CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7309 |
0.7350 |
0.0041 |
0.6% |
0.7264 |
| High |
0.7375 |
0.7387 |
0.0012 |
0.2% |
0.7340 |
| Low |
0.7294 |
0.7334 |
0.0041 |
0.6% |
0.7228 |
| Close |
0.7355 |
0.7357 |
0.0002 |
0.0% |
0.7316 |
| Range |
0.0082 |
0.0053 |
-0.0029 |
-35.6% |
0.0112 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
70,611 |
82,813 |
12,202 |
17.3% |
438,299 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7489 |
0.7385 |
|
| R3 |
0.7464 |
0.7437 |
0.7371 |
|
| R2 |
0.7412 |
0.7412 |
0.7366 |
|
| R1 |
0.7384 |
0.7384 |
0.7361 |
0.7398 |
| PP |
0.7359 |
0.7359 |
0.7359 |
0.7366 |
| S1 |
0.7332 |
0.7332 |
0.7352 |
0.7345 |
| S2 |
0.7307 |
0.7307 |
0.7347 |
|
| S3 |
0.7254 |
0.7279 |
0.7342 |
|
| S4 |
0.7202 |
0.7227 |
0.7328 |
|
|
| 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 |
0.7387 |
0.7228 |
0.0159 |
2.2% |
0.0061 |
0.8% |
81% |
True |
False |
86,215 |
| 10 |
0.7387 |
0.7173 |
0.0214 |
2.9% |
0.0067 |
0.9% |
86% |
True |
False |
93,045 |
| 20 |
0.7387 |
0.7173 |
0.0214 |
2.9% |
0.0067 |
0.9% |
86% |
True |
False |
92,448 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0066 |
0.9% |
66% |
False |
False |
59,148 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0061 |
0.8% |
66% |
False |
False |
39,454 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
48% |
False |
False |
29,601 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0061 |
0.8% |
36% |
False |
False |
23,690 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0060 |
0.8% |
31% |
False |
False |
19,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7524 |
|
1.618 |
0.7471 |
|
1.000 |
0.7439 |
|
0.618 |
0.7419 |
|
HIGH |
0.7387 |
|
0.618 |
0.7366 |
|
0.500 |
0.7360 |
|
0.382 |
0.7354 |
|
LOW |
0.7334 |
|
0.618 |
0.7302 |
|
1.000 |
0.7282 |
|
1.618 |
0.7249 |
|
2.618 |
0.7197 |
|
4.250 |
0.7111 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7350 |
| PP |
0.7359 |
0.7344 |
| S1 |
0.7358 |
0.7338 |
|