CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7373 |
0.0016 |
0.2% |
0.7460 |
| High |
0.7413 |
0.7377 |
-0.0036 |
-0.5% |
0.7472 |
| Low |
0.7339 |
0.7317 |
-0.0023 |
-0.3% |
0.7348 |
| Close |
0.7364 |
0.7322 |
-0.0042 |
-0.6% |
0.7367 |
| Range |
0.0074 |
0.0060 |
-0.0014 |
-18.4% |
0.0124 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
76,829 |
85,486 |
8,657 |
11.3% |
339,883 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7480 |
0.7355 |
|
| R3 |
0.7458 |
0.7420 |
0.7338 |
|
| R2 |
0.7398 |
0.7398 |
0.7333 |
|
| R1 |
0.7360 |
0.7360 |
0.7327 |
0.7349 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7333 |
| S1 |
0.7300 |
0.7300 |
0.7316 |
0.7289 |
| S2 |
0.7278 |
0.7278 |
0.7311 |
|
| S3 |
0.7218 |
0.7240 |
0.7305 |
|
| S4 |
0.7158 |
0.7180 |
0.7289 |
|
|
| 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 |
0.7413 |
0.7317 |
0.0096 |
1.3% |
0.0060 |
0.8% |
5% |
False |
True |
93,607 |
| 10 |
0.7482 |
0.7292 |
0.0190 |
2.6% |
0.0066 |
0.9% |
16% |
False |
False |
51,217 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0065 |
0.9% |
57% |
False |
False |
25,849 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0059 |
0.8% |
57% |
False |
False |
12,957 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0060 |
0.8% |
41% |
False |
False |
8,652 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0060 |
0.8% |
31% |
False |
False |
6,500 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
27% |
False |
False |
5,202 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
27% |
False |
False |
4,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7534 |
|
1.618 |
0.7474 |
|
1.000 |
0.7437 |
|
0.618 |
0.7414 |
|
HIGH |
0.7377 |
|
0.618 |
0.7354 |
|
0.500 |
0.7347 |
|
0.382 |
0.7339 |
|
LOW |
0.7317 |
|
0.618 |
0.7279 |
|
1.000 |
0.7257 |
|
1.618 |
0.7219 |
|
2.618 |
0.7159 |
|
4.250 |
0.7062 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7365 |
| PP |
0.7338 |
0.7350 |
| S1 |
0.7330 |
0.7336 |
|