CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7144 |
0.7152 |
0.0009 |
0.1% |
0.7217 |
| High |
0.7179 |
0.7183 |
0.0004 |
0.0% |
0.7278 |
| Low |
0.7122 |
0.7097 |
-0.0026 |
-0.4% |
0.7171 |
| Close |
0.7170 |
0.7125 |
-0.0046 |
-0.6% |
0.7178 |
| Range |
0.0057 |
0.0086 |
0.0029 |
50.9% |
0.0108 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.2% |
0.0000 |
| Volume |
101,587 |
97,118 |
-4,469 |
-4.4% |
375,691 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7345 |
0.7172 |
|
| R3 |
0.7307 |
0.7259 |
0.7148 |
|
| R2 |
0.7221 |
0.7221 |
0.7140 |
|
| R1 |
0.7173 |
0.7173 |
0.7132 |
0.7154 |
| PP |
0.7135 |
0.7135 |
0.7135 |
0.7125 |
| S1 |
0.7087 |
0.7087 |
0.7117 |
0.7068 |
| S2 |
0.7049 |
0.7049 |
0.7109 |
|
| S3 |
0.6963 |
0.7001 |
0.7101 |
|
| S4 |
0.6877 |
0.6915 |
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% |
0.0073 |
1.0% |
18% |
False |
False |
100,812 |
| 10 |
0.7316 |
0.7092 |
0.0224 |
3.1% |
0.0071 |
1.0% |
15% |
False |
False |
94,113 |
| 20 |
0.7316 |
0.7092 |
0.0224 |
3.1% |
0.0065 |
0.9% |
15% |
False |
False |
77,893 |
| 40 |
0.7316 |
0.6998 |
0.0318 |
4.5% |
0.0065 |
0.9% |
40% |
False |
False |
66,727 |
| 60 |
0.7534 |
0.6998 |
0.0536 |
7.5% |
0.0061 |
0.9% |
24% |
False |
False |
44,625 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0057 |
0.8% |
23% |
False |
False |
33,489 |
| 100 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0059 |
0.8% |
23% |
False |
False |
26,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7408 |
|
1.618 |
0.7322 |
|
1.000 |
0.7269 |
|
0.618 |
0.7236 |
|
HIGH |
0.7183 |
|
0.618 |
0.7150 |
|
0.500 |
0.7140 |
|
0.382 |
0.7129 |
|
LOW |
0.7097 |
|
0.618 |
0.7043 |
|
1.000 |
0.7011 |
|
1.618 |
0.6957 |
|
2.618 |
0.6871 |
|
4.250 |
0.6731 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7140 |
| PP |
0.7135 |
0.7135 |
| S1 |
0.7130 |
0.7130 |
|