CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7270 |
0.7188 |
-0.0082 |
-1.1% |
0.7231 |
| High |
0.7278 |
0.7251 |
-0.0028 |
-0.4% |
0.7279 |
| Low |
0.7185 |
0.7187 |
0.0002 |
0.0% |
0.7207 |
| Close |
0.7192 |
0.7244 |
0.0052 |
0.7% |
0.7278 |
| Range |
0.0094 |
0.0064 |
-0.0030 |
-31.6% |
0.0072 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
59,070 |
63,570 |
4,500 |
7.6% |
221,690 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7395 |
0.7279 |
|
| R3 |
0.7355 |
0.7331 |
0.7261 |
|
| R2 |
0.7291 |
0.7291 |
0.7255 |
|
| R1 |
0.7267 |
0.7267 |
0.7249 |
0.7279 |
| PP |
0.7227 |
0.7227 |
0.7227 |
0.7233 |
| S1 |
0.7203 |
0.7203 |
0.7238 |
0.7215 |
| S2 |
0.7163 |
0.7163 |
0.7232 |
|
| S3 |
0.7099 |
0.7139 |
0.7226 |
|
| S4 |
0.7035 |
0.7075 |
0.7208 |
|
|
| 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 |
0.7185 |
0.0095 |
1.3% |
0.0056 |
0.8% |
62% |
False |
False |
54,019 |
| 10 |
0.7279 |
0.7101 |
0.0179 |
2.5% |
0.0058 |
0.8% |
80% |
False |
False |
51,312 |
| 20 |
0.7279 |
0.7044 |
0.0235 |
3.2% |
0.0061 |
0.8% |
85% |
False |
False |
66,754 |
| 40 |
0.7434 |
0.6998 |
0.0436 |
6.0% |
0.0059 |
0.8% |
56% |
False |
False |
34,707 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0055 |
0.8% |
44% |
False |
False |
23,185 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
44% |
False |
False |
17,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7523 |
|
2.618 |
0.7418 |
|
1.618 |
0.7354 |
|
1.000 |
0.7315 |
|
0.618 |
0.7290 |
|
HIGH |
0.7251 |
|
0.618 |
0.7226 |
|
0.500 |
0.7219 |
|
0.382 |
0.7211 |
|
LOW |
0.7187 |
|
0.618 |
0.7147 |
|
1.000 |
0.7123 |
|
1.618 |
0.7083 |
|
2.618 |
0.7019 |
|
4.250 |
0.6915 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7235 |
0.7240 |
| PP |
0.7227 |
0.7236 |
| S1 |
0.7219 |
0.7232 |
|