CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7251 |
0.7249 |
-0.0003 |
0.0% |
0.7231 |
| High |
0.7277 |
0.7279 |
0.0002 |
0.0% |
0.7279 |
| Low |
0.7245 |
0.7246 |
0.0001 |
0.0% |
0.7207 |
| Close |
0.7258 |
0.7278 |
0.0021 |
0.3% |
0.7278 |
| Range |
0.0032 |
0.0034 |
0.0002 |
4.7% |
0.0072 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
52,996 |
41,669 |
-11,327 |
-21.4% |
221,690 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7368 |
0.7357 |
0.7296 |
|
| R3 |
0.7335 |
0.7323 |
0.7287 |
|
| R2 |
0.7301 |
0.7301 |
0.7284 |
|
| R1 |
0.7290 |
0.7290 |
0.7281 |
0.7295 |
| PP |
0.7268 |
0.7268 |
0.7268 |
0.7270 |
| S1 |
0.7256 |
0.7256 |
0.7275 |
0.7262 |
| S2 |
0.7234 |
0.7234 |
0.7272 |
|
| S3 |
0.7201 |
0.7223 |
0.7269 |
|
| S4 |
0.7167 |
0.7189 |
0.7260 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7446 |
0.7318 |
|
| R3 |
0.7399 |
0.7374 |
0.7298 |
|
| R2 |
0.7327 |
0.7327 |
0.7291 |
|
| R1 |
0.7302 |
0.7302 |
0.7285 |
0.7315 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7261 |
| S1 |
0.7230 |
0.7230 |
0.7271 |
0.7243 |
| S2 |
0.7183 |
0.7183 |
0.7265 |
|
| S3 |
0.7111 |
0.7158 |
0.7258 |
|
| S4 |
0.7039 |
0.7086 |
0.7238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7279 |
0.7207 |
0.0072 |
1.0% |
0.0042 |
0.6% |
99% |
True |
False |
44,338 |
| 10 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0053 |
0.7% |
99% |
True |
False |
53,456 |
| 20 |
0.7279 |
0.6998 |
0.0281 |
3.9% |
0.0061 |
0.8% |
100% |
True |
False |
62,405 |
| 40 |
0.7473 |
0.6998 |
0.0475 |
6.5% |
0.0058 |
0.8% |
59% |
False |
False |
31,660 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0054 |
0.7% |
50% |
False |
False |
21,142 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0056 |
0.8% |
50% |
False |
False |
15,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7421 |
|
2.618 |
0.7367 |
|
1.618 |
0.7333 |
|
1.000 |
0.7313 |
|
0.618 |
0.7300 |
|
HIGH |
0.7279 |
|
0.618 |
0.7266 |
|
0.500 |
0.7262 |
|
0.382 |
0.7258 |
|
LOW |
0.7246 |
|
0.618 |
0.7225 |
|
1.000 |
0.7212 |
|
1.618 |
0.7191 |
|
2.618 |
0.7158 |
|
4.250 |
0.7103 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7273 |
0.7268 |
| PP |
0.7268 |
0.7257 |
| S1 |
0.7262 |
0.7247 |
|