CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7263 |
0.7288 |
0.0025 |
0.3% |
0.7266 |
| High |
0.7297 |
0.7314 |
0.0017 |
0.2% |
0.7320 |
| Low |
0.7252 |
0.7228 |
-0.0024 |
-0.3% |
0.7222 |
| Close |
0.7289 |
0.7244 |
-0.0045 |
-0.6% |
0.7259 |
| Range |
0.0045 |
0.0086 |
0.0041 |
92.1% |
0.0098 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.4% |
0.0000 |
| Volume |
82,998 |
109,508 |
26,510 |
31.9% |
497,219 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7466 |
0.7291 |
|
| R3 |
0.7433 |
0.7381 |
0.7267 |
|
| R2 |
0.7347 |
0.7347 |
0.7259 |
|
| R1 |
0.7295 |
0.7295 |
0.7251 |
0.7279 |
| PP |
0.7262 |
0.7262 |
0.7262 |
0.7253 |
| S1 |
0.7210 |
0.7210 |
0.7236 |
0.7193 |
| S2 |
0.7176 |
0.7176 |
0.7228 |
|
| S3 |
0.7091 |
0.7124 |
0.7220 |
|
| S4 |
0.7005 |
0.7039 |
0.7196 |
|
|
| 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 |
0.7226 |
0.0094 |
1.3% |
0.0075 |
1.0% |
19% |
False |
False |
99,957 |
| 10 |
0.7353 |
0.7222 |
0.0131 |
1.8% |
0.0066 |
0.9% |
16% |
False |
False |
91,851 |
| 20 |
0.7482 |
0.7222 |
0.0260 |
3.6% |
0.0066 |
0.9% |
8% |
False |
False |
71,534 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0061 |
0.8% |
36% |
False |
False |
35,909 |
| 60 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
27% |
False |
False |
23,954 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
20% |
False |
False |
17,977 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
17% |
False |
False |
14,387 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0060 |
0.8% |
17% |
False |
False |
11,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7677 |
|
2.618 |
0.7537 |
|
1.618 |
0.7452 |
|
1.000 |
0.7399 |
|
0.618 |
0.7366 |
|
HIGH |
0.7314 |
|
0.618 |
0.7281 |
|
0.500 |
0.7271 |
|
0.382 |
0.7261 |
|
LOW |
0.7228 |
|
0.618 |
0.7175 |
|
1.000 |
0.7143 |
|
1.618 |
0.7090 |
|
2.618 |
0.7004 |
|
4.250 |
0.6865 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7271 |
0.7274 |
| PP |
0.7262 |
0.7264 |
| S1 |
0.7253 |
0.7254 |
|