CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7182 |
0.7175 |
-0.0007 |
-0.1% |
0.7270 |
| High |
0.7204 |
0.7215 |
0.0011 |
0.2% |
0.7278 |
| Low |
0.7150 |
0.7157 |
0.0007 |
0.1% |
0.7131 |
| Close |
0.7171 |
0.7210 |
0.0039 |
0.5% |
0.7186 |
| Range |
0.0054 |
0.0059 |
0.0005 |
8.3% |
0.0148 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
64,798 |
64,013 |
-785 |
-1.2% |
340,471 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7348 |
0.7242 |
|
| R3 |
0.7311 |
0.7289 |
0.7226 |
|
| R2 |
0.7252 |
0.7252 |
0.7220 |
|
| R1 |
0.7231 |
0.7231 |
0.7215 |
0.7242 |
| PP |
0.7194 |
0.7194 |
0.7194 |
0.7199 |
| S1 |
0.7172 |
0.7172 |
0.7204 |
0.7183 |
| S2 |
0.7135 |
0.7135 |
0.7199 |
|
| S3 |
0.7077 |
0.7114 |
0.7193 |
|
| S4 |
0.7018 |
0.7055 |
0.7177 |
|
|
| 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 |
0.7274 |
0.7131 |
0.0144 |
2.0% |
0.0061 |
0.8% |
55% |
False |
False |
69,328 |
| 10 |
0.7279 |
0.7131 |
0.0149 |
2.1% |
0.0059 |
0.8% |
53% |
False |
False |
61,674 |
| 20 |
0.7279 |
0.7084 |
0.0195 |
2.7% |
0.0060 |
0.8% |
64% |
False |
False |
63,044 |
| 40 |
0.7372 |
0.6998 |
0.0374 |
5.2% |
0.0060 |
0.8% |
57% |
False |
False |
43,347 |
| 60 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
38% |
False |
False |
28,960 |
| 80 |
0.7553 |
0.6998 |
0.0555 |
7.7% |
0.0057 |
0.8% |
38% |
False |
False |
21,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7368 |
|
1.618 |
0.7310 |
|
1.000 |
0.7274 |
|
0.618 |
0.7251 |
|
HIGH |
0.7215 |
|
0.618 |
0.7193 |
|
0.500 |
0.7186 |
|
0.382 |
0.7179 |
|
LOW |
0.7157 |
|
0.618 |
0.7120 |
|
1.000 |
0.7098 |
|
1.618 |
0.7062 |
|
2.618 |
0.7003 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7202 |
0.7197 |
| PP |
0.7194 |
0.7185 |
| S1 |
0.7186 |
0.7173 |
|