CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 20-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7186 |
0.7212 |
0.0026 |
0.4% |
0.7182 |
High |
0.7240 |
0.7278 |
0.0039 |
0.5% |
0.7316 |
Low |
0.7178 |
0.7210 |
0.0032 |
0.4% |
0.7150 |
Close |
0.7226 |
0.7244 |
0.0018 |
0.2% |
0.7209 |
Range |
0.0062 |
0.0068 |
0.0007 |
10.6% |
0.0166 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
Volume |
72,867 |
92,505 |
19,638 |
27.0% |
379,561 |
|
Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7448 |
0.7414 |
0.7281 |
|
R3 |
0.7380 |
0.7346 |
0.7263 |
|
R2 |
0.7312 |
0.7312 |
0.7256 |
|
R1 |
0.7278 |
0.7278 |
0.7250 |
0.7295 |
PP |
0.7244 |
0.7244 |
0.7244 |
0.7253 |
S1 |
0.7210 |
0.7210 |
0.7238 |
0.7227 |
S2 |
0.7176 |
0.7176 |
0.7232 |
|
S3 |
0.7108 |
0.7142 |
0.7225 |
|
S4 |
0.7040 |
0.7074 |
0.7207 |
|
|
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% |
0.0065 |
0.9% |
51% |
False |
False |
88,086 |
10 |
0.7316 |
0.7131 |
0.0185 |
2.6% |
0.0067 |
0.9% |
61% |
False |
False |
80,945 |
20 |
0.7316 |
0.7122 |
0.0194 |
2.7% |
0.0062 |
0.9% |
63% |
False |
False |
66,874 |
40 |
0.7316 |
0.6998 |
0.0318 |
4.4% |
0.0063 |
0.9% |
77% |
False |
False |
56,530 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0059 |
0.8% |
44% |
False |
False |
37,780 |
80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
44% |
False |
False |
28,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7567 |
2.618 |
0.7456 |
1.618 |
0.7388 |
1.000 |
0.7346 |
0.618 |
0.7320 |
HIGH |
0.7278 |
0.618 |
0.7252 |
0.500 |
0.7244 |
0.382 |
0.7236 |
LOW |
0.7210 |
0.618 |
0.7168 |
1.000 |
0.7142 |
1.618 |
0.7100 |
2.618 |
0.7032 |
4.250 |
0.6921 |
|
|
Fisher Pivots for day following 20-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7244 |
0.7237 |
PP |
0.7244 |
0.7231 |
S1 |
0.7244 |
0.7224 |
|