CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7184 |
0.7130 |
-0.0054 |
-0.8% |
0.7167 |
| High |
0.7186 |
0.7132 |
-0.0054 |
-0.8% |
0.7227 |
| Low |
0.7126 |
0.7084 |
-0.0042 |
-0.6% |
0.7093 |
| Close |
0.7138 |
0.7112 |
-0.0027 |
-0.4% |
0.7138 |
| Range |
0.0061 |
0.0048 |
-0.0013 |
-20.7% |
0.0134 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
69,566 |
74,521 |
4,955 |
7.1% |
389,763 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7253 |
0.7230 |
0.7138 |
|
| R3 |
0.7205 |
0.7182 |
0.7125 |
|
| R2 |
0.7157 |
0.7157 |
0.7120 |
|
| R1 |
0.7134 |
0.7134 |
0.7116 |
0.7122 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7103 |
| S1 |
0.7086 |
0.7086 |
0.7107 |
0.7074 |
| S2 |
0.7061 |
0.7061 |
0.7103 |
|
| S3 |
0.7013 |
0.7038 |
0.7098 |
|
| S4 |
0.6965 |
0.6990 |
0.7085 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7480 |
0.7212 |
|
| R3 |
0.7421 |
0.7346 |
0.7175 |
|
| R2 |
0.7287 |
0.7287 |
0.7163 |
|
| R1 |
0.7212 |
0.7212 |
0.7150 |
0.7183 |
| PP |
0.7153 |
0.7153 |
0.7153 |
0.7138 |
| S1 |
0.7078 |
0.7078 |
0.7126 |
0.7049 |
| S2 |
0.7019 |
0.7019 |
0.7113 |
|
| S3 |
0.6885 |
0.6944 |
0.7101 |
|
| S4 |
0.6751 |
0.6810 |
0.7064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7227 |
0.7084 |
0.0143 |
2.0% |
0.0064 |
0.9% |
19% |
False |
True |
80,224 |
| 10 |
0.7227 |
0.7044 |
0.0183 |
2.6% |
0.0064 |
0.9% |
37% |
False |
False |
82,197 |
| 20 |
0.7274 |
0.6998 |
0.0276 |
3.9% |
0.0063 |
0.9% |
41% |
False |
False |
43,608 |
| 40 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0057 |
0.8% |
20% |
False |
False |
21,938 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.8% |
0.0055 |
0.8% |
20% |
False |
False |
14,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7336 |
|
2.618 |
0.7258 |
|
1.618 |
0.7210 |
|
1.000 |
0.7180 |
|
0.618 |
0.7162 |
|
HIGH |
0.7132 |
|
0.618 |
0.7114 |
|
0.500 |
0.7108 |
|
0.382 |
0.7102 |
|
LOW |
0.7084 |
|
0.618 |
0.7054 |
|
1.000 |
0.7036 |
|
1.618 |
0.7006 |
|
2.618 |
0.6958 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7110 |
0.7156 |
| PP |
0.7109 |
0.7141 |
| S1 |
0.7108 |
0.7126 |
|