CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7266 |
-0.0032 |
-0.4% |
0.7357 |
| High |
0.7324 |
0.7271 |
-0.0053 |
-0.7% |
0.7413 |
| Low |
0.7264 |
0.7222 |
-0.0042 |
-0.6% |
0.7264 |
| Close |
0.7275 |
0.7240 |
-0.0035 |
-0.5% |
0.7275 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.3% |
0.0149 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
83,943 |
101,025 |
17,082 |
20.3% |
391,107 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7391 |
0.7365 |
0.7267 |
|
| R3 |
0.7342 |
0.7316 |
0.7253 |
|
| R2 |
0.7293 |
0.7293 |
0.7249 |
|
| R1 |
0.7267 |
0.7267 |
0.7244 |
0.7256 |
| PP |
0.7244 |
0.7244 |
0.7244 |
0.7239 |
| S1 |
0.7218 |
0.7218 |
0.7236 |
0.7207 |
| S2 |
0.7195 |
0.7195 |
0.7231 |
|
| S3 |
0.7146 |
0.7169 |
0.7227 |
|
| S4 |
0.7097 |
0.7120 |
0.7213 |
|
|
| 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 |
0.7377 |
0.7222 |
0.0155 |
2.1% |
0.0057 |
0.8% |
12% |
False |
True |
83,060 |
| 10 |
0.7472 |
0.7222 |
0.0250 |
3.4% |
0.0062 |
0.9% |
7% |
False |
True |
83,201 |
| 20 |
0.7482 |
0.7138 |
0.0344 |
4.8% |
0.0062 |
0.9% |
30% |
False |
False |
42,266 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0059 |
0.8% |
35% |
False |
False |
21,197 |
| 60 |
0.7621 |
0.7111 |
0.0511 |
7.1% |
0.0060 |
0.8% |
25% |
False |
False |
14,146 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
19% |
False |
False |
10,622 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
8,500 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
7,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7479 |
|
2.618 |
0.7399 |
|
1.618 |
0.7350 |
|
1.000 |
0.7320 |
|
0.618 |
0.7301 |
|
HIGH |
0.7271 |
|
0.618 |
0.7252 |
|
0.500 |
0.7247 |
|
0.382 |
0.7241 |
|
LOW |
0.7222 |
|
0.618 |
0.7192 |
|
1.000 |
0.7173 |
|
1.618 |
0.7143 |
|
2.618 |
0.7094 |
|
4.250 |
0.7014 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7287 |
| PP |
0.7244 |
0.7272 |
| S1 |
0.7242 |
0.7256 |
|