CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7285 |
0.7282 |
-0.0003 |
0.0% |
0.7182 |
| High |
0.7316 |
0.7295 |
-0.0021 |
-0.3% |
0.7316 |
| Low |
0.7275 |
0.7199 |
-0.0076 |
-1.0% |
0.7150 |
| Close |
0.7292 |
0.7209 |
-0.0083 |
-1.1% |
0.7209 |
| Range |
0.0041 |
0.0096 |
0.0055 |
135.8% |
0.0166 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
76,298 |
85,306 |
9,008 |
11.8% |
379,561 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7460 |
0.7262 |
|
| R3 |
0.7425 |
0.7365 |
0.7235 |
|
| R2 |
0.7330 |
0.7330 |
0.7227 |
|
| R1 |
0.7269 |
0.7269 |
0.7218 |
0.7252 |
| PP |
0.7234 |
0.7234 |
0.7234 |
0.7225 |
| S1 |
0.7174 |
0.7174 |
0.7200 |
0.7156 |
| S2 |
0.7139 |
0.7139 |
0.7191 |
|
| S3 |
0.7043 |
0.7078 |
0.7183 |
|
| S4 |
0.6948 |
0.6983 |
0.7156 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7631 |
0.7300 |
|
| R3 |
0.7556 |
0.7465 |
0.7255 |
|
| R2 |
0.7390 |
0.7390 |
0.7239 |
|
| R1 |
0.7300 |
0.7300 |
0.7224 |
0.7345 |
| PP |
0.7225 |
0.7225 |
0.7225 |
0.7248 |
| S1 |
0.7134 |
0.7134 |
0.7194 |
0.7180 |
| S2 |
0.7059 |
0.7059 |
0.7179 |
|
| S3 |
0.6894 |
0.6969 |
0.7163 |
|
| S4 |
0.6728 |
0.6803 |
0.7118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7316 |
0.7150 |
0.0166 |
2.3% |
0.0068 |
0.9% |
36% |
False |
False |
75,912 |
| 10 |
0.7316 |
0.7131 |
0.0185 |
2.6% |
0.0069 |
1.0% |
42% |
False |
False |
72,003 |
| 20 |
0.7316 |
0.7084 |
0.0232 |
3.2% |
0.0061 |
0.8% |
54% |
False |
False |
62,729 |
| 40 |
0.7316 |
0.6998 |
0.0318 |
4.4% |
0.0062 |
0.9% |
66% |
False |
False |
49,595 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0059 |
0.8% |
38% |
False |
False |
33,136 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0058 |
0.8% |
38% |
False |
False |
24,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7545 |
|
1.618 |
0.7449 |
|
1.000 |
0.7390 |
|
0.618 |
0.7354 |
|
HIGH |
0.7295 |
|
0.618 |
0.7258 |
|
0.500 |
0.7247 |
|
0.382 |
0.7235 |
|
LOW |
0.7199 |
|
0.618 |
0.7140 |
|
1.000 |
0.7104 |
|
1.618 |
0.7044 |
|
2.618 |
0.6949 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7257 |
| PP |
0.7234 |
0.7241 |
| S1 |
0.7222 |
0.7225 |
|