CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 24-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7227 |
0.7176 |
-0.0051 |
-0.7% |
0.7217 |
High |
0.7229 |
0.7189 |
-0.0040 |
-0.6% |
0.7278 |
Low |
0.7173 |
0.7092 |
-0.0081 |
-1.1% |
0.7171 |
Close |
0.7178 |
0.7130 |
-0.0048 |
-0.7% |
0.7178 |
Range |
0.0056 |
0.0097 |
0.0041 |
73.2% |
0.0108 |
ATR |
0.0064 |
0.0066 |
0.0002 |
3.7% |
0.0000 |
Volume |
96,863 |
115,990 |
19,127 |
19.7% |
375,691 |
|
Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7428 |
0.7376 |
0.7183 |
|
R3 |
0.7331 |
0.7279 |
0.7157 |
|
R2 |
0.7234 |
0.7234 |
0.7148 |
|
R1 |
0.7182 |
0.7182 |
0.7139 |
0.7159 |
PP |
0.7137 |
0.7137 |
0.7137 |
0.7125 |
S1 |
0.7085 |
0.7085 |
0.7121 |
0.7062 |
S2 |
0.7040 |
0.7040 |
0.7112 |
|
S3 |
0.6943 |
0.6988 |
0.7103 |
|
S4 |
0.6846 |
0.6891 |
0.7077 |
|
|
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 |
0.7278 |
0.7092 |
0.0187 |
2.6% |
0.0069 |
1.0% |
21% |
False |
True |
98,336 |
10 |
0.7316 |
0.7092 |
0.0224 |
3.1% |
0.0068 |
1.0% |
17% |
False |
True |
87,124 |
20 |
0.7316 |
0.7092 |
0.0224 |
3.1% |
0.0062 |
0.9% |
17% |
False |
True |
71,670 |
40 |
0.7316 |
0.6998 |
0.0318 |
4.5% |
0.0065 |
0.9% |
42% |
False |
False |
61,812 |
60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0061 |
0.9% |
24% |
False |
False |
41,326 |
80 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0057 |
0.8% |
24% |
False |
False |
31,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7601 |
2.618 |
0.7442 |
1.618 |
0.7345 |
1.000 |
0.7286 |
0.618 |
0.7248 |
HIGH |
0.7189 |
0.618 |
0.7151 |
0.500 |
0.7140 |
0.382 |
0.7129 |
LOW |
0.7092 |
0.618 |
0.7032 |
1.000 |
0.6995 |
1.618 |
0.6935 |
2.618 |
0.6838 |
4.250 |
0.6679 |
|
|
Fisher Pivots for day following 24-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7140 |
0.7185 |
PP |
0.7137 |
0.7167 |
S1 |
0.7133 |
0.7148 |
|