CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7231 |
0.7239 |
0.0008 |
0.1% |
0.7130 |
| High |
0.7247 |
0.7266 |
0.0020 |
0.3% |
0.7253 |
| Low |
0.7207 |
0.7221 |
0.0014 |
0.2% |
0.7084 |
| Close |
0.7242 |
0.7231 |
-0.0011 |
-0.2% |
0.7251 |
| Range |
0.0040 |
0.0046 |
0.0006 |
15.2% |
0.0169 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
38,089 |
36,142 |
-1,947 |
-5.1% |
243,311 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7376 |
0.7349 |
0.7256 |
|
| R3 |
0.7330 |
0.7303 |
0.7243 |
|
| R2 |
0.7285 |
0.7285 |
0.7239 |
|
| R1 |
0.7258 |
0.7258 |
0.7235 |
0.7248 |
| PP |
0.7239 |
0.7239 |
0.7239 |
0.7234 |
| S1 |
0.7212 |
0.7212 |
0.7226 |
0.7203 |
| S2 |
0.7194 |
0.7194 |
0.7222 |
|
| S3 |
0.7148 |
0.7167 |
0.7218 |
|
| S4 |
0.7103 |
0.7121 |
0.7205 |
|
|
| 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 |
0.7266 |
0.7101 |
0.0166 |
2.3% |
0.0059 |
0.8% |
79% |
True |
False |
48,604 |
| 10 |
0.7266 |
0.7084 |
0.0182 |
2.5% |
0.0061 |
0.8% |
80% |
True |
False |
64,414 |
| 20 |
0.7266 |
0.6998 |
0.0268 |
3.7% |
0.0065 |
0.9% |
87% |
True |
False |
55,562 |
| 40 |
0.7534 |
0.6998 |
0.0536 |
7.4% |
0.0060 |
0.8% |
43% |
False |
False |
27,990 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0054 |
0.7% |
42% |
False |
False |
18,687 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
42% |
False |
False |
14,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7385 |
|
1.618 |
0.7340 |
|
1.000 |
0.7312 |
|
0.618 |
0.7294 |
|
HIGH |
0.7266 |
|
0.618 |
0.7249 |
|
0.500 |
0.7243 |
|
0.382 |
0.7238 |
|
LOW |
0.7221 |
|
0.618 |
0.7192 |
|
1.000 |
0.7175 |
|
1.618 |
0.7147 |
|
2.618 |
0.7101 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7243 |
0.7232 |
| PP |
0.7239 |
0.7231 |
| S1 |
0.7235 |
0.7231 |
|