CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7290 |
0.7274 |
-0.0016 |
-0.2% |
0.7263 |
| High |
0.7296 |
0.7326 |
0.0031 |
0.4% |
0.7314 |
| Low |
0.7228 |
0.7272 |
0.0044 |
0.6% |
0.7173 |
| Close |
0.7272 |
0.7312 |
0.0040 |
0.6% |
0.7268 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.0% |
0.0141 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
100,687 |
80,751 |
-19,936 |
-19.8% |
531,236 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7442 |
0.7341 |
|
| R3 |
0.7411 |
0.7388 |
0.7326 |
|
| R2 |
0.7357 |
0.7357 |
0.7321 |
|
| R1 |
0.7334 |
0.7334 |
0.7316 |
0.7346 |
| PP |
0.7303 |
0.7303 |
0.7303 |
0.7309 |
| S1 |
0.7280 |
0.7280 |
0.7307 |
0.7292 |
| S2 |
0.7249 |
0.7249 |
0.7302 |
|
| S3 |
0.7195 |
0.7226 |
0.7297 |
|
| S4 |
0.7141 |
0.7172 |
0.7282 |
|
|
| 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 |
0.7326 |
0.7194 |
0.0132 |
1.8% |
0.0062 |
0.9% |
89% |
True |
False |
87,919 |
| 10 |
0.7326 |
0.7173 |
0.0154 |
2.1% |
0.0070 |
1.0% |
91% |
True |
False |
95,321 |
| 20 |
0.7413 |
0.7173 |
0.0240 |
3.3% |
0.0067 |
0.9% |
58% |
False |
False |
92,710 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0065 |
0.9% |
54% |
False |
False |
52,911 |
| 60 |
0.7491 |
0.7111 |
0.0381 |
5.2% |
0.0062 |
0.8% |
53% |
False |
False |
35,295 |
| 80 |
0.7719 |
0.7111 |
0.0608 |
8.3% |
0.0063 |
0.9% |
33% |
False |
False |
26,484 |
| 100 |
0.7818 |
0.7111 |
0.0708 |
9.7% |
0.0060 |
0.8% |
28% |
False |
False |
21,194 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0061 |
0.8% |
26% |
False |
False |
17,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7467 |
|
1.618 |
0.7413 |
|
1.000 |
0.7380 |
|
0.618 |
0.7359 |
|
HIGH |
0.7326 |
|
0.618 |
0.7305 |
|
0.500 |
0.7299 |
|
0.382 |
0.7293 |
|
LOW |
0.7272 |
|
0.618 |
0.7239 |
|
1.000 |
0.7218 |
|
1.618 |
0.7185 |
|
2.618 |
0.7131 |
|
4.250 |
0.7043 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7307 |
0.7300 |
| PP |
0.7303 |
0.7289 |
| S1 |
0.7299 |
0.7277 |
|