CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7175 |
0.7211 |
0.0036 |
0.5% |
0.7270 |
| High |
0.7215 |
0.7294 |
0.0079 |
1.1% |
0.7278 |
| Low |
0.7157 |
0.7202 |
0.0045 |
0.6% |
0.7131 |
| Close |
0.7210 |
0.7293 |
0.0084 |
1.2% |
0.7186 |
| Range |
0.0059 |
0.0093 |
0.0034 |
58.1% |
0.0148 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.8% |
0.0000 |
| Volume |
64,013 |
89,146 |
25,133 |
39.3% |
340,471 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7540 |
0.7509 |
0.7344 |
|
| R3 |
0.7448 |
0.7417 |
0.7318 |
|
| R2 |
0.7355 |
0.7355 |
0.7310 |
|
| R1 |
0.7324 |
0.7324 |
0.7301 |
0.7340 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7271 |
| S1 |
0.7232 |
0.7232 |
0.7285 |
0.7247 |
| S2 |
0.7170 |
0.7170 |
0.7276 |
|
| S3 |
0.7078 |
0.7139 |
0.7268 |
|
| S4 |
0.6985 |
0.7047 |
0.7242 |
|
|
| 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 |
0.7294 |
0.7131 |
0.0164 |
2.2% |
0.0068 |
0.9% |
99% |
True |
False |
73,803 |
| 10 |
0.7294 |
0.7131 |
0.0164 |
2.2% |
0.0062 |
0.9% |
99% |
True |
False |
65,309 |
| 20 |
0.7294 |
0.7084 |
0.0210 |
2.9% |
0.0062 |
0.9% |
100% |
True |
False |
64,062 |
| 40 |
0.7367 |
0.6998 |
0.0369 |
5.1% |
0.0061 |
0.8% |
80% |
False |
False |
45,568 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0058 |
0.8% |
53% |
False |
False |
30,445 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0057 |
0.8% |
53% |
False |
False |
22,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7687 |
|
2.618 |
0.7536 |
|
1.618 |
0.7444 |
|
1.000 |
0.7387 |
|
0.618 |
0.7351 |
|
HIGH |
0.7294 |
|
0.618 |
0.7259 |
|
0.500 |
0.7248 |
|
0.382 |
0.7237 |
|
LOW |
0.7202 |
|
0.618 |
0.7144 |
|
1.000 |
0.7109 |
|
1.618 |
0.7052 |
|
2.618 |
0.6959 |
|
4.250 |
0.6808 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7278 |
0.7269 |
| PP |
0.7263 |
0.7246 |
| S1 |
0.7248 |
0.7222 |
|