CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7229 |
0.0050 |
0.7% |
0.7263 |
| High |
0.7259 |
0.7279 |
0.0020 |
0.3% |
0.7314 |
| Low |
0.7177 |
0.7194 |
0.0017 |
0.2% |
0.7173 |
| Close |
0.7234 |
0.7268 |
0.0034 |
0.5% |
0.7268 |
| Range |
0.0082 |
0.0085 |
0.0003 |
3.0% |
0.0141 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
1.7% |
0.0000 |
| Volume |
131,115 |
97,512 |
-33,603 |
-25.6% |
531,236 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7500 |
0.7469 |
0.7314 |
|
| R3 |
0.7416 |
0.7384 |
0.7291 |
|
| R2 |
0.7331 |
0.7331 |
0.7283 |
|
| R1 |
0.7300 |
0.7300 |
0.7276 |
0.7316 |
| PP |
0.7247 |
0.7247 |
0.7247 |
0.7255 |
| S1 |
0.7215 |
0.7215 |
0.7260 |
0.7231 |
| S2 |
0.7162 |
0.7162 |
0.7253 |
|
| S3 |
0.7078 |
0.7131 |
0.7245 |
|
| S4 |
0.6993 |
0.7046 |
0.7222 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7612 |
0.7346 |
|
| R3 |
0.7533 |
0.7471 |
0.7307 |
|
| R2 |
0.7392 |
0.7392 |
0.7294 |
|
| R1 |
0.7330 |
0.7330 |
0.7281 |
0.7361 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7267 |
| S1 |
0.7189 |
0.7189 |
0.7255 |
0.7220 |
| S2 |
0.7110 |
0.7110 |
0.7242 |
|
| S3 |
0.6969 |
0.7048 |
0.7229 |
|
| S4 |
0.6828 |
0.6907 |
0.7190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7314 |
0.7173 |
0.0141 |
1.9% |
0.0078 |
1.1% |
68% |
False |
False |
106,247 |
| 10 |
0.7320 |
0.7173 |
0.0147 |
2.0% |
0.0075 |
1.0% |
65% |
False |
False |
102,845 |
| 20 |
0.7482 |
0.7173 |
0.0310 |
4.3% |
0.0070 |
1.0% |
31% |
False |
False |
88,262 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0064 |
0.9% |
42% |
False |
False |
44,371 |
| 60 |
0.7507 |
0.7111 |
0.0397 |
5.5% |
0.0062 |
0.9% |
40% |
False |
False |
29,597 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0062 |
0.9% |
24% |
False |
False |
22,209 |
| 100 |
0.7852 |
0.7111 |
0.0741 |
10.2% |
0.0061 |
0.8% |
21% |
False |
False |
17,773 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0061 |
0.8% |
20% |
False |
False |
14,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7638 |
|
2.618 |
0.7500 |
|
1.618 |
0.7415 |
|
1.000 |
0.7363 |
|
0.618 |
0.7331 |
|
HIGH |
0.7279 |
|
0.618 |
0.7246 |
|
0.500 |
0.7236 |
|
0.382 |
0.7226 |
|
LOW |
0.7194 |
|
0.618 |
0.7142 |
|
1.000 |
0.7110 |
|
1.618 |
0.7057 |
|
2.618 |
0.6973 |
|
4.250 |
0.6835 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7257 |
0.7254 |
| PP |
0.7247 |
0.7240 |
| S1 |
0.7236 |
0.7226 |
|