CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7240 |
0.7223 |
-0.0017 |
-0.2% |
0.7231 |
| High |
0.7274 |
0.7225 |
-0.0050 |
-0.7% |
0.7279 |
| Low |
0.7217 |
0.7147 |
-0.0070 |
-1.0% |
0.7207 |
| Close |
0.7224 |
0.7167 |
-0.0058 |
-0.8% |
0.7278 |
| Range |
0.0058 |
0.0078 |
0.0020 |
34.8% |
0.0072 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.1% |
0.0000 |
| Volume |
66,770 |
87,387 |
20,617 |
30.9% |
221,690 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7367 |
0.7209 |
|
| R3 |
0.7334 |
0.7289 |
0.7188 |
|
| R2 |
0.7257 |
0.7257 |
0.7181 |
|
| R1 |
0.7212 |
0.7212 |
0.7174 |
0.7196 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7171 |
| S1 |
0.7134 |
0.7134 |
0.7159 |
0.7118 |
| S2 |
0.7102 |
0.7102 |
0.7152 |
|
| S3 |
0.7024 |
0.7057 |
0.7145 |
|
| S4 |
0.6947 |
0.6979 |
0.7124 |
|
|
| 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 |
0.7147 |
0.0132 |
1.8% |
0.0065 |
0.9% |
15% |
False |
True |
63,693 |
| 10 |
0.7279 |
0.7147 |
0.0132 |
1.8% |
0.0056 |
0.8% |
15% |
False |
True |
55,495 |
| 20 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0060 |
0.8% |
42% |
False |
False |
64,406 |
| 40 |
0.7395 |
0.6998 |
0.0397 |
5.5% |
0.0060 |
0.8% |
42% |
False |
False |
38,548 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
30% |
False |
False |
25,752 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
30% |
False |
False |
19,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7427 |
|
1.618 |
0.7350 |
|
1.000 |
0.7302 |
|
0.618 |
0.7272 |
|
HIGH |
0.7225 |
|
0.618 |
0.7195 |
|
0.500 |
0.7186 |
|
0.382 |
0.7177 |
|
LOW |
0.7147 |
|
0.618 |
0.7099 |
|
1.000 |
0.7070 |
|
1.618 |
0.7022 |
|
2.618 |
0.6944 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7211 |
| PP |
0.7179 |
0.7196 |
| S1 |
0.7173 |
0.7181 |
|