CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7162 |
0.7182 |
0.0020 |
0.3% |
0.7270 |
High |
0.7189 |
0.7204 |
0.0015 |
0.2% |
0.7278 |
Low |
0.7131 |
0.7150 |
0.0020 |
0.3% |
0.7131 |
Close |
0.7186 |
0.7171 |
-0.0015 |
-0.2% |
0.7186 |
Range |
0.0059 |
0.0054 |
-0.0005 |
-7.7% |
0.0148 |
ATR |
0.0061 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
Volume |
63,674 |
64,798 |
1,124 |
1.8% |
340,471 |
|
Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7337 |
0.7308 |
0.7200 |
|
R3 |
0.7283 |
0.7254 |
0.7185 |
|
R2 |
0.7229 |
0.7229 |
0.7180 |
|
R1 |
0.7200 |
0.7200 |
0.7175 |
0.7187 |
PP |
0.7175 |
0.7175 |
0.7175 |
0.7169 |
S1 |
0.7146 |
0.7146 |
0.7166 |
0.7133 |
S2 |
0.7121 |
0.7121 |
0.7161 |
|
S3 |
0.7067 |
0.7092 |
0.7156 |
|
S4 |
0.7013 |
0.7038 |
0.7141 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7641 |
0.7561 |
0.7267 |
|
R3 |
0.7493 |
0.7413 |
0.7226 |
|
R2 |
0.7346 |
0.7346 |
0.7213 |
|
R1 |
0.7266 |
0.7266 |
0.7199 |
0.7232 |
PP |
0.7198 |
0.7198 |
0.7198 |
0.7181 |
S1 |
0.7118 |
0.7118 |
0.7172 |
0.7084 |
S2 |
0.7051 |
0.7051 |
0.7158 |
|
S3 |
0.6903 |
0.6971 |
0.7145 |
|
S4 |
0.6756 |
0.6823 |
0.7104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7274 |
0.7131 |
0.0144 |
2.0% |
0.0062 |
0.9% |
28% |
False |
False |
69,239 |
10 |
0.7279 |
0.7131 |
0.0149 |
2.1% |
0.0058 |
0.8% |
27% |
False |
False |
58,887 |
20 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0061 |
0.8% |
44% |
False |
False |
63,001 |
40 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0060 |
0.8% |
46% |
False |
False |
41,749 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
31% |
False |
False |
27,893 |
80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
31% |
False |
False |
20,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7434 |
2.618 |
0.7345 |
1.618 |
0.7291 |
1.000 |
0.7258 |
0.618 |
0.7237 |
HIGH |
0.7204 |
0.618 |
0.7183 |
0.500 |
0.7177 |
0.382 |
0.7171 |
LOW |
0.7150 |
0.618 |
0.7117 |
1.000 |
0.7096 |
1.618 |
0.7063 |
2.618 |
0.7009 |
4.250 |
0.6921 |
|
|
Fisher Pivots for day following 10-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7177 |
0.7178 |
PP |
0.7175 |
0.7175 |
S1 |
0.7173 |
0.7173 |
|