CME Australian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7267 |
0.7320 |
0.0053 |
0.7% |
0.7183 |
High |
0.7338 |
0.7369 |
0.0031 |
0.4% |
0.7382 |
Low |
0.7265 |
0.7288 |
0.0023 |
0.3% |
0.7169 |
Close |
0.7320 |
0.7365 |
0.0046 |
0.6% |
0.7370 |
Range |
0.0073 |
0.0081 |
0.0008 |
11.0% |
0.0213 |
ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
Volume |
159,192 |
99,011 |
-60,181 |
-37.8% |
495,007 |
|
Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7555 |
0.7410 |
|
R3 |
0.7502 |
0.7474 |
0.7387 |
|
R2 |
0.7421 |
0.7421 |
0.7380 |
|
R1 |
0.7393 |
0.7393 |
0.7372 |
0.7407 |
PP |
0.7340 |
0.7340 |
0.7340 |
0.7347 |
S1 |
0.7312 |
0.7312 |
0.7358 |
0.7326 |
S2 |
0.7259 |
0.7259 |
0.7350 |
|
S3 |
0.7178 |
0.7231 |
0.7343 |
|
S4 |
0.7097 |
0.7150 |
0.7320 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7944 |
0.7870 |
0.7487 |
|
R3 |
0.7732 |
0.7657 |
0.7428 |
|
R2 |
0.7519 |
0.7519 |
0.7409 |
|
R1 |
0.7445 |
0.7445 |
0.7389 |
0.7482 |
PP |
0.7307 |
0.7307 |
0.7307 |
0.7326 |
S1 |
0.7232 |
0.7232 |
0.7351 |
0.7270 |
S2 |
0.7094 |
0.7094 |
0.7331 |
|
S3 |
0.6882 |
0.7020 |
0.7312 |
|
S4 |
0.6669 |
0.6807 |
0.7253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7442 |
0.7246 |
0.0196 |
2.7% |
0.0093 |
1.3% |
61% |
False |
False |
117,755 |
10 |
0.7442 |
0.7140 |
0.0302 |
4.1% |
0.0085 |
1.2% |
75% |
False |
False |
108,737 |
20 |
0.7442 |
0.7087 |
0.0355 |
4.8% |
0.0081 |
1.1% |
78% |
False |
False |
111,178 |
40 |
0.7442 |
0.6968 |
0.0474 |
6.4% |
0.0076 |
1.0% |
84% |
False |
False |
102,213 |
60 |
0.7442 |
0.6968 |
0.0474 |
6.4% |
0.0071 |
1.0% |
84% |
False |
False |
89,157 |
80 |
0.7442 |
0.6968 |
0.0474 |
6.4% |
0.0068 |
0.9% |
84% |
False |
False |
72,780 |
100 |
0.7553 |
0.6968 |
0.0585 |
7.9% |
0.0065 |
0.9% |
68% |
False |
False |
58,261 |
120 |
0.7553 |
0.6968 |
0.0585 |
7.9% |
0.0063 |
0.9% |
68% |
False |
False |
48,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7713 |
2.618 |
0.7581 |
1.618 |
0.7500 |
1.000 |
0.7450 |
0.618 |
0.7419 |
HIGH |
0.7369 |
0.618 |
0.7338 |
0.500 |
0.7328 |
0.382 |
0.7318 |
LOW |
0.7288 |
0.618 |
0.7237 |
1.000 |
0.7207 |
1.618 |
0.7156 |
2.618 |
0.7075 |
4.250 |
0.6943 |
|
|
Fisher Pivots for day following 10-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7353 |
0.7346 |
PP |
0.7340 |
0.7326 |
S1 |
0.7328 |
0.7307 |
|