CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 19-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7217 |
0.7186 |
-0.0031 |
-0.4% |
0.7182 |
High |
0.7231 |
0.7240 |
0.0009 |
0.1% |
0.7316 |
Low |
0.7171 |
0.7178 |
0.0008 |
0.1% |
0.7150 |
Close |
0.7187 |
0.7226 |
0.0040 |
0.5% |
0.7209 |
Range |
0.0060 |
0.0062 |
0.0002 |
2.5% |
0.0166 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
Volume |
113,456 |
72,867 |
-40,589 |
-35.8% |
379,561 |
|
Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7399 |
0.7374 |
0.7260 |
|
R3 |
0.7338 |
0.7313 |
0.7243 |
|
R2 |
0.7276 |
0.7276 |
0.7237 |
|
R1 |
0.7251 |
0.7251 |
0.7232 |
0.7264 |
PP |
0.7215 |
0.7215 |
0.7215 |
0.7221 |
S1 |
0.7190 |
0.7190 |
0.7220 |
0.7202 |
S2 |
0.7153 |
0.7153 |
0.7215 |
|
S3 |
0.7092 |
0.7128 |
0.7209 |
|
S4 |
0.7030 |
0.7067 |
0.7192 |
|
|
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 |
0.7171 |
0.0145 |
2.0% |
0.0070 |
1.0% |
38% |
False |
False |
87,414 |
10 |
0.7316 |
0.7131 |
0.0185 |
2.6% |
0.0066 |
0.9% |
52% |
False |
False |
78,371 |
20 |
0.7316 |
0.7101 |
0.0215 |
3.0% |
0.0062 |
0.9% |
58% |
False |
False |
64,841 |
40 |
0.7316 |
0.6998 |
0.0318 |
4.4% |
0.0062 |
0.9% |
72% |
False |
False |
54,225 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0059 |
0.8% |
41% |
False |
False |
36,239 |
80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
41% |
False |
False |
27,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7501 |
2.618 |
0.7401 |
1.618 |
0.7339 |
1.000 |
0.7301 |
0.618 |
0.7278 |
HIGH |
0.7240 |
0.618 |
0.7216 |
0.500 |
0.7209 |
0.382 |
0.7201 |
LOW |
0.7178 |
0.618 |
0.7140 |
1.000 |
0.7117 |
1.618 |
0.7078 |
2.618 |
0.7017 |
4.250 |
0.6917 |
|
|
Fisher Pivots for day following 19-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7220 |
0.7233 |
PP |
0.7215 |
0.7230 |
S1 |
0.7209 |
0.7228 |
|