CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7110 |
0.7099 |
-0.0011 |
-0.2% |
0.7134 |
| High |
0.7124 |
0.7099 |
-0.0025 |
-0.4% |
0.7178 |
| Low |
0.7090 |
0.6998 |
-0.0092 |
-1.3% |
0.6998 |
| Close |
0.7094 |
0.7003 |
-0.0091 |
-1.3% |
0.7003 |
| Range |
0.0034 |
0.0101 |
0.0067 |
195.6% |
0.0180 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.6% |
0.0000 |
| Volume |
2,267 |
15,212 |
12,945 |
571.0% |
26,882 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7335 |
0.7269 |
0.7058 |
|
| R3 |
0.7234 |
0.7169 |
0.7031 |
|
| R2 |
0.7134 |
0.7134 |
0.7021 |
|
| R1 |
0.7068 |
0.7068 |
0.7012 |
0.7051 |
| PP |
0.7033 |
0.7033 |
0.7033 |
0.7024 |
| S1 |
0.6968 |
0.6968 |
0.6994 |
0.6950 |
| S2 |
0.6933 |
0.6933 |
0.6985 |
|
| S3 |
0.6832 |
0.6867 |
0.6975 |
|
| S4 |
0.6732 |
0.6767 |
0.6948 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7480 |
0.7102 |
|
| R3 |
0.7419 |
0.7301 |
0.7052 |
|
| R2 |
0.7239 |
0.7239 |
0.7036 |
|
| R1 |
0.7121 |
0.7121 |
0.7019 |
0.7090 |
| PP |
0.7060 |
0.7060 |
0.7060 |
0.7044 |
| S1 |
0.6942 |
0.6942 |
0.6987 |
0.6911 |
| S2 |
0.6880 |
0.6880 |
0.6970 |
|
| S3 |
0.6701 |
0.6762 |
0.6954 |
|
| S4 |
0.6521 |
0.6583 |
0.6904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7178 |
0.6998 |
0.0180 |
2.6% |
0.0072 |
1.0% |
3% |
False |
True |
5,376 |
| 10 |
0.7295 |
0.6998 |
0.0297 |
4.2% |
0.0063 |
0.9% |
2% |
False |
True |
3,036 |
| 20 |
0.7434 |
0.6998 |
0.0436 |
6.2% |
0.0057 |
0.8% |
1% |
False |
True |
1,670 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0052 |
0.7% |
1% |
False |
True |
889 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.9% |
0.0055 |
0.8% |
1% |
False |
True |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7526 |
|
2.618 |
0.7362 |
|
1.618 |
0.7261 |
|
1.000 |
0.7199 |
|
0.618 |
0.7161 |
|
HIGH |
0.7099 |
|
0.618 |
0.7060 |
|
0.500 |
0.7048 |
|
0.382 |
0.7036 |
|
LOW |
0.6998 |
|
0.618 |
0.6936 |
|
1.000 |
0.6898 |
|
1.618 |
0.6835 |
|
2.618 |
0.6735 |
|
4.250 |
0.6571 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7048 |
0.7088 |
| PP |
0.7033 |
0.7060 |
| S1 |
0.7018 |
0.7031 |
|