CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7132 |
0.7110 |
-0.0022 |
-0.3% |
0.7237 |
| High |
0.7178 |
0.7124 |
-0.0054 |
-0.8% |
0.7274 |
| Low |
0.7102 |
0.7090 |
-0.0013 |
-0.2% |
0.7117 |
| Close |
0.7117 |
0.7094 |
-0.0023 |
-0.3% |
0.7132 |
| Range |
0.0076 |
0.0034 |
-0.0042 |
-55.0% |
0.0157 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
2,404 |
2,267 |
-137 |
-5.7% |
2,875 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7204 |
0.7183 |
0.7113 |
|
| R3 |
0.7170 |
0.7149 |
0.7103 |
|
| R2 |
0.7136 |
0.7136 |
0.7100 |
|
| R1 |
0.7115 |
0.7115 |
0.7097 |
0.7109 |
| PP |
0.7102 |
0.7102 |
0.7102 |
0.7099 |
| S1 |
0.7081 |
0.7081 |
0.7091 |
0.7075 |
| S2 |
0.7068 |
0.7068 |
0.7088 |
|
| S3 |
0.7034 |
0.7047 |
0.7085 |
|
| S4 |
0.7000 |
0.7013 |
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 |
0.7213 |
0.7068 |
0.0145 |
2.0% |
0.0071 |
1.0% |
18% |
False |
False |
2,534 |
| 10 |
0.7297 |
0.7068 |
0.0229 |
3.2% |
0.0057 |
0.8% |
11% |
False |
False |
1,569 |
| 20 |
0.7473 |
0.7068 |
0.0405 |
5.7% |
0.0056 |
0.8% |
6% |
False |
False |
916 |
| 40 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0050 |
0.7% |
5% |
False |
False |
510 |
| 60 |
0.7553 |
0.7068 |
0.0485 |
6.8% |
0.0054 |
0.8% |
5% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7268 |
|
2.618 |
0.7213 |
|
1.618 |
0.7179 |
|
1.000 |
0.7158 |
|
0.618 |
0.7145 |
|
HIGH |
0.7124 |
|
0.618 |
0.7111 |
|
0.500 |
0.7107 |
|
0.382 |
0.7102 |
|
LOW |
0.7090 |
|
0.618 |
0.7068 |
|
1.000 |
0.7056 |
|
1.618 |
0.7034 |
|
2.618 |
0.7000 |
|
4.250 |
0.6945 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7107 |
0.7123 |
| PP |
0.7102 |
0.7113 |
| S1 |
0.7098 |
0.7104 |
|