CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7034 |
0.6996 |
-0.0038 |
-0.5% |
0.7176 |
| High |
0.7047 |
0.7078 |
0.0032 |
0.4% |
0.7189 |
| Low |
0.6968 |
0.6988 |
0.0020 |
0.3% |
0.6968 |
| Close |
0.6983 |
0.7075 |
0.0092 |
1.3% |
0.6983 |
| Range |
0.0079 |
0.0090 |
0.0012 |
14.6% |
0.0221 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.5% |
0.0000 |
| Volume |
124,972 |
110,818 |
-14,154 |
-11.3% |
552,635 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7317 |
0.7286 |
0.7124 |
|
| R3 |
0.7227 |
0.7196 |
0.7099 |
|
| R2 |
0.7137 |
0.7137 |
0.7091 |
|
| R1 |
0.7106 |
0.7106 |
0.7083 |
0.7121 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7055 |
| S1 |
0.7016 |
0.7016 |
0.7066 |
0.7031 |
| S2 |
0.6957 |
0.6957 |
0.7058 |
|
| S3 |
0.6867 |
0.6926 |
0.7050 |
|
| S4 |
0.6777 |
0.6836 |
0.7025 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7566 |
0.7104 |
|
| R3 |
0.7488 |
0.7346 |
0.7044 |
|
| R2 |
0.7267 |
0.7267 |
0.7023 |
|
| R1 |
0.7125 |
0.7125 |
0.7003 |
0.7086 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7027 |
| S1 |
0.6905 |
0.6905 |
0.6963 |
0.6865 |
| S2 |
0.6826 |
0.6826 |
0.6943 |
|
| S3 |
0.6606 |
0.6684 |
0.6922 |
|
| S4 |
0.6385 |
0.6464 |
0.6862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7183 |
0.6968 |
0.0215 |
3.0% |
0.0082 |
1.2% |
50% |
False |
False |
109,492 |
| 10 |
0.7278 |
0.6968 |
0.0310 |
4.4% |
0.0075 |
1.1% |
34% |
False |
False |
103,914 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0072 |
1.0% |
31% |
False |
False |
87,958 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
4.9% |
0.0066 |
0.9% |
31% |
False |
False |
75,182 |
| 60 |
0.7473 |
0.6968 |
0.0505 |
7.1% |
0.0063 |
0.9% |
21% |
False |
False |
50,426 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.3% |
0.0058 |
0.8% |
18% |
False |
False |
37,846 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.3% |
0.0059 |
0.8% |
18% |
False |
False |
30,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7461 |
|
2.618 |
0.7314 |
|
1.618 |
0.7224 |
|
1.000 |
0.7168 |
|
0.618 |
0.7134 |
|
HIGH |
0.7078 |
|
0.618 |
0.7044 |
|
0.500 |
0.7033 |
|
0.382 |
0.7022 |
|
LOW |
0.6988 |
|
0.618 |
0.6932 |
|
1.000 |
0.6898 |
|
1.618 |
0.6842 |
|
2.618 |
0.6752 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7061 |
0.7065 |
| PP |
0.7047 |
0.7055 |
| S1 |
0.7033 |
0.7045 |
|