CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7274 |
0.7314 |
0.0040 |
0.5% |
0.7264 |
| High |
0.7326 |
0.7340 |
0.0014 |
0.2% |
0.7340 |
| Low |
0.7272 |
0.7290 |
0.0018 |
0.2% |
0.7228 |
| Close |
0.7312 |
0.7316 |
0.0004 |
0.1% |
0.7316 |
| Range |
0.0054 |
0.0050 |
-0.0004 |
-7.4% |
0.0112 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
80,751 |
96,213 |
15,462 |
19.1% |
438,299 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7440 |
0.7343 |
|
| R3 |
0.7415 |
0.7390 |
0.7329 |
|
| R2 |
0.7365 |
0.7365 |
0.7325 |
|
| R1 |
0.7340 |
0.7340 |
0.7320 |
0.7353 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7321 |
| S1 |
0.7290 |
0.7290 |
0.7311 |
0.7303 |
| S2 |
0.7265 |
0.7265 |
0.7306 |
|
| S3 |
0.7215 |
0.7240 |
0.7302 |
|
| S4 |
0.7165 |
0.7190 |
0.7288 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7585 |
0.7377 |
|
| R3 |
0.7519 |
0.7473 |
0.7346 |
|
| R2 |
0.7407 |
0.7407 |
0.7336 |
|
| R1 |
0.7361 |
0.7361 |
0.7326 |
0.7384 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7306 |
| S1 |
0.7249 |
0.7249 |
0.7305 |
0.7272 |
| S2 |
0.7183 |
0.7183 |
0.7295 |
|
| S3 |
0.7071 |
0.7137 |
0.7285 |
|
| S4 |
0.6959 |
0.7025 |
0.7254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7340 |
0.7228 |
0.0112 |
1.5% |
0.0055 |
0.8% |
78% |
True |
False |
87,659 |
| 10 |
0.7340 |
0.7173 |
0.0168 |
2.3% |
0.0067 |
0.9% |
85% |
True |
False |
96,953 |
| 20 |
0.7413 |
0.7173 |
0.0240 |
3.3% |
0.0067 |
0.9% |
60% |
False |
False |
92,893 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0065 |
0.9% |
55% |
False |
False |
55,316 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0061 |
0.8% |
55% |
False |
False |
36,898 |
| 80 |
0.7646 |
0.7111 |
0.0536 |
7.3% |
0.0062 |
0.8% |
38% |
False |
False |
27,686 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0061 |
0.8% |
30% |
False |
False |
22,156 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0060 |
0.8% |
26% |
False |
False |
18,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7553 |
|
2.618 |
0.7471 |
|
1.618 |
0.7421 |
|
1.000 |
0.7390 |
|
0.618 |
0.7371 |
|
HIGH |
0.7340 |
|
0.618 |
0.7321 |
|
0.500 |
0.7315 |
|
0.382 |
0.7309 |
|
LOW |
0.7290 |
|
0.618 |
0.7259 |
|
1.000 |
0.7240 |
|
1.618 |
0.7209 |
|
2.618 |
0.7159 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7305 |
| PP |
0.7315 |
0.7295 |
| S1 |
0.7315 |
0.7284 |
|