CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7188 |
0.7240 |
0.0052 |
0.7% |
0.7231 |
| High |
0.7251 |
0.7274 |
0.0024 |
0.3% |
0.7279 |
| Low |
0.7187 |
0.7217 |
0.0030 |
0.4% |
0.7207 |
| Close |
0.7244 |
0.7224 |
-0.0020 |
-0.3% |
0.7278 |
| Range |
0.0064 |
0.0058 |
-0.0007 |
-10.2% |
0.0072 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,570 |
66,770 |
3,200 |
5.0% |
221,690 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7411 |
0.7375 |
0.7256 |
|
| R3 |
0.7353 |
0.7317 |
0.7240 |
|
| R2 |
0.7296 |
0.7296 |
0.7235 |
|
| R1 |
0.7260 |
0.7260 |
0.7229 |
0.7249 |
| PP |
0.7238 |
0.7238 |
0.7238 |
0.7233 |
| S1 |
0.7202 |
0.7202 |
0.7219 |
0.7192 |
| S2 |
0.7181 |
0.7181 |
0.7213 |
|
| S3 |
0.7123 |
0.7145 |
0.7208 |
|
| S4 |
0.7066 |
0.7087 |
0.7192 |
|
|
| 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% |
0.0056 |
0.8% |
42% |
False |
False |
56,815 |
| 10 |
0.7279 |
0.7122 |
0.0157 |
2.2% |
0.0058 |
0.8% |
65% |
False |
False |
52,804 |
| 20 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0060 |
0.8% |
72% |
False |
False |
67,536 |
| 40 |
0.7434 |
0.6998 |
0.0436 |
6.0% |
0.0060 |
0.8% |
52% |
False |
False |
36,371 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0055 |
0.8% |
41% |
False |
False |
24,297 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
41% |
False |
False |
18,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7425 |
|
1.618 |
0.7367 |
|
1.000 |
0.7332 |
|
0.618 |
0.7310 |
|
HIGH |
0.7274 |
|
0.618 |
0.7252 |
|
0.500 |
0.7245 |
|
0.382 |
0.7238 |
|
LOW |
0.7217 |
|
0.618 |
0.7181 |
|
1.000 |
0.7159 |
|
1.618 |
0.7123 |
|
2.618 |
0.7066 |
|
4.250 |
0.6972 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7245 |
0.7231 |
| PP |
0.7238 |
0.7229 |
| S1 |
0.7231 |
0.7226 |
|