CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7288 |
0.7244 |
-0.0045 |
-0.6% |
0.7266 |
| High |
0.7314 |
0.7267 |
-0.0047 |
-0.6% |
0.7320 |
| Low |
0.7228 |
0.7173 |
-0.0056 |
-0.8% |
0.7222 |
| Close |
0.7244 |
0.7186 |
-0.0058 |
-0.8% |
0.7259 |
| Range |
0.0086 |
0.0094 |
0.0009 |
9.9% |
0.0098 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0000 |
| Volume |
109,508 |
110,103 |
595 |
0.5% |
497,219 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7490 |
0.7432 |
0.7238 |
|
| R3 |
0.7396 |
0.7338 |
0.7212 |
|
| R2 |
0.7302 |
0.7302 |
0.7203 |
|
| R1 |
0.7244 |
0.7244 |
0.7195 |
0.7226 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7199 |
| S1 |
0.7150 |
0.7150 |
0.7177 |
0.7132 |
| S2 |
0.7114 |
0.7114 |
0.7169 |
|
| S3 |
0.7020 |
0.7056 |
0.7160 |
|
| S4 |
0.6926 |
0.6962 |
0.7134 |
|
|
| 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 |
0.7173 |
0.0147 |
2.0% |
0.0080 |
1.1% |
9% |
False |
True |
98,056 |
| 10 |
0.7353 |
0.7173 |
0.0180 |
2.5% |
0.0072 |
1.0% |
8% |
False |
True |
96,241 |
| 20 |
0.7482 |
0.7173 |
0.0310 |
4.3% |
0.0068 |
0.9% |
4% |
False |
True |
76,986 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.2% |
0.0062 |
0.9% |
20% |
False |
False |
38,660 |
| 60 |
0.7537 |
0.7111 |
0.0427 |
5.9% |
0.0062 |
0.9% |
18% |
False |
False |
25,788 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.3% |
0.0061 |
0.8% |
11% |
False |
False |
19,352 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.9% |
0.0060 |
0.8% |
10% |
False |
False |
15,487 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.9% |
0.0060 |
0.8% |
10% |
False |
False |
12,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7513 |
|
1.618 |
0.7419 |
|
1.000 |
0.7361 |
|
0.618 |
0.7325 |
|
HIGH |
0.7267 |
|
0.618 |
0.7231 |
|
0.500 |
0.7220 |
|
0.382 |
0.7208 |
|
LOW |
0.7173 |
|
0.618 |
0.7114 |
|
1.000 |
0.7079 |
|
1.618 |
0.7020 |
|
2.618 |
0.6926 |
|
4.250 |
0.6773 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7220 |
0.7243 |
| PP |
0.7208 |
0.7224 |
| S1 |
0.7197 |
0.7205 |
|