CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7235 |
0.7242 |
0.0008 |
0.1% |
0.7357 |
| High |
0.7299 |
0.7318 |
0.0019 |
0.3% |
0.7413 |
| Low |
0.7226 |
0.7226 |
-0.0001 |
0.0% |
0.7264 |
| Close |
0.7242 |
0.7312 |
0.0070 |
1.0% |
0.7275 |
| Range |
0.0073 |
0.0092 |
0.0020 |
26.9% |
0.0149 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.5% |
0.0000 |
| Volume |
119,609 |
107,779 |
-11,830 |
-9.9% |
391,107 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7528 |
0.7362 |
|
| R3 |
0.7469 |
0.7436 |
0.7337 |
|
| R2 |
0.7377 |
0.7377 |
0.7328 |
|
| R1 |
0.7344 |
0.7344 |
0.7320 |
0.7361 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7293 |
| S1 |
0.7252 |
0.7252 |
0.7303 |
0.7269 |
| S2 |
0.7193 |
0.7193 |
0.7295 |
|
| S3 |
0.7101 |
0.7160 |
0.7286 |
|
| S4 |
0.7009 |
0.7068 |
0.7261 |
|
|
| 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 |
0.7324 |
0.7222 |
0.0102 |
1.4% |
0.0067 |
0.9% |
88% |
False |
False |
100,253 |
| 10 |
0.7413 |
0.7222 |
0.0191 |
2.6% |
0.0064 |
0.9% |
47% |
False |
False |
90,099 |
| 20 |
0.7482 |
0.7222 |
0.0260 |
3.6% |
0.0064 |
0.9% |
34% |
False |
False |
57,996 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0060 |
0.8% |
54% |
False |
False |
29,102 |
| 60 |
0.7603 |
0.7111 |
0.0493 |
6.7% |
0.0061 |
0.8% |
41% |
False |
False |
19,416 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.1% |
0.0060 |
0.8% |
30% |
False |
False |
14,573 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0060 |
0.8% |
26% |
False |
False |
11,663 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0060 |
0.8% |
26% |
False |
False |
9,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7558 |
|
1.618 |
0.7466 |
|
1.000 |
0.7410 |
|
0.618 |
0.7374 |
|
HIGH |
0.7318 |
|
0.618 |
0.7282 |
|
0.500 |
0.7272 |
|
0.382 |
0.7261 |
|
LOW |
0.7226 |
|
0.618 |
0.7169 |
|
1.000 |
0.7134 |
|
1.618 |
0.7077 |
|
2.618 |
0.6985 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7298 |
| PP |
0.7285 |
0.7284 |
| S1 |
0.7272 |
0.7271 |
|