CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7314 |
0.7309 |
-0.0005 |
-0.1% |
0.7264 |
| High |
0.7340 |
0.7375 |
0.0035 |
0.5% |
0.7340 |
| Low |
0.7290 |
0.7294 |
0.0004 |
0.0% |
0.7228 |
| Close |
0.7316 |
0.7355 |
0.0040 |
0.5% |
0.7316 |
| Range |
0.0050 |
0.0082 |
0.0032 |
63.0% |
0.0112 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.8% |
0.0000 |
| Volume |
96,213 |
70,611 |
-25,602 |
-26.6% |
438,299 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7552 |
0.7400 |
|
| R3 |
0.7504 |
0.7470 |
0.7377 |
|
| R2 |
0.7423 |
0.7423 |
0.7370 |
|
| R1 |
0.7389 |
0.7389 |
0.7362 |
0.7406 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7350 |
| S1 |
0.7307 |
0.7307 |
0.7348 |
0.7324 |
| S2 |
0.7260 |
0.7260 |
0.7340 |
|
| S3 |
0.7178 |
0.7226 |
0.7333 |
|
| S4 |
0.7097 |
0.7144 |
0.7310 |
|
|
| 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 |
0.7375 |
0.7228 |
0.0147 |
2.0% |
0.0061 |
0.8% |
86% |
True |
False |
84,906 |
| 10 |
0.7375 |
0.7173 |
0.0203 |
2.8% |
0.0070 |
1.0% |
90% |
True |
False |
95,714 |
| 20 |
0.7377 |
0.7173 |
0.0204 |
2.8% |
0.0067 |
0.9% |
89% |
False |
False |
92,582 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0066 |
0.9% |
66% |
False |
False |
57,080 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.1% |
0.0062 |
0.8% |
66% |
False |
False |
38,075 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0062 |
0.8% |
48% |
False |
False |
28,567 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0061 |
0.8% |
35% |
False |
False |
22,862 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0061 |
0.8% |
31% |
False |
False |
19,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7588 |
|
1.618 |
0.7507 |
|
1.000 |
0.7457 |
|
0.618 |
0.7425 |
|
HIGH |
0.7375 |
|
0.618 |
0.7344 |
|
0.500 |
0.7334 |
|
0.382 |
0.7325 |
|
LOW |
0.7294 |
|
0.618 |
0.7243 |
|
1.000 |
0.7212 |
|
1.618 |
0.7162 |
|
2.618 |
0.7080 |
|
4.250 |
0.6947 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7345 |
| PP |
0.7341 |
0.7334 |
| S1 |
0.7334 |
0.7324 |
|