CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7249 |
0.7270 |
0.0022 |
0.3% |
0.7231 |
| High |
0.7279 |
0.7278 |
-0.0001 |
0.0% |
0.7279 |
| Low |
0.7246 |
0.7185 |
-0.0061 |
-0.8% |
0.7207 |
| Close |
0.7278 |
0.7192 |
-0.0086 |
-1.2% |
0.7278 |
| Range |
0.0034 |
0.0094 |
0.0060 |
179.1% |
0.0072 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.6% |
0.0000 |
| Volume |
41,669 |
59,070 |
17,401 |
41.8% |
221,690 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7499 |
0.7439 |
0.7243 |
|
| R3 |
0.7405 |
0.7345 |
0.7218 |
|
| R2 |
0.7312 |
0.7312 |
0.7209 |
|
| R1 |
0.7252 |
0.7252 |
0.7201 |
0.7235 |
| PP |
0.7218 |
0.7218 |
0.7218 |
0.7210 |
| S1 |
0.7158 |
0.7158 |
0.7183 |
0.7142 |
| S2 |
0.7125 |
0.7125 |
0.7175 |
|
| S3 |
0.7031 |
0.7065 |
0.7166 |
|
| S4 |
0.6938 |
0.6971 |
0.7141 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7446 |
0.7318 |
|
| R3 |
0.7399 |
0.7374 |
0.7298 |
|
| R2 |
0.7327 |
0.7327 |
0.7291 |
|
| R1 |
0.7302 |
0.7302 |
0.7285 |
0.7315 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7261 |
| S1 |
0.7230 |
0.7230 |
0.7271 |
0.7243 |
| S2 |
0.7183 |
0.7183 |
0.7265 |
|
| S3 |
0.7111 |
0.7158 |
0.7258 |
|
| S4 |
0.7039 |
0.7086 |
0.7238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7279 |
0.7185 |
0.0095 |
1.3% |
0.0053 |
0.7% |
8% |
False |
True |
48,534 |
| 10 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0056 |
0.8% |
55% |
False |
False |
52,407 |
| 20 |
0.7279 |
0.7005 |
0.0274 |
3.8% |
0.0060 |
0.8% |
68% |
False |
False |
64,598 |
| 40 |
0.7434 |
0.6998 |
0.0436 |
6.1% |
0.0059 |
0.8% |
45% |
False |
False |
33,134 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0055 |
0.8% |
35% |
False |
False |
22,126 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
35% |
False |
False |
16,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7675 |
|
2.618 |
0.7523 |
|
1.618 |
0.7429 |
|
1.000 |
0.7372 |
|
0.618 |
0.7336 |
|
HIGH |
0.7278 |
|
0.618 |
0.7242 |
|
0.500 |
0.7231 |
|
0.382 |
0.7220 |
|
LOW |
0.7185 |
|
0.618 |
0.7127 |
|
1.000 |
0.7091 |
|
1.618 |
0.7033 |
|
2.618 |
0.6940 |
|
4.250 |
0.6787 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7231 |
0.7232 |
| PP |
0.7218 |
0.7219 |
| S1 |
0.7205 |
0.7205 |
|