CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7208 |
0.7231 |
0.0024 |
0.3% |
0.7130 |
| High |
0.7253 |
0.7247 |
-0.0007 |
-0.1% |
0.7253 |
| Low |
0.7198 |
0.7207 |
0.0010 |
0.1% |
0.7084 |
| Close |
0.7251 |
0.7242 |
-0.0010 |
-0.1% |
0.7251 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.8% |
0.0169 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
56,472 |
38,089 |
-18,383 |
-32.6% |
243,311 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7350 |
0.7335 |
0.7263 |
|
| R3 |
0.7311 |
0.7296 |
0.7252 |
|
| R2 |
0.7271 |
0.7271 |
0.7249 |
|
| R1 |
0.7256 |
0.7256 |
0.7245 |
0.7264 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7235 |
| S1 |
0.7217 |
0.7217 |
0.7238 |
0.7224 |
| S2 |
0.7192 |
0.7192 |
0.7234 |
|
| S3 |
0.7153 |
0.7177 |
0.7231 |
|
| S4 |
0.7113 |
0.7138 |
0.7220 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7646 |
0.7344 |
|
| R3 |
0.7534 |
0.7477 |
0.7297 |
|
| R2 |
0.7365 |
0.7365 |
0.7282 |
|
| R1 |
0.7308 |
0.7308 |
0.7266 |
0.7337 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7210 |
| S1 |
0.7139 |
0.7139 |
0.7236 |
0.7168 |
| S2 |
0.7027 |
0.7027 |
0.7220 |
|
| S3 |
0.6858 |
0.6970 |
0.7205 |
|
| S4 |
0.6689 |
0.6801 |
0.7158 |
|
|
| 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% |
0.0060 |
0.8% |
93% |
False |
False |
56,280 |
| 10 |
0.7253 |
0.7084 |
0.0169 |
2.3% |
0.0064 |
0.9% |
93% |
False |
False |
67,116 |
| 20 |
0.7253 |
0.6998 |
0.0255 |
3.5% |
0.0065 |
0.9% |
95% |
False |
False |
53,809 |
| 40 |
0.7552 |
0.6998 |
0.0554 |
7.7% |
0.0060 |
0.8% |
44% |
False |
False |
27,090 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0055 |
0.8% |
44% |
False |
False |
18,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7414 |
|
2.618 |
0.7350 |
|
1.618 |
0.7310 |
|
1.000 |
0.7286 |
|
0.618 |
0.7271 |
|
HIGH |
0.7247 |
|
0.618 |
0.7231 |
|
0.500 |
0.7227 |
|
0.382 |
0.7222 |
|
LOW |
0.7207 |
|
0.618 |
0.7183 |
|
1.000 |
0.7168 |
|
1.618 |
0.7143 |
|
2.618 |
0.7104 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7237 |
0.7224 |
| PP |
0.7232 |
0.7206 |
| S1 |
0.7227 |
0.7188 |
|