CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7242 |
0.7297 |
0.0055 |
0.8% |
0.7266 |
| High |
0.7318 |
0.7320 |
0.0002 |
0.0% |
0.7320 |
| Low |
0.7226 |
0.7238 |
0.0013 |
0.2% |
0.7222 |
| Close |
0.7312 |
0.7259 |
-0.0053 |
-0.7% |
0.7259 |
| Range |
0.0092 |
0.0082 |
-0.0011 |
-11.4% |
0.0098 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
107,779 |
79,894 |
-27,885 |
-25.9% |
497,219 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7469 |
0.7304 |
|
| R3 |
0.7435 |
0.7388 |
0.7281 |
|
| R2 |
0.7354 |
0.7354 |
0.7274 |
|
| R1 |
0.7306 |
0.7306 |
0.7266 |
0.7289 |
| PP |
0.7272 |
0.7272 |
0.7272 |
0.7264 |
| S1 |
0.7225 |
0.7225 |
0.7252 |
0.7208 |
| S2 |
0.7191 |
0.7191 |
0.7244 |
|
| S3 |
0.7109 |
0.7143 |
0.7237 |
|
| S4 |
0.7028 |
0.7062 |
0.7214 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7507 |
0.7313 |
|
| R3 |
0.7462 |
0.7409 |
0.7286 |
|
| R2 |
0.7364 |
0.7364 |
0.7277 |
|
| R1 |
0.7312 |
0.7312 |
0.7268 |
0.7289 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7256 |
| S1 |
0.7214 |
0.7214 |
0.7250 |
0.7192 |
| S2 |
0.7169 |
0.7169 |
0.7241 |
|
| S3 |
0.7072 |
0.7117 |
0.7232 |
|
| S4 |
0.6974 |
0.7019 |
0.7205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7320 |
0.7222 |
0.0098 |
1.3% |
0.0071 |
1.0% |
38% |
True |
False |
99,443 |
| 10 |
0.7413 |
0.7222 |
0.0191 |
2.6% |
0.0066 |
0.9% |
19% |
False |
False |
88,832 |
| 20 |
0.7482 |
0.7222 |
0.0260 |
3.6% |
0.0066 |
0.9% |
14% |
False |
False |
61,977 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0061 |
0.8% |
40% |
False |
False |
31,098 |
| 60 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
30% |
False |
False |
20,747 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0061 |
0.8% |
22% |
False |
False |
15,572 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
19% |
False |
False |
12,462 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
19% |
False |
False |
10,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7533 |
|
1.618 |
0.7451 |
|
1.000 |
0.7401 |
|
0.618 |
0.7370 |
|
HIGH |
0.7320 |
|
0.618 |
0.7288 |
|
0.500 |
0.7279 |
|
0.382 |
0.7269 |
|
LOW |
0.7238 |
|
0.618 |
0.7188 |
|
1.000 |
0.7157 |
|
1.618 |
0.7106 |
|
2.618 |
0.7025 |
|
4.250 |
0.6892 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7279 |
0.7273 |
| PP |
0.7272 |
0.7268 |
| S1 |
0.7266 |
0.7264 |
|