CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7336 |
0.0011 |
0.1% |
0.7460 |
| High |
0.7342 |
0.7353 |
0.0011 |
0.1% |
0.7472 |
| Low |
0.7304 |
0.7277 |
-0.0028 |
-0.4% |
0.7348 |
| Close |
0.7329 |
0.7298 |
-0.0032 |
-0.4% |
0.7367 |
| Range |
0.0038 |
0.0076 |
0.0038 |
100.0% |
0.0124 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
66,201 |
78,648 |
12,447 |
18.8% |
339,883 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7537 |
0.7493 |
0.7339 |
|
| R3 |
0.7461 |
0.7417 |
0.7318 |
|
| R2 |
0.7385 |
0.7385 |
0.7311 |
|
| R1 |
0.7341 |
0.7341 |
0.7304 |
0.7325 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7301 |
| S1 |
0.7265 |
0.7265 |
0.7291 |
0.7249 |
| S2 |
0.7233 |
0.7233 |
0.7284 |
|
| S3 |
0.7157 |
0.7189 |
0.7277 |
|
| S4 |
0.7081 |
0.7113 |
0.7256 |
|
|
| 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 |
0.7277 |
0.0136 |
1.9% |
0.0062 |
0.8% |
15% |
False |
True |
79,944 |
| 10 |
0.7482 |
0.7277 |
0.0206 |
2.8% |
0.0064 |
0.9% |
10% |
False |
True |
65,410 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0064 |
0.9% |
50% |
False |
False |
33,057 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0058 |
0.8% |
50% |
False |
False |
16,575 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0059 |
0.8% |
37% |
False |
False |
11,065 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0060 |
0.8% |
27% |
False |
False |
8,310 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
24% |
False |
False |
6,650 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
24% |
False |
False |
5,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7551 |
|
1.618 |
0.7475 |
|
1.000 |
0.7429 |
|
0.618 |
0.7399 |
|
HIGH |
0.7353 |
|
0.618 |
0.7323 |
|
0.500 |
0.7315 |
|
0.382 |
0.7306 |
|
LOW |
0.7277 |
|
0.618 |
0.7230 |
|
1.000 |
0.7201 |
|
1.618 |
0.7154 |
|
2.618 |
0.7078 |
|
4.250 |
0.6954 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7327 |
| PP |
0.7309 |
0.7317 |
| S1 |
0.7303 |
0.7307 |
|