CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7266 |
0.7254 |
-0.0012 |
-0.2% |
0.7357 |
| High |
0.7271 |
0.7285 |
0.0014 |
0.2% |
0.7413 |
| Low |
0.7222 |
0.7224 |
0.0002 |
0.0% |
0.7264 |
| Close |
0.7240 |
0.7238 |
-0.0002 |
0.0% |
0.7275 |
| Range |
0.0049 |
0.0062 |
0.0013 |
25.5% |
0.0149 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
101,025 |
88,912 |
-12,113 |
-12.0% |
391,107 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7397 |
0.7272 |
|
| R3 |
0.7372 |
0.7336 |
0.7255 |
|
| R2 |
0.7310 |
0.7310 |
0.7249 |
|
| R1 |
0.7274 |
0.7274 |
0.7244 |
0.7262 |
| PP |
0.7249 |
0.7249 |
0.7249 |
0.7243 |
| S1 |
0.7213 |
0.7213 |
0.7232 |
0.7200 |
| S2 |
0.7187 |
0.7187 |
0.7227 |
|
| S3 |
0.7126 |
0.7151 |
0.7221 |
|
| S4 |
0.7064 |
0.7090 |
0.7204 |
|
|
| 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 |
0.7353 |
0.7222 |
0.0131 |
1.8% |
0.0057 |
0.8% |
12% |
False |
False |
83,745 |
| 10 |
0.7413 |
0.7222 |
0.0191 |
2.6% |
0.0059 |
0.8% |
8% |
False |
False |
88,676 |
| 20 |
0.7482 |
0.7204 |
0.0278 |
3.8% |
0.0061 |
0.8% |
12% |
False |
False |
46,690 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0059 |
0.8% |
34% |
False |
False |
23,419 |
| 60 |
0.7606 |
0.7111 |
0.0496 |
6.8% |
0.0060 |
0.8% |
26% |
False |
False |
15,627 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
19% |
False |
False |
11,733 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
16% |
False |
False |
9,389 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
16% |
False |
False |
7,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7546 |
|
2.618 |
0.7446 |
|
1.618 |
0.7385 |
|
1.000 |
0.7347 |
|
0.618 |
0.7323 |
|
HIGH |
0.7285 |
|
0.618 |
0.7262 |
|
0.500 |
0.7254 |
|
0.382 |
0.7247 |
|
LOW |
0.7224 |
|
0.618 |
0.7185 |
|
1.000 |
0.7162 |
|
1.618 |
0.7124 |
|
2.618 |
0.7062 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7254 |
0.7273 |
| PP |
0.7249 |
0.7261 |
| S1 |
0.7243 |
0.7250 |
|