CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7180 |
-0.0064 |
-0.9% |
0.7266 |
| High |
0.7267 |
0.7259 |
-0.0008 |
-0.1% |
0.7320 |
| Low |
0.7173 |
0.7177 |
0.0005 |
0.1% |
0.7222 |
| Close |
0.7186 |
0.7234 |
0.0048 |
0.7% |
0.7259 |
| Range |
0.0094 |
0.0082 |
-0.0012 |
-12.8% |
0.0098 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0000 |
| Volume |
110,103 |
131,115 |
21,012 |
19.1% |
497,219 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7434 |
0.7279 |
|
| R3 |
0.7387 |
0.7352 |
0.7257 |
|
| R2 |
0.7305 |
0.7305 |
0.7249 |
|
| R1 |
0.7270 |
0.7270 |
0.7242 |
0.7288 |
| PP |
0.7223 |
0.7223 |
0.7223 |
0.7232 |
| S1 |
0.7188 |
0.7188 |
0.7226 |
0.7206 |
| S2 |
0.7141 |
0.7141 |
0.7219 |
|
| S3 |
0.7059 |
0.7106 |
0.7211 |
|
| S4 |
0.6977 |
0.7024 |
0.7189 |
|
|
| 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% |
0.0078 |
1.1% |
42% |
False |
False |
102,723 |
| 10 |
0.7324 |
0.7173 |
0.0152 |
2.1% |
0.0072 |
1.0% |
41% |
False |
False |
101,488 |
| 20 |
0.7482 |
0.7173 |
0.0310 |
4.3% |
0.0068 |
0.9% |
20% |
False |
False |
83,449 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0063 |
0.9% |
33% |
False |
False |
41,934 |
| 60 |
0.7507 |
0.7111 |
0.0397 |
5.5% |
0.0062 |
0.9% |
31% |
False |
False |
27,972 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0062 |
0.9% |
18% |
False |
False |
20,990 |
| 100 |
0.7859 |
0.7111 |
0.0748 |
10.3% |
0.0061 |
0.8% |
17% |
False |
False |
16,798 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0061 |
0.8% |
16% |
False |
False |
14,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7474 |
|
1.618 |
0.7392 |
|
1.000 |
0.7341 |
|
0.618 |
0.7310 |
|
HIGH |
0.7259 |
|
0.618 |
0.7228 |
|
0.500 |
0.7218 |
|
0.382 |
0.7208 |
|
LOW |
0.7177 |
|
0.618 |
0.7126 |
|
1.000 |
0.7095 |
|
1.618 |
0.7044 |
|
2.618 |
0.6962 |
|
4.250 |
0.6829 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7229 |
0.7243 |
| PP |
0.7223 |
0.7240 |
| S1 |
0.7218 |
0.7237 |
|