CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7134 |
0.7104 |
-0.0030 |
-0.4% |
0.7005 |
| High |
0.7139 |
0.7181 |
0.0043 |
0.6% |
0.7191 |
| Low |
0.7093 |
0.7096 |
0.0003 |
0.0% |
0.7005 |
| Close |
0.7109 |
0.7146 |
0.0038 |
0.5% |
0.7172 |
| Range |
0.0046 |
0.0086 |
0.0040 |
87.9% |
0.0186 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.1% |
0.0000 |
| Volume |
68,775 |
88,672 |
19,897 |
28.9% |
378,136 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7397 |
0.7357 |
0.7193 |
|
| R3 |
0.7312 |
0.7272 |
0.7170 |
|
| R2 |
0.7226 |
0.7226 |
0.7162 |
|
| R1 |
0.7186 |
0.7186 |
0.7154 |
0.7206 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7151 |
| S1 |
0.7101 |
0.7101 |
0.7138 |
0.7121 |
| S2 |
0.7055 |
0.7055 |
0.7130 |
|
| S3 |
0.6970 |
0.7015 |
0.7122 |
|
| S4 |
0.6884 |
0.6930 |
0.7099 |
|
|
| 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% |
0.0060 |
0.8% |
54% |
False |
False |
75,435 |
| 10 |
0.7191 |
0.6998 |
0.0193 |
2.7% |
0.0064 |
0.9% |
77% |
False |
False |
61,622 |
| 20 |
0.7306 |
0.6998 |
0.0308 |
4.3% |
0.0061 |
0.9% |
48% |
False |
False |
31,500 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0057 |
0.8% |
27% |
False |
False |
15,851 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0056 |
0.8% |
27% |
False |
False |
10,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7405 |
|
1.618 |
0.7319 |
|
1.000 |
0.7267 |
|
0.618 |
0.7234 |
|
HIGH |
0.7181 |
|
0.618 |
0.7148 |
|
0.500 |
0.7138 |
|
0.382 |
0.7128 |
|
LOW |
0.7096 |
|
0.618 |
0.7043 |
|
1.000 |
0.7010 |
|
1.618 |
0.6957 |
|
2.618 |
0.6872 |
|
4.250 |
0.6732 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7143 |
0.7143 |
| PP |
0.7141 |
0.7140 |
| S1 |
0.7138 |
0.7137 |
|