CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7134 |
0.7152 |
0.0019 |
0.3% |
0.7237 |
| High |
0.7163 |
0.7175 |
0.0012 |
0.2% |
0.7274 |
| Low |
0.7118 |
0.7068 |
-0.0050 |
-0.7% |
0.7117 |
| Close |
0.7133 |
0.7126 |
-0.0007 |
-0.1% |
0.7132 |
| Range |
0.0045 |
0.0107 |
0.0062 |
136.7% |
0.0157 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
7.3% |
0.0000 |
| Volume |
1,082 |
5,917 |
4,835 |
446.9% |
2,875 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7390 |
0.7184 |
|
| R3 |
0.7336 |
0.7284 |
0.7155 |
|
| R2 |
0.7229 |
0.7229 |
0.7145 |
|
| R1 |
0.7177 |
0.7177 |
0.7135 |
0.7150 |
| PP |
0.7123 |
0.7123 |
0.7123 |
0.7109 |
| S1 |
0.7071 |
0.7071 |
0.7116 |
0.7044 |
| S2 |
0.7016 |
0.7016 |
0.7106 |
|
| S3 |
0.6910 |
0.6964 |
0.7096 |
|
| S4 |
0.6803 |
0.6858 |
0.7067 |
|
|
| 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 |
0.7236 |
0.7068 |
0.0168 |
2.4% |
0.0063 |
0.9% |
34% |
False |
True |
1,916 |
| 10 |
0.7367 |
0.7068 |
0.0299 |
4.2% |
0.0057 |
0.8% |
19% |
False |
True |
1,152 |
| 20 |
0.7534 |
0.7068 |
0.0466 |
6.5% |
0.0058 |
0.8% |
12% |
False |
True |
708 |
| 40 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0050 |
0.7% |
12% |
False |
True |
397 |
| 60 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0055 |
0.8% |
12% |
False |
True |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7627 |
|
2.618 |
0.7453 |
|
1.618 |
0.7347 |
|
1.000 |
0.7281 |
|
0.618 |
0.7240 |
|
HIGH |
0.7175 |
|
0.618 |
0.7134 |
|
0.500 |
0.7121 |
|
0.382 |
0.7109 |
|
LOW |
0.7068 |
|
0.618 |
0.7002 |
|
1.000 |
0.6962 |
|
1.618 |
0.6896 |
|
2.618 |
0.6789 |
|
4.250 |
0.6615 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7124 |
0.7140 |
| PP |
0.7123 |
0.7135 |
| S1 |
0.7121 |
0.7130 |
|