CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7371 |
0.7375 |
0.0004 |
0.0% |
0.7460 |
| High |
0.7397 |
0.7413 |
0.0016 |
0.2% |
0.7472 |
| Low |
0.7350 |
0.7352 |
0.0002 |
0.0% |
0.7348 |
| Close |
0.7374 |
0.7367 |
-0.0007 |
-0.1% |
0.7367 |
| Range |
0.0047 |
0.0061 |
0.0014 |
29.8% |
0.0124 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
75,897 |
92,560 |
16,663 |
22.0% |
339,883 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7525 |
0.7401 |
|
| R3 |
0.7499 |
0.7464 |
0.7384 |
|
| R2 |
0.7438 |
0.7438 |
0.7378 |
|
| R1 |
0.7403 |
0.7403 |
0.7373 |
0.7390 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7371 |
| S1 |
0.7342 |
0.7342 |
0.7361 |
0.7329 |
| S2 |
0.7316 |
0.7316 |
0.7356 |
|
| S3 |
0.7255 |
0.7281 |
0.7350 |
|
| S4 |
0.7194 |
0.7220 |
0.7333 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7691 |
0.7435 |
|
| R3 |
0.7643 |
0.7567 |
0.7401 |
|
| R2 |
0.7519 |
0.7519 |
0.7390 |
|
| R1 |
0.7443 |
0.7443 |
0.7378 |
0.7419 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7383 |
| S1 |
0.7319 |
0.7319 |
0.7356 |
0.7295 |
| S2 |
0.7271 |
0.7271 |
0.7344 |
|
| S3 |
0.7147 |
0.7195 |
0.7333 |
|
| S4 |
0.7023 |
0.7071 |
0.7299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7482 |
0.7348 |
0.0135 |
1.8% |
0.0069 |
0.9% |
14% |
False |
False |
69,137 |
| 10 |
0.7482 |
0.7226 |
0.0256 |
3.5% |
0.0065 |
0.9% |
55% |
False |
False |
35,121 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0064 |
0.9% |
69% |
False |
False |
17,739 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0058 |
0.8% |
69% |
False |
False |
8,901 |
| 60 |
0.7646 |
0.7111 |
0.0536 |
7.3% |
0.0061 |
0.8% |
48% |
False |
False |
5,951 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0059 |
0.8% |
37% |
False |
False |
4,471 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
33% |
False |
False |
3,579 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
33% |
False |
False |
2,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7572 |
|
1.618 |
0.7511 |
|
1.000 |
0.7474 |
|
0.618 |
0.7450 |
|
HIGH |
0.7413 |
|
0.618 |
0.7389 |
|
0.500 |
0.7382 |
|
0.382 |
0.7375 |
|
LOW |
0.7352 |
|
0.618 |
0.7314 |
|
1.000 |
0.7291 |
|
1.618 |
0.7253 |
|
2.618 |
0.7192 |
|
4.250 |
0.7092 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7380 |
| PP |
0.7377 |
0.7376 |
| S1 |
0.7372 |
0.7371 |
|