CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7357 |
-0.0018 |
-0.2% |
0.7460 |
| High |
0.7413 |
0.7413 |
0.0000 |
0.0% |
0.7472 |
| Low |
0.7352 |
0.7339 |
-0.0013 |
-0.2% |
0.7348 |
| Close |
0.7367 |
0.7364 |
-0.0004 |
0.0% |
0.7367 |
| Range |
0.0061 |
0.0074 |
0.0013 |
20.5% |
0.0124 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
92,560 |
76,829 |
-15,731 |
-17.0% |
339,883 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7551 |
0.7404 |
|
| R3 |
0.7519 |
0.7478 |
0.7384 |
|
| R2 |
0.7445 |
0.7445 |
0.7377 |
|
| R1 |
0.7404 |
0.7404 |
0.7370 |
0.7425 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7382 |
| S1 |
0.7331 |
0.7331 |
0.7357 |
0.7351 |
| S2 |
0.7298 |
0.7298 |
0.7350 |
|
| S3 |
0.7225 |
0.7257 |
0.7343 |
|
| S4 |
0.7151 |
0.7184 |
0.7323 |
|
|
| 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 |
0.7472 |
0.7339 |
0.0133 |
1.8% |
0.0067 |
0.9% |
18% |
False |
True |
83,342 |
| 10 |
0.7482 |
0.7289 |
0.0193 |
2.6% |
0.0063 |
0.9% |
39% |
False |
False |
42,758 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0065 |
0.9% |
68% |
False |
False |
21,579 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0059 |
0.8% |
68% |
False |
False |
10,821 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0060 |
0.8% |
50% |
False |
False |
7,229 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0060 |
0.8% |
37% |
False |
False |
5,432 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
32% |
False |
False |
4,347 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
32% |
False |
False |
3,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7605 |
|
1.618 |
0.7531 |
|
1.000 |
0.7486 |
|
0.618 |
0.7458 |
|
HIGH |
0.7413 |
|
0.618 |
0.7384 |
|
0.500 |
0.7376 |
|
0.382 |
0.7367 |
|
LOW |
0.7339 |
|
0.618 |
0.7294 |
|
1.000 |
0.7266 |
|
1.618 |
0.7220 |
|
2.618 |
0.7147 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7376 |
0.7376 |
| PP |
0.7372 |
0.7372 |
| S1 |
0.7368 |
0.7368 |
|