CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7297 |
0.7263 |
-0.0034 |
-0.5% |
0.7266 |
| High |
0.7320 |
0.7297 |
-0.0023 |
-0.3% |
0.7320 |
| Low |
0.7238 |
0.7252 |
0.0014 |
0.2% |
0.7222 |
| Close |
0.7259 |
0.7289 |
0.0030 |
0.4% |
0.7259 |
| Range |
0.0082 |
0.0045 |
-0.0037 |
-45.4% |
0.0098 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
79,894 |
82,998 |
3,104 |
3.9% |
497,219 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7413 |
0.7395 |
0.7313 |
|
| R3 |
0.7368 |
0.7351 |
0.7301 |
|
| R2 |
0.7324 |
0.7324 |
0.7297 |
|
| R1 |
0.7306 |
0.7306 |
0.7293 |
0.7315 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7283 |
| S1 |
0.7262 |
0.7262 |
0.7284 |
0.7270 |
| S2 |
0.7235 |
0.7235 |
0.7280 |
|
| S3 |
0.7190 |
0.7217 |
0.7276 |
|
| S4 |
0.7146 |
0.7173 |
0.7264 |
|
|
| 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 |
0.7224 |
0.0096 |
1.3% |
0.0070 |
1.0% |
68% |
False |
False |
95,838 |
| 10 |
0.7377 |
0.7222 |
0.0155 |
2.1% |
0.0064 |
0.9% |
43% |
False |
False |
89,449 |
| 20 |
0.7482 |
0.7222 |
0.0260 |
3.6% |
0.0063 |
0.9% |
26% |
False |
False |
66,103 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0060 |
0.8% |
48% |
False |
False |
33,172 |
| 60 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
36% |
False |
False |
22,130 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
27% |
False |
False |
16,609 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
23% |
False |
False |
13,292 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
23% |
False |
False |
11,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7486 |
|
2.618 |
0.7413 |
|
1.618 |
0.7369 |
|
1.000 |
0.7341 |
|
0.618 |
0.7324 |
|
HIGH |
0.7297 |
|
0.618 |
0.7280 |
|
0.500 |
0.7274 |
|
0.382 |
0.7269 |
|
LOW |
0.7252 |
|
0.618 |
0.7224 |
|
1.000 |
0.7208 |
|
1.618 |
0.7180 |
|
2.618 |
0.7135 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7284 |
0.7283 |
| PP |
0.7279 |
0.7278 |
| S1 |
0.7274 |
0.7273 |
|