CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7295 |
0.7290 |
-0.0005 |
-0.1% |
0.7263 |
| High |
0.7303 |
0.7296 |
-0.0008 |
-0.1% |
0.7314 |
| Low |
0.7252 |
0.7228 |
-0.0024 |
-0.3% |
0.7173 |
| Close |
0.7294 |
0.7272 |
-0.0022 |
-0.3% |
0.7268 |
| Range |
0.0052 |
0.0068 |
0.0016 |
31.1% |
0.0141 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76,271 |
100,687 |
24,416 |
32.0% |
531,236 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7468 |
0.7437 |
0.7309 |
|
| R3 |
0.7400 |
0.7370 |
0.7290 |
|
| R2 |
0.7333 |
0.7333 |
0.7284 |
|
| R1 |
0.7302 |
0.7302 |
0.7278 |
0.7284 |
| PP |
0.7265 |
0.7265 |
0.7265 |
0.7256 |
| S1 |
0.7235 |
0.7235 |
0.7265 |
0.7216 |
| S2 |
0.7198 |
0.7198 |
0.7259 |
|
| S3 |
0.7130 |
0.7167 |
0.7253 |
|
| S4 |
0.7063 |
0.7100 |
0.7234 |
|
|
| 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 |
0.7177 |
0.0130 |
1.8% |
0.0068 |
0.9% |
73% |
False |
False |
97,992 |
| 10 |
0.7320 |
0.7173 |
0.0147 |
2.0% |
0.0074 |
1.0% |
67% |
False |
False |
98,024 |
| 20 |
0.7413 |
0.7173 |
0.0240 |
3.3% |
0.0067 |
0.9% |
41% |
False |
False |
92,467 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0065 |
0.9% |
43% |
False |
False |
50,893 |
| 60 |
0.7491 |
0.7111 |
0.0381 |
5.2% |
0.0062 |
0.8% |
42% |
False |
False |
33,950 |
| 80 |
0.7721 |
0.7111 |
0.0610 |
8.4% |
0.0063 |
0.9% |
26% |
False |
False |
25,475 |
| 100 |
0.7818 |
0.7111 |
0.0708 |
9.7% |
0.0060 |
0.8% |
23% |
False |
False |
20,386 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0061 |
0.8% |
21% |
False |
False |
16,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7472 |
|
1.618 |
0.7405 |
|
1.000 |
0.7363 |
|
0.618 |
0.7337 |
|
HIGH |
0.7296 |
|
0.618 |
0.7270 |
|
0.500 |
0.7262 |
|
0.382 |
0.7254 |
|
LOW |
0.7228 |
|
0.618 |
0.7186 |
|
1.000 |
0.7161 |
|
1.618 |
0.7119 |
|
2.618 |
0.7051 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7268 |
0.7270 |
| PP |
0.7265 |
0.7269 |
| S1 |
0.7262 |
0.7267 |
|