CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7211 |
0.7285 |
0.0074 |
1.0% |
0.7270 |
| High |
0.7294 |
0.7316 |
0.0022 |
0.3% |
0.7278 |
| Low |
0.7202 |
0.7275 |
0.0074 |
1.0% |
0.7131 |
| Close |
0.7293 |
0.7292 |
-0.0002 |
0.0% |
0.7186 |
| Range |
0.0093 |
0.0041 |
-0.0052 |
-56.2% |
0.0148 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
89,146 |
76,298 |
-12,848 |
-14.4% |
340,471 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7394 |
0.7314 |
|
| R3 |
0.7375 |
0.7354 |
0.7303 |
|
| R2 |
0.7335 |
0.7335 |
0.7299 |
|
| R1 |
0.7313 |
0.7313 |
0.7295 |
0.7324 |
| PP |
0.7294 |
0.7294 |
0.7294 |
0.7299 |
| S1 |
0.7273 |
0.7273 |
0.7288 |
0.7283 |
| S2 |
0.7254 |
0.7254 |
0.7284 |
|
| S3 |
0.7213 |
0.7232 |
0.7280 |
|
| S4 |
0.7173 |
0.7192 |
0.7269 |
|
|
| 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 |
0.7316 |
0.7131 |
0.0185 |
2.5% |
0.0061 |
0.8% |
87% |
True |
False |
71,585 |
| 10 |
0.7316 |
0.7131 |
0.0185 |
2.5% |
0.0063 |
0.9% |
87% |
True |
False |
67,639 |
| 20 |
0.7316 |
0.7084 |
0.0232 |
3.2% |
0.0060 |
0.8% |
90% |
True |
False |
63,443 |
| 40 |
0.7316 |
0.6998 |
0.0318 |
4.4% |
0.0061 |
0.8% |
92% |
True |
False |
47,472 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0058 |
0.8% |
53% |
False |
False |
31,715 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.6% |
0.0057 |
0.8% |
53% |
False |
False |
23,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7488 |
|
2.618 |
0.7422 |
|
1.618 |
0.7381 |
|
1.000 |
0.7356 |
|
0.618 |
0.7341 |
|
HIGH |
0.7316 |
|
0.618 |
0.7300 |
|
0.500 |
0.7295 |
|
0.382 |
0.7290 |
|
LOW |
0.7275 |
|
0.618 |
0.7250 |
|
1.000 |
0.7235 |
|
1.618 |
0.7209 |
|
2.618 |
0.7169 |
|
4.250 |
0.7103 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7295 |
0.7273 |
| PP |
0.7294 |
0.7255 |
| S1 |
0.7293 |
0.7236 |
|