |
0.7087 |
0.7087 |
0.7198 |
|
S3 |
0.6988 |
0.7052 |
0.7189 |
|
S4 |
0.6888 |
0.6953 |
0.7161 |
|
|
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% |
0.0069 |
1.0% |
92% |
False |
False |
71,198 |
10 |
0.7227 |
0.7084 |
0.0143 |
2.0% |
0.0064 |
0.9% |
92% |
False |
False |
73,316 |
20 |
0.7230 |
0.6998 |
0.0232 |
3.2% |
0.0067 |
0.9% |
94% |
False |
False |
49,147 |
40 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0060 |
0.8% |
39% |
False |
False |
24,743 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
39% |
False |
False |
16,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7644 |
2.618 |
0.7482 |
1.618 |
0.7382 |
1.000 |
0.7321 |
0.618 |
0.7283 |
HIGH |
0.7222 |
0.618 |
0.7183 |
0.500 |
0.7172 |
0.382 |
0.7160 |
LOW |
0.7122 |
0.618 |
0.7061 |
1.000 |
0.7023 |
1.618 |
0.6961 |
2.618 |
0.6862 |
4.250 |
0.6699 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7201 |
0.7195 |
PP |
0.7187 |
0.7174 |
S1 |
0.7172 |
0.7153 |
|