CME Australian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7117 |
0.7034 |
-0.0083 |
-1.2% |
0.7176 |
| High |
0.7123 |
0.7047 |
-0.0076 |
-1.1% |
0.7189 |
| Low |
0.7025 |
0.6968 |
-0.0057 |
-0.8% |
0.6968 |
| Close |
0.7027 |
0.6983 |
-0.0044 |
-0.6% |
0.6983 |
| Range |
0.0098 |
0.0079 |
-0.0020 |
-19.9% |
0.0221 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
112,968 |
124,972 |
12,004 |
10.6% |
552,635 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7235 |
0.7187 |
0.7026 |
|
| R3 |
0.7156 |
0.7109 |
0.7005 |
|
| R2 |
0.7078 |
0.7078 |
0.6997 |
|
| R1 |
0.7030 |
0.7030 |
0.6990 |
0.7015 |
| PP |
0.6999 |
0.6999 |
0.6999 |
0.6991 |
| S1 |
0.6952 |
0.6952 |
0.6976 |
0.6936 |
| S2 |
0.6921 |
0.6921 |
0.6969 |
|
| S3 |
0.6842 |
0.6873 |
0.6961 |
|
| S4 |
0.6764 |
0.6795 |
0.6940 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7566 |
0.7104 |
|
| R3 |
0.7488 |
0.7346 |
0.7044 |
|
| R2 |
0.7267 |
0.7267 |
0.7023 |
|
| R1 |
0.7125 |
0.7125 |
0.7003 |
0.7086 |
| PP |
0.7047 |
0.7047 |
0.7047 |
0.7027 |
| S1 |
0.6905 |
0.6905 |
0.6963 |
0.6865 |
| S2 |
0.6826 |
0.6826 |
0.6943 |
|
| S3 |
0.6606 |
0.6684 |
0.6922 |
|
| S4 |
0.6385 |
0.6464 |
0.6862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7189 |
0.6968 |
0.0221 |
3.2% |
0.0083 |
1.2% |
7% |
False |
True |
110,527 |
| 10 |
0.7295 |
0.6968 |
0.0327 |
4.7% |
0.0076 |
1.1% |
5% |
False |
True |
101,363 |
| 20 |
0.7316 |
0.6968 |
0.0348 |
5.0% |
0.0069 |
1.0% |
4% |
False |
True |
84,501 |
| 40 |
0.7316 |
0.6968 |
0.0348 |
5.0% |
0.0065 |
0.9% |
4% |
False |
True |
72,468 |
| 60 |
0.7473 |
0.6968 |
0.0505 |
7.2% |
0.0062 |
0.9% |
3% |
False |
True |
48,584 |
| 80 |
0.7553 |
0.6968 |
0.0585 |
8.4% |
0.0058 |
0.8% |
3% |
False |
True |
36,462 |
| 100 |
0.7553 |
0.6968 |
0.0585 |
8.4% |
0.0059 |
0.8% |
3% |
False |
True |
29,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7380 |
|
2.618 |
0.7252 |
|
1.618 |
0.7174 |
|
1.000 |
0.7125 |
|
0.618 |
0.7095 |
|
HIGH |
0.7047 |
|
0.618 |
0.7017 |
|
0.500 |
0.7007 |
|
0.382 |
0.6998 |
|
LOW |
0.6968 |
|
0.618 |
0.6919 |
|
1.000 |
0.6890 |
|
1.618 |
0.6841 |
|
2.618 |
0.6762 |
|
4.250 |
0.6634 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7007 |
0.7075 |
| PP |
0.6999 |
0.7045 |
| S1 |
0.6991 |
0.7014 |
|