CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7295 |
0.0031 |
0.4% |
0.7263 |
| High |
0.7307 |
0.7303 |
-0.0004 |
0.0% |
0.7314 |
| Low |
0.7253 |
0.7252 |
-0.0001 |
0.0% |
0.7173 |
| Close |
0.7293 |
0.7294 |
0.0001 |
0.0% |
0.7268 |
| Range |
0.0054 |
0.0052 |
-0.0003 |
-4.6% |
0.0141 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
84,377 |
76,271 |
-8,106 |
-9.6% |
531,236 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7437 |
0.7417 |
0.7322 |
|
| R3 |
0.7386 |
0.7365 |
0.7308 |
|
| R2 |
0.7334 |
0.7334 |
0.7303 |
|
| R1 |
0.7314 |
0.7314 |
0.7298 |
0.7298 |
| PP |
0.7283 |
0.7283 |
0.7283 |
0.7275 |
| S1 |
0.7262 |
0.7262 |
0.7289 |
0.7247 |
| S2 |
0.7231 |
0.7231 |
0.7284 |
|
| S3 |
0.7180 |
0.7211 |
0.7279 |
|
| S4 |
0.7128 |
0.7159 |
0.7265 |
|
|
| 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 |
0.7307 |
0.7173 |
0.0134 |
1.8% |
0.0073 |
1.0% |
90% |
False |
False |
99,875 |
| 10 |
0.7320 |
0.7173 |
0.0147 |
2.0% |
0.0074 |
1.0% |
82% |
False |
False |
99,916 |
| 20 |
0.7413 |
0.7173 |
0.0240 |
3.3% |
0.0066 |
0.9% |
50% |
False |
False |
94,296 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0065 |
0.9% |
49% |
False |
False |
48,380 |
| 60 |
0.7507 |
0.7111 |
0.0397 |
5.4% |
0.0062 |
0.8% |
46% |
False |
False |
32,273 |
| 80 |
0.7729 |
0.7111 |
0.0619 |
8.5% |
0.0062 |
0.9% |
30% |
False |
False |
24,216 |
| 100 |
0.7818 |
0.7111 |
0.0708 |
9.7% |
0.0060 |
0.8% |
26% |
False |
False |
19,380 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0061 |
0.8% |
23% |
False |
False |
16,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7438 |
|
1.618 |
0.7386 |
|
1.000 |
0.7355 |
|
0.618 |
0.7335 |
|
HIGH |
0.7303 |
|
0.618 |
0.7283 |
|
0.500 |
0.7277 |
|
0.382 |
0.7271 |
|
LOW |
0.7252 |
|
0.618 |
0.7220 |
|
1.000 |
0.7200 |
|
1.618 |
0.7168 |
|
2.618 |
0.7117 |
|
4.250 |
0.7033 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7279 |
| PP |
0.7283 |
0.7265 |
| S1 |
0.7277 |
0.7250 |
|