CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7325 |
-0.0048 |
-0.6% |
0.7460 |
| High |
0.7377 |
0.7342 |
-0.0035 |
-0.5% |
0.7472 |
| Low |
0.7317 |
0.7304 |
-0.0013 |
-0.2% |
0.7348 |
| Close |
0.7322 |
0.7329 |
0.0008 |
0.1% |
0.7367 |
| Range |
0.0060 |
0.0038 |
-0.0022 |
-36.7% |
0.0124 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
85,486 |
66,201 |
-19,285 |
-22.6% |
339,883 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7422 |
0.7350 |
|
| R3 |
0.7401 |
0.7384 |
0.7339 |
|
| R2 |
0.7363 |
0.7363 |
0.7336 |
|
| R1 |
0.7346 |
0.7346 |
0.7332 |
0.7355 |
| PP |
0.7325 |
0.7325 |
0.7325 |
0.7329 |
| S1 |
0.7308 |
0.7308 |
0.7326 |
0.7317 |
| S2 |
0.7287 |
0.7287 |
0.7322 |
|
| S3 |
0.7249 |
0.7270 |
0.7319 |
|
| S4 |
0.7211 |
0.7232 |
0.7308 |
|
|
| 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 |
0.7304 |
0.0109 |
1.5% |
0.0056 |
0.8% |
23% |
False |
True |
79,394 |
| 10 |
0.7482 |
0.7304 |
0.0178 |
2.4% |
0.0064 |
0.9% |
14% |
False |
True |
57,731 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0062 |
0.9% |
59% |
False |
False |
29,140 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0058 |
0.8% |
59% |
False |
False |
14,611 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0059 |
0.8% |
43% |
False |
False |
9,754 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0059 |
0.8% |
32% |
False |
False |
7,327 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
28% |
False |
False |
5,864 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
28% |
False |
False |
4,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7504 |
|
2.618 |
0.7441 |
|
1.618 |
0.7403 |
|
1.000 |
0.7380 |
|
0.618 |
0.7365 |
|
HIGH |
0.7342 |
|
0.618 |
0.7327 |
|
0.500 |
0.7323 |
|
0.382 |
0.7319 |
|
LOW |
0.7304 |
|
0.618 |
0.7281 |
|
1.000 |
0.7266 |
|
1.618 |
0.7243 |
|
2.618 |
0.7205 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7358 |
| PP |
0.7325 |
0.7349 |
| S1 |
0.7323 |
0.7339 |
|