CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7223 |
0.7162 |
-0.0061 |
-0.8% |
0.7270 |
| High |
0.7225 |
0.7189 |
-0.0036 |
-0.5% |
0.7278 |
| Low |
0.7147 |
0.7131 |
-0.0017 |
-0.2% |
0.7131 |
| Close |
0.7167 |
0.7186 |
0.0019 |
0.3% |
0.7186 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.5% |
0.0148 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
87,387 |
63,674 |
-23,713 |
-27.1% |
340,471 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7344 |
0.7323 |
0.7218 |
|
| R3 |
0.7285 |
0.7265 |
0.7202 |
|
| R2 |
0.7227 |
0.7227 |
0.7196 |
|
| R1 |
0.7206 |
0.7206 |
0.7191 |
0.7217 |
| PP |
0.7168 |
0.7168 |
0.7168 |
0.7174 |
| S1 |
0.7148 |
0.7148 |
0.7180 |
0.7158 |
| S2 |
0.7110 |
0.7110 |
0.7175 |
|
| S3 |
0.7051 |
0.7089 |
0.7169 |
|
| S4 |
0.6993 |
0.7031 |
0.7153 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7641 |
0.7561 |
0.7267 |
|
| R3 |
0.7493 |
0.7413 |
0.7226 |
|
| R2 |
0.7346 |
0.7346 |
0.7213 |
|
| R1 |
0.7266 |
0.7266 |
0.7199 |
0.7232 |
| PP |
0.7198 |
0.7198 |
0.7198 |
0.7181 |
| S1 |
0.7118 |
0.7118 |
0.7172 |
0.7084 |
| S2 |
0.7051 |
0.7051 |
0.7158 |
|
| S3 |
0.6903 |
0.6971 |
0.7145 |
|
| S4 |
0.6756 |
0.6823 |
0.7104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7278 |
0.7131 |
0.0148 |
2.1% |
0.0070 |
1.0% |
37% |
False |
True |
68,094 |
| 10 |
0.7279 |
0.7131 |
0.0149 |
2.1% |
0.0056 |
0.8% |
37% |
False |
True |
56,216 |
| 20 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0060 |
0.8% |
52% |
False |
False |
63,534 |
| 40 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0060 |
0.8% |
50% |
False |
False |
40,135 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0056 |
0.8% |
34% |
False |
False |
26,813 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
34% |
False |
False |
20,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7438 |
|
2.618 |
0.7342 |
|
1.618 |
0.7284 |
|
1.000 |
0.7248 |
|
0.618 |
0.7225 |
|
HIGH |
0.7189 |
|
0.618 |
0.7167 |
|
0.500 |
0.7160 |
|
0.382 |
0.7153 |
|
LOW |
0.7131 |
|
0.618 |
0.7094 |
|
1.000 |
0.7072 |
|
1.618 |
0.7036 |
|
2.618 |
0.6977 |
|
4.250 |
0.6882 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7177 |
0.7202 |
| PP |
0.7168 |
0.7197 |
| S1 |
0.7160 |
0.7191 |
|