CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7208 |
0.0056 |
0.8% |
0.7167 |
| High |
0.7222 |
0.7253 |
0.0032 |
0.4% |
0.7227 |
| Low |
0.7122 |
0.7198 |
0.0076 |
1.1% |
0.7093 |
| Close |
0.7216 |
0.7251 |
0.0035 |
0.5% |
0.7138 |
| Range |
0.0100 |
0.0056 |
-0.0044 |
-44.2% |
0.0134 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
60,468 |
56,472 |
-3,996 |
-6.6% |
389,763 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7381 |
0.7282 |
|
| R3 |
0.7345 |
0.7326 |
0.7266 |
|
| R2 |
0.7289 |
0.7289 |
0.7261 |
|
| R1 |
0.7270 |
0.7270 |
0.7256 |
0.7280 |
| PP |
0.7234 |
0.7234 |
0.7234 |
0.7239 |
| S1 |
0.7215 |
0.7215 |
0.7246 |
0.7224 |
| S2 |
0.7178 |
0.7178 |
0.7241 |
|
| S3 |
0.7123 |
0.7159 |
0.7236 |
|
| S4 |
0.7067 |
0.7104 |
0.7220 |
|
|
| 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 |
0.7253 |
0.7084 |
0.0169 |
2.3% |
0.0064 |
0.9% |
99% |
True |
False |
62,575 |
| 10 |
0.7253 |
0.7084 |
0.0169 |
2.3% |
0.0065 |
0.9% |
99% |
True |
False |
70,852 |
| 20 |
0.7253 |
0.6998 |
0.0255 |
3.5% |
0.0068 |
0.9% |
99% |
True |
False |
51,954 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0060 |
0.8% |
46% |
False |
False |
26,154 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0055 |
0.8% |
46% |
False |
False |
17,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7489 |
|
2.618 |
0.7398 |
|
1.618 |
0.7343 |
|
1.000 |
0.7309 |
|
0.618 |
0.7287 |
|
HIGH |
0.7253 |
|
0.618 |
0.7232 |
|
0.500 |
0.7225 |
|
0.382 |
0.7219 |
|
LOW |
0.7198 |
|
0.618 |
0.7163 |
|
1.000 |
0.7142 |
|
1.618 |
0.7108 |
|
2.618 |
0.7052 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7242 |
0.7226 |
| PP |
0.7234 |
0.7202 |
| S1 |
0.7225 |
0.7177 |
|