CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7199 |
0.7134 |
-0.0066 |
-0.9% |
0.7237 |
| High |
0.7213 |
0.7163 |
-0.0050 |
-0.7% |
0.7274 |
| Low |
0.7117 |
0.7118 |
0.0001 |
0.0% |
0.7117 |
| Close |
0.7132 |
0.7133 |
0.0001 |
0.0% |
0.7132 |
| Range |
0.0096 |
0.0045 |
-0.0051 |
-52.9% |
0.0157 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,000 |
1,082 |
82 |
8.2% |
2,875 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7273 |
0.7248 |
0.7157 |
|
| R3 |
0.7228 |
0.7203 |
0.7145 |
|
| R2 |
0.7183 |
0.7183 |
0.7141 |
|
| R1 |
0.7158 |
0.7158 |
0.7137 |
0.7148 |
| PP |
0.7138 |
0.7138 |
0.7138 |
0.7133 |
| S1 |
0.7113 |
0.7113 |
0.7128 |
0.7103 |
| S2 |
0.7093 |
0.7093 |
0.7124 |
|
| S3 |
0.7048 |
0.7068 |
0.7120 |
|
| S4 |
0.7003 |
0.7023 |
0.7108 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7546 |
0.7218 |
|
| R3 |
0.7488 |
0.7389 |
0.7175 |
|
| R2 |
0.7331 |
0.7331 |
0.7161 |
|
| R1 |
0.7232 |
0.7232 |
0.7146 |
0.7203 |
| PP |
0.7174 |
0.7174 |
0.7174 |
0.7160 |
| S1 |
0.7075 |
0.7075 |
0.7118 |
0.7046 |
| S2 |
0.7017 |
0.7017 |
0.7103 |
|
| S3 |
0.6860 |
0.6918 |
0.7089 |
|
| S4 |
0.6703 |
0.6761 |
0.7046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7274 |
0.7117 |
0.0157 |
2.2% |
0.0051 |
0.7% |
10% |
False |
False |
791 |
| 10 |
0.7372 |
0.7117 |
0.0255 |
3.6% |
0.0051 |
0.7% |
6% |
False |
False |
591 |
| 20 |
0.7534 |
0.7117 |
0.0417 |
5.8% |
0.0054 |
0.8% |
4% |
False |
False |
419 |
| 40 |
0.7553 |
0.7117 |
0.0436 |
6.1% |
0.0048 |
0.7% |
4% |
False |
False |
250 |
| 60 |
0.7553 |
0.7117 |
0.0436 |
6.1% |
0.0054 |
0.8% |
4% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7281 |
|
1.618 |
0.7236 |
|
1.000 |
0.7208 |
|
0.618 |
0.7191 |
|
HIGH |
0.7163 |
|
0.618 |
0.7146 |
|
0.500 |
0.7141 |
|
0.382 |
0.7135 |
|
LOW |
0.7118 |
|
0.618 |
0.7090 |
|
1.000 |
0.7073 |
|
1.618 |
0.7045 |
|
2.618 |
0.7000 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7141 |
0.7174 |
| PP |
0.7138 |
0.7160 |
| S1 |
0.7135 |
0.7146 |
|