CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7251 |
0.0026 |
0.4% |
0.7130 |
| High |
0.7274 |
0.7277 |
0.0004 |
0.0% |
0.7253 |
| Low |
0.7215 |
0.7245 |
0.0031 |
0.4% |
0.7084 |
| Close |
0.7254 |
0.7258 |
0.0004 |
0.1% |
0.7251 |
| Range |
0.0059 |
0.0032 |
-0.0027 |
-45.8% |
0.0169 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
52,794 |
52,996 |
202 |
0.4% |
243,311 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7356 |
0.7339 |
0.7275 |
|
| R3 |
0.7324 |
0.7307 |
0.7266 |
|
| R2 |
0.7292 |
0.7292 |
0.7263 |
|
| R1 |
0.7275 |
0.7275 |
0.7260 |
0.7283 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7264 |
| S1 |
0.7243 |
0.7243 |
0.7255 |
0.7251 |
| S2 |
0.7228 |
0.7228 |
0.7252 |
|
| S3 |
0.7196 |
0.7211 |
0.7249 |
|
| S4 |
0.7164 |
0.7179 |
0.7240 |
|
|
| 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 |
0.7277 |
0.7198 |
0.0080 |
1.1% |
0.0046 |
0.6% |
75% |
True |
False |
47,298 |
| 10 |
0.7277 |
0.7084 |
0.0193 |
2.7% |
0.0057 |
0.8% |
90% |
True |
False |
59,248 |
| 20 |
0.7277 |
0.6998 |
0.0279 |
3.8% |
0.0061 |
0.8% |
93% |
True |
False |
60,435 |
| 40 |
0.7473 |
0.6998 |
0.0475 |
6.5% |
0.0058 |
0.8% |
55% |
False |
False |
30,626 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0054 |
0.7% |
47% |
False |
False |
20,449 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0056 |
0.8% |
47% |
False |
False |
15,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7413 |
|
2.618 |
0.7361 |
|
1.618 |
0.7329 |
|
1.000 |
0.7309 |
|
0.618 |
0.7297 |
|
HIGH |
0.7277 |
|
0.618 |
0.7265 |
|
0.500 |
0.7261 |
|
0.382 |
0.7257 |
|
LOW |
0.7245 |
|
0.618 |
0.7225 |
|
1.000 |
0.7213 |
|
1.618 |
0.7193 |
|
2.618 |
0.7161 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7261 |
0.7254 |
| PP |
0.7260 |
0.7250 |
| S1 |
0.7259 |
0.7246 |
|