CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7320 |
0.7356 |
0.0037 |
0.5% |
0.7374 |
| High |
0.7369 |
0.7368 |
-0.0001 |
0.0% |
0.7442 |
| Low |
0.7288 |
0.7284 |
-0.0004 |
-0.1% |
0.7246 |
| Close |
0.7365 |
0.7296 |
-0.0070 |
-0.9% |
0.7296 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0196 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
| Volume |
99,011 |
15,891 |
-83,120 |
-84.0% |
503,954 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7568 |
0.7516 |
0.7342 |
|
| R3 |
0.7484 |
0.7432 |
0.7319 |
|
| R2 |
0.7400 |
0.7400 |
0.7311 |
|
| R1 |
0.7348 |
0.7348 |
0.7303 |
0.7332 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7308 |
| S1 |
0.7264 |
0.7264 |
0.7288 |
0.7248 |
| S2 |
0.7232 |
0.7232 |
0.7280 |
|
| S3 |
0.7148 |
0.7180 |
0.7272 |
|
| S4 |
0.7064 |
0.7096 |
0.7249 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7802 |
0.7403 |
|
| R3 |
0.7720 |
0.7606 |
0.7349 |
|
| R2 |
0.7524 |
0.7524 |
0.7331 |
|
| R1 |
0.7410 |
0.7410 |
0.7313 |
0.7369 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7307 |
| S1 |
0.7214 |
0.7214 |
0.7278 |
0.7173 |
| S2 |
0.7132 |
0.7132 |
0.7260 |
|
| S3 |
0.6936 |
0.7018 |
0.7242 |
|
| S4 |
0.6740 |
0.6822 |
0.7188 |
|
|
| 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% |
0.0094 |
1.3% |
26% |
False |
False |
100,790 |
| 10 |
0.7442 |
0.7169 |
0.0273 |
3.7% |
0.0084 |
1.1% |
46% |
False |
False |
99,896 |
| 20 |
0.7442 |
0.7087 |
0.0355 |
4.9% |
0.0080 |
1.1% |
59% |
False |
False |
104,565 |
| 40 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0076 |
1.0% |
69% |
False |
False |
100,382 |
| 60 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0072 |
1.0% |
69% |
False |
False |
88,275 |
| 80 |
0.7442 |
0.6968 |
0.0474 |
6.5% |
0.0069 |
0.9% |
69% |
False |
False |
72,975 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0065 |
0.9% |
56% |
False |
False |
58,420 |
| 120 |
0.7553 |
0.6968 |
0.0585 |
8.0% |
0.0064 |
0.9% |
56% |
False |
False |
48,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7587 |
|
1.618 |
0.7503 |
|
1.000 |
0.7452 |
|
0.618 |
0.7419 |
|
HIGH |
0.7368 |
|
0.618 |
0.7335 |
|
0.500 |
0.7326 |
|
0.382 |
0.7316 |
|
LOW |
0.7284 |
|
0.618 |
0.7232 |
|
1.000 |
0.7200 |
|
1.618 |
0.7148 |
|
2.618 |
0.7064 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7326 |
0.7317 |
| PP |
0.7316 |
0.7310 |
| S1 |
0.7306 |
0.7303 |
|