CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7117 |
-0.0035 |
-0.5% |
0.7217 |
| High |
0.7183 |
0.7123 |
-0.0060 |
-0.8% |
0.7278 |
| Low |
0.7097 |
0.7025 |
-0.0072 |
-1.0% |
0.7171 |
| Close |
0.7125 |
0.7027 |
-0.0098 |
-1.4% |
0.7178 |
| Range |
0.0086 |
0.0098 |
0.0012 |
14.0% |
0.0108 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.5% |
0.0000 |
| Volume |
97,118 |
112,968 |
15,850 |
16.3% |
375,691 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7287 |
0.7080 |
|
| R3 |
0.7254 |
0.7189 |
0.7053 |
|
| R2 |
0.7156 |
0.7156 |
0.7044 |
|
| R1 |
0.7091 |
0.7091 |
0.7035 |
0.7075 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7050 |
| S1 |
0.6993 |
0.6993 |
0.7018 |
0.6977 |
| S2 |
0.6960 |
0.6960 |
0.7009 |
|
| S3 |
0.6862 |
0.6895 |
0.7000 |
|
| S4 |
0.6764 |
0.6797 |
0.6973 |
|
|
| 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 |
0.7229 |
0.7025 |
0.0204 |
2.9% |
0.0079 |
1.1% |
1% |
False |
True |
104,905 |
| 10 |
0.7316 |
0.7025 |
0.0291 |
4.1% |
0.0072 |
1.0% |
1% |
False |
True |
96,495 |
| 20 |
0.7316 |
0.7025 |
0.0291 |
4.1% |
0.0067 |
1.0% |
1% |
False |
True |
80,902 |
| 40 |
0.7316 |
0.6998 |
0.0318 |
4.5% |
0.0065 |
0.9% |
9% |
False |
False |
69,404 |
| 60 |
0.7534 |
0.6998 |
0.0536 |
7.6% |
0.0063 |
0.9% |
5% |
False |
False |
46,505 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0057 |
0.8% |
5% |
False |
False |
34,900 |
| 100 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0059 |
0.8% |
5% |
False |
False |
27,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7379 |
|
1.618 |
0.7281 |
|
1.000 |
0.7221 |
|
0.618 |
0.7183 |
|
HIGH |
0.7123 |
|
0.618 |
0.7085 |
|
0.500 |
0.7074 |
|
0.382 |
0.7062 |
|
LOW |
0.7025 |
|
0.618 |
0.6964 |
|
1.000 |
0.6927 |
|
1.618 |
0.6866 |
|
2.618 |
0.6768 |
|
4.250 |
0.6608 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7074 |
0.7104 |
| PP |
0.7058 |
0.7078 |
| S1 |
0.7042 |
0.7052 |
|