CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7167 |
0.7134 |
-0.0034 |
-0.5% |
0.7005 |
| High |
0.7179 |
0.7139 |
-0.0041 |
-0.6% |
0.7191 |
| Low |
0.7113 |
0.7093 |
-0.0020 |
-0.3% |
0.7005 |
| Close |
0.7141 |
0.7109 |
-0.0032 |
-0.4% |
0.7172 |
| Range |
0.0066 |
0.0046 |
-0.0021 |
-31.1% |
0.0186 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
63,164 |
68,775 |
5,611 |
8.9% |
378,136 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7250 |
0.7225 |
0.7134 |
|
| R3 |
0.7204 |
0.7179 |
0.7121 |
|
| R2 |
0.7159 |
0.7159 |
0.7117 |
|
| R1 |
0.7134 |
0.7134 |
0.7113 |
0.7124 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7108 |
| S1 |
0.7088 |
0.7088 |
0.7104 |
0.7078 |
| S2 |
0.7068 |
0.7068 |
0.7100 |
|
| S3 |
0.7022 |
0.7043 |
0.7096 |
|
| S4 |
0.6977 |
0.6997 |
0.7083 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7612 |
0.7274 |
|
| R3 |
0.7495 |
0.7426 |
0.7223 |
|
| R2 |
0.7309 |
0.7309 |
0.7206 |
|
| R1 |
0.7240 |
0.7240 |
0.7189 |
0.7274 |
| PP |
0.7123 |
0.7123 |
0.7123 |
0.7140 |
| S1 |
0.7054 |
0.7054 |
0.7154 |
0.7088 |
| S2 |
0.6937 |
0.6937 |
0.7137 |
|
| S3 |
0.6751 |
0.6868 |
0.7120 |
|
| S4 |
0.6565 |
0.6682 |
0.7069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7191 |
0.7093 |
0.0098 |
1.4% |
0.0056 |
0.8% |
16% |
False |
True |
87,698 |
| 10 |
0.7191 |
0.6998 |
0.0193 |
2.7% |
0.0063 |
0.9% |
57% |
False |
False |
52,995 |
| 20 |
0.7367 |
0.6998 |
0.0369 |
5.2% |
0.0060 |
0.8% |
30% |
False |
False |
27,074 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
20% |
False |
False |
13,637 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
20% |
False |
False |
9,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7332 |
|
2.618 |
0.7258 |
|
1.618 |
0.7212 |
|
1.000 |
0.7184 |
|
0.618 |
0.7167 |
|
HIGH |
0.7139 |
|
0.618 |
0.7121 |
|
0.500 |
0.7116 |
|
0.382 |
0.7110 |
|
LOW |
0.7093 |
|
0.618 |
0.7065 |
|
1.000 |
0.7048 |
|
1.618 |
0.7019 |
|
2.618 |
0.6974 |
|
4.250 |
0.6900 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7116 |
0.7139 |
| PP |
0.7113 |
0.7129 |
| S1 |
0.7111 |
0.7119 |
|