CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7212 |
0.7227 |
0.0015 |
0.2% |
0.7217 |
| High |
0.7278 |
0.7229 |
-0.0050 |
-0.7% |
0.7278 |
| Low |
0.7210 |
0.7173 |
-0.0038 |
-0.5% |
0.7171 |
| Close |
0.7244 |
0.7178 |
-0.0067 |
-0.9% |
0.7178 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0108 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
92,505 |
96,863 |
4,358 |
4.7% |
375,691 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7361 |
0.7325 |
0.7208 |
|
| R3 |
0.7305 |
0.7269 |
0.7193 |
|
| R2 |
0.7249 |
0.7249 |
0.7188 |
|
| R1 |
0.7213 |
0.7213 |
0.7183 |
0.7203 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7188 |
| S1 |
0.7157 |
0.7157 |
0.7172 |
0.7147 |
| S2 |
0.7137 |
0.7137 |
0.7167 |
|
| S3 |
0.7081 |
0.7101 |
0.7162 |
|
| S4 |
0.7025 |
0.7045 |
0.7147 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7462 |
0.7237 |
|
| R3 |
0.7424 |
0.7354 |
0.7207 |
|
| R2 |
0.7316 |
0.7316 |
0.7197 |
|
| R1 |
0.7247 |
0.7247 |
0.7187 |
0.7228 |
| PP |
0.7209 |
0.7209 |
0.7209 |
0.7199 |
| S1 |
0.7139 |
0.7139 |
0.7168 |
0.7120 |
| S2 |
0.7101 |
0.7101 |
0.7158 |
|
| S3 |
0.6994 |
0.7032 |
0.7148 |
|
| S4 |
0.6886 |
0.6924 |
0.7118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7295 |
0.7171 |
0.0124 |
1.7% |
0.0068 |
1.0% |
6% |
False |
False |
92,199 |
| 10 |
0.7316 |
0.7131 |
0.0185 |
2.6% |
0.0065 |
0.9% |
25% |
False |
False |
81,892 |
| 20 |
0.7316 |
0.7131 |
0.0185 |
2.6% |
0.0060 |
0.8% |
25% |
False |
False |
68,694 |
| 40 |
0.7316 |
0.6998 |
0.0318 |
4.4% |
0.0064 |
0.9% |
57% |
False |
False |
58,920 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0060 |
0.8% |
32% |
False |
False |
39,393 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
32% |
False |
False |
29,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7375 |
|
1.618 |
0.7319 |
|
1.000 |
0.7285 |
|
0.618 |
0.7263 |
|
HIGH |
0.7229 |
|
0.618 |
0.7207 |
|
0.500 |
0.7201 |
|
0.382 |
0.7194 |
|
LOW |
0.7173 |
|
0.618 |
0.7138 |
|
1.000 |
0.7117 |
|
1.618 |
0.7082 |
|
2.618 |
0.7026 |
|
4.250 |
0.6935 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7201 |
0.7225 |
| PP |
0.7193 |
0.7209 |
| S1 |
0.7185 |
0.7193 |
|