CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7254 |
0.7235 |
-0.0020 |
-0.3% |
0.7357 |
| High |
0.7285 |
0.7299 |
0.0014 |
0.2% |
0.7413 |
| Low |
0.7224 |
0.7226 |
0.0003 |
0.0% |
0.7264 |
| Close |
0.7238 |
0.7242 |
0.0004 |
0.0% |
0.7275 |
| Range |
0.0062 |
0.0073 |
0.0011 |
17.9% |
0.0149 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.3% |
0.0000 |
| Volume |
88,912 |
119,609 |
30,697 |
34.5% |
391,107 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7473 |
0.7430 |
0.7281 |
|
| R3 |
0.7400 |
0.7357 |
0.7261 |
|
| R2 |
0.7328 |
0.7328 |
0.7255 |
|
| R1 |
0.7285 |
0.7285 |
0.7248 |
0.7306 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7266 |
| S1 |
0.7212 |
0.7212 |
0.7235 |
0.7234 |
| S2 |
0.7183 |
0.7183 |
0.7228 |
|
| S3 |
0.7110 |
0.7140 |
0.7222 |
|
| S4 |
0.7038 |
0.7067 |
0.7202 |
|
|
| 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% |
0.0064 |
0.9% |
15% |
False |
False |
94,427 |
| 10 |
0.7413 |
0.7222 |
0.0191 |
2.6% |
0.0060 |
0.8% |
10% |
False |
False |
86,911 |
| 20 |
0.7482 |
0.7222 |
0.0260 |
3.6% |
0.0061 |
0.8% |
8% |
False |
False |
52,629 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0060 |
0.8% |
35% |
False |
False |
26,409 |
| 60 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0061 |
0.8% |
27% |
False |
False |
17,620 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
20% |
False |
False |
13,227 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
10,585 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
17% |
False |
False |
8,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7488 |
|
1.618 |
0.7416 |
|
1.000 |
0.7371 |
|
0.618 |
0.7343 |
|
HIGH |
0.7299 |
|
0.618 |
0.7271 |
|
0.500 |
0.7262 |
|
0.382 |
0.7254 |
|
LOW |
0.7226 |
|
0.618 |
0.7181 |
|
1.000 |
0.7154 |
|
1.618 |
0.7109 |
|
2.618 |
0.7036 |
|
4.250 |
0.6918 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7262 |
0.7260 |
| PP |
0.7255 |
0.7254 |
| S1 |
0.7248 |
0.7248 |
|