CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7350 |
0.7354 |
0.0005 |
0.1% |
0.7264 |
| High |
0.7387 |
0.7384 |
-0.0003 |
0.0% |
0.7340 |
| Low |
0.7334 |
0.7325 |
-0.0009 |
-0.1% |
0.7228 |
| Close |
0.7357 |
0.7377 |
0.0021 |
0.3% |
0.7316 |
| Range |
0.0053 |
0.0059 |
0.0007 |
12.4% |
0.0112 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
82,813 |
82,876 |
63 |
0.1% |
438,299 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7517 |
0.7409 |
|
| R3 |
0.7480 |
0.7458 |
0.7393 |
|
| R2 |
0.7421 |
0.7421 |
0.7388 |
|
| R1 |
0.7399 |
0.7399 |
0.7382 |
0.7410 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7368 |
| S1 |
0.7340 |
0.7340 |
0.7372 |
0.7351 |
| S2 |
0.7303 |
0.7303 |
0.7366 |
|
| S3 |
0.7244 |
0.7281 |
0.7361 |
|
| S4 |
0.7185 |
0.7222 |
0.7345 |
|
|
| 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 |
0.7272 |
0.0115 |
1.6% |
0.0059 |
0.8% |
92% |
False |
False |
82,652 |
| 10 |
0.7387 |
0.7177 |
0.0210 |
2.8% |
0.0064 |
0.9% |
95% |
False |
False |
90,322 |
| 20 |
0.7387 |
0.7173 |
0.0214 |
2.9% |
0.0068 |
0.9% |
96% |
False |
False |
93,282 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0065 |
0.9% |
72% |
False |
False |
61,211 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0061 |
0.8% |
72% |
False |
False |
40,834 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
52% |
False |
False |
30,636 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
39% |
False |
False |
24,518 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0060 |
0.8% |
34% |
False |
False |
20,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7538 |
|
1.618 |
0.7479 |
|
1.000 |
0.7443 |
|
0.618 |
0.7420 |
|
HIGH |
0.7384 |
|
0.618 |
0.7361 |
|
0.500 |
0.7355 |
|
0.382 |
0.7348 |
|
LOW |
0.7325 |
|
0.618 |
0.7289 |
|
1.000 |
0.7266 |
|
1.618 |
0.7230 |
|
2.618 |
0.7171 |
|
4.250 |
0.7074 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7365 |
| PP |
0.7362 |
0.7352 |
| S1 |
0.7355 |
0.7340 |
|