CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7132 |
-0.0021 |
-0.3% |
0.7237 |
| High |
0.7175 |
0.7178 |
0.0003 |
0.0% |
0.7274 |
| Low |
0.7068 |
0.7102 |
0.0034 |
0.5% |
0.7117 |
| Close |
0.7126 |
0.7117 |
-0.0009 |
-0.1% |
0.7132 |
| Range |
0.0107 |
0.0076 |
-0.0031 |
-29.1% |
0.0157 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.4% |
0.0000 |
| Volume |
5,917 |
2,404 |
-3,513 |
-59.4% |
2,875 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7359 |
0.7313 |
0.7158 |
|
| R3 |
0.7283 |
0.7238 |
0.7137 |
|
| R2 |
0.7208 |
0.7208 |
0.7130 |
|
| R1 |
0.7162 |
0.7162 |
0.7123 |
0.7147 |
| PP |
0.7132 |
0.7132 |
0.7132 |
0.7125 |
| S1 |
0.7087 |
0.7087 |
0.7110 |
0.7072 |
| S2 |
0.7057 |
0.7057 |
0.7103 |
|
| S3 |
0.6981 |
0.7011 |
0.7096 |
|
| S4 |
0.6906 |
0.6936 |
0.7075 |
|
|
| 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 |
0.7230 |
0.7068 |
0.0162 |
2.3% |
0.0073 |
1.0% |
30% |
False |
False |
2,146 |
| 10 |
0.7306 |
0.7068 |
0.0238 |
3.3% |
0.0058 |
0.8% |
20% |
False |
False |
1,378 |
| 20 |
0.7473 |
0.7068 |
0.0405 |
5.7% |
0.0056 |
0.8% |
12% |
False |
False |
817 |
| 40 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0051 |
0.7% |
10% |
False |
False |
456 |
| 60 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0055 |
0.8% |
10% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7498 |
|
2.618 |
0.7375 |
|
1.618 |
0.7300 |
|
1.000 |
0.7253 |
|
0.618 |
0.7224 |
|
HIGH |
0.7178 |
|
0.618 |
0.7149 |
|
0.500 |
0.7140 |
|
0.382 |
0.7131 |
|
LOW |
0.7102 |
|
0.618 |
0.7055 |
|
1.000 |
0.7027 |
|
1.618 |
0.6980 |
|
2.618 |
0.6904 |
|
4.250 |
0.6781 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7123 |
| PP |
0.7132 |
0.7121 |
| S1 |
0.7124 |
0.7119 |
|