CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7298 |
-0.0038 |
-0.5% |
0.7357 |
| High |
0.7353 |
0.7324 |
-0.0029 |
-0.4% |
0.7413 |
| Low |
0.7277 |
0.7264 |
-0.0013 |
-0.2% |
0.7264 |
| Close |
0.7298 |
0.7275 |
-0.0023 |
-0.3% |
0.7275 |
| Range |
0.0076 |
0.0060 |
-0.0016 |
-21.1% |
0.0149 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,648 |
83,943 |
5,295 |
6.7% |
391,107 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7431 |
0.7308 |
|
| R3 |
0.7408 |
0.7371 |
0.7291 |
|
| R2 |
0.7348 |
0.7348 |
0.7286 |
|
| R1 |
0.7311 |
0.7311 |
0.7280 |
0.7299 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7282 |
| S1 |
0.7251 |
0.7251 |
0.7269 |
0.7239 |
| S2 |
0.7228 |
0.7228 |
0.7264 |
|
| S3 |
0.7168 |
0.7191 |
0.7258 |
|
| S4 |
0.7108 |
0.7131 |
0.7242 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7667 |
0.7356 |
|
| R3 |
0.7614 |
0.7519 |
0.7315 |
|
| R2 |
0.7466 |
0.7466 |
0.7302 |
|
| R1 |
0.7370 |
0.7370 |
0.7288 |
0.7344 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7304 |
| S1 |
0.7222 |
0.7222 |
0.7261 |
0.7195 |
| S2 |
0.7169 |
0.7169 |
0.7247 |
|
| S3 |
0.7020 |
0.7073 |
0.7234 |
|
| S4 |
0.6872 |
0.6925 |
0.7193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7264 |
0.0149 |
2.0% |
0.0062 |
0.8% |
7% |
False |
True |
78,221 |
| 10 |
0.7482 |
0.7264 |
0.0218 |
3.0% |
0.0065 |
0.9% |
5% |
False |
True |
73,679 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0062 |
0.9% |
44% |
False |
False |
37,229 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0059 |
0.8% |
44% |
False |
False |
18,672 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0059 |
0.8% |
32% |
False |
False |
12,462 |
| 80 |
0.7800 |
0.7111 |
0.0690 |
9.5% |
0.0060 |
0.8% |
24% |
False |
False |
9,360 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
21% |
False |
False |
7,490 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
21% |
False |
False |
6,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7579 |
|
2.618 |
0.7481 |
|
1.618 |
0.7421 |
|
1.000 |
0.7384 |
|
0.618 |
0.7361 |
|
HIGH |
0.7324 |
|
0.618 |
0.7301 |
|
0.500 |
0.7294 |
|
0.382 |
0.7287 |
|
LOW |
0.7264 |
|
0.618 |
0.7227 |
|
1.000 |
0.7204 |
|
1.618 |
0.7167 |
|
2.618 |
0.7107 |
|
4.250 |
0.7009 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7294 |
0.7308 |
| PP |
0.7288 |
0.7297 |
| S1 |
0.7281 |
0.7286 |
|