CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7229 |
0.7264 |
0.0035 |
0.5% |
0.7263 |
| High |
0.7279 |
0.7307 |
0.0028 |
0.4% |
0.7314 |
| Low |
0.7194 |
0.7253 |
0.0059 |
0.8% |
0.7173 |
| Close |
0.7268 |
0.7293 |
0.0025 |
0.3% |
0.7268 |
| Range |
0.0085 |
0.0054 |
-0.0031 |
-36.1% |
0.0141 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
97,512 |
84,377 |
-13,135 |
-13.5% |
531,236 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7423 |
0.7322 |
|
| R3 |
0.7392 |
0.7369 |
0.7307 |
|
| R2 |
0.7338 |
0.7338 |
0.7302 |
|
| R1 |
0.7315 |
0.7315 |
0.7297 |
0.7327 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7290 |
| S1 |
0.7261 |
0.7261 |
0.7288 |
0.7273 |
| S2 |
0.7230 |
0.7230 |
0.7283 |
|
| S3 |
0.7176 |
0.7207 |
0.7278 |
|
| S4 |
0.7122 |
0.7153 |
0.7263 |
|
|
| 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% |
0.0080 |
1.1% |
85% |
False |
False |
106,523 |
| 10 |
0.7320 |
0.7173 |
0.0147 |
2.0% |
0.0075 |
1.0% |
82% |
False |
False |
101,180 |
| 20 |
0.7472 |
0.7173 |
0.0299 |
4.1% |
0.0068 |
0.9% |
40% |
False |
False |
92,191 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0064 |
0.9% |
49% |
False |
False |
46,476 |
| 60 |
0.7507 |
0.7111 |
0.0397 |
5.4% |
0.0062 |
0.8% |
46% |
False |
False |
31,003 |
| 80 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0062 |
0.9% |
27% |
False |
False |
23,263 |
| 100 |
0.7818 |
0.7111 |
0.0708 |
9.7% |
0.0060 |
0.8% |
26% |
False |
False |
18,617 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0061 |
0.8% |
23% |
False |
False |
15,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7448 |
|
1.618 |
0.7394 |
|
1.000 |
0.7361 |
|
0.618 |
0.7340 |
|
HIGH |
0.7307 |
|
0.618 |
0.7286 |
|
0.500 |
0.7280 |
|
0.382 |
0.7273 |
|
LOW |
0.7253 |
|
0.618 |
0.7219 |
|
1.000 |
0.7199 |
|
1.618 |
0.7165 |
|
2.618 |
0.7111 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7276 |
| PP |
0.7284 |
0.7259 |
| S1 |
0.7280 |
0.7242 |
|