CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7239 |
0.7226 |
-0.0013 |
-0.2% |
0.7130 |
| High |
0.7266 |
0.7274 |
0.0008 |
0.1% |
0.7253 |
| Low |
0.7221 |
0.7215 |
-0.0006 |
-0.1% |
0.7084 |
| Close |
0.7231 |
0.7254 |
0.0023 |
0.3% |
0.7251 |
| Range |
0.0046 |
0.0059 |
0.0014 |
29.7% |
0.0169 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
36,142 |
52,794 |
16,652 |
46.1% |
243,311 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7398 |
0.7286 |
|
| R3 |
0.7365 |
0.7339 |
0.7270 |
|
| R2 |
0.7306 |
0.7306 |
0.7264 |
|
| R1 |
0.7280 |
0.7280 |
0.7259 |
0.7293 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7254 |
| S1 |
0.7221 |
0.7221 |
0.7248 |
0.7234 |
| S2 |
0.7188 |
0.7188 |
0.7243 |
|
| S3 |
0.7129 |
0.7162 |
0.7237 |
|
| S4 |
0.7070 |
0.7103 |
0.7221 |
|
|
| 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 |
0.7274 |
0.7122 |
0.0152 |
2.1% |
0.0060 |
0.8% |
87% |
True |
False |
48,793 |
| 10 |
0.7274 |
0.7084 |
0.0190 |
2.6% |
0.0063 |
0.9% |
89% |
True |
False |
62,816 |
| 20 |
0.7274 |
0.6998 |
0.0276 |
3.8% |
0.0063 |
0.9% |
93% |
True |
False |
57,905 |
| 40 |
0.7534 |
0.6998 |
0.0536 |
7.4% |
0.0060 |
0.8% |
48% |
False |
False |
29,307 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0054 |
0.7% |
46% |
False |
False |
19,566 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
46% |
False |
False |
14,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7428 |
|
1.618 |
0.7369 |
|
1.000 |
0.7333 |
|
0.618 |
0.7310 |
|
HIGH |
0.7274 |
|
0.618 |
0.7251 |
|
0.500 |
0.7244 |
|
0.382 |
0.7237 |
|
LOW |
0.7215 |
|
0.618 |
0.7178 |
|
1.000 |
0.7156 |
|
1.618 |
0.7119 |
|
2.618 |
0.7060 |
|
4.250 |
0.6964 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7250 |
0.7249 |
| PP |
0.7247 |
0.7245 |
| S1 |
0.7244 |
0.7240 |
|