CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7383 |
0.0029 |
0.4% |
0.7264 |
| High |
0.7384 |
0.7429 |
0.0045 |
0.6% |
0.7340 |
| Low |
0.7325 |
0.7374 |
0.0049 |
0.7% |
0.7228 |
| Close |
0.7377 |
0.7420 |
0.0043 |
0.6% |
0.7316 |
| Range |
0.0059 |
0.0056 |
-0.0004 |
-5.9% |
0.0112 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
82,876 |
88,695 |
5,819 |
7.0% |
438,299 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7552 |
0.7450 |
|
| R3 |
0.7518 |
0.7497 |
0.7435 |
|
| R2 |
0.7463 |
0.7463 |
0.7430 |
|
| R1 |
0.7441 |
0.7441 |
0.7425 |
0.7452 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7413 |
| S1 |
0.7386 |
0.7386 |
0.7414 |
0.7397 |
| S2 |
0.7352 |
0.7352 |
0.7409 |
|
| S3 |
0.7296 |
0.7330 |
0.7404 |
|
| S4 |
0.7241 |
0.7275 |
0.7389 |
|
|
| 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 |
0.7429 |
0.7290 |
0.0139 |
1.9% |
0.0060 |
0.8% |
93% |
True |
False |
84,241 |
| 10 |
0.7429 |
0.7194 |
0.0235 |
3.2% |
0.0061 |
0.8% |
96% |
True |
False |
86,080 |
| 20 |
0.7429 |
0.7173 |
0.0257 |
3.5% |
0.0067 |
0.9% |
96% |
True |
False |
93,784 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0065 |
0.9% |
83% |
False |
False |
63,421 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0061 |
0.8% |
83% |
False |
False |
42,311 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
61% |
False |
False |
31,744 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
45% |
False |
False |
25,405 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0060 |
0.8% |
39% |
False |
False |
21,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7665 |
|
2.618 |
0.7574 |
|
1.618 |
0.7519 |
|
1.000 |
0.7485 |
|
0.618 |
0.7463 |
|
HIGH |
0.7429 |
|
0.618 |
0.7408 |
|
0.500 |
0.7401 |
|
0.382 |
0.7395 |
|
LOW |
0.7374 |
|
0.618 |
0.7339 |
|
1.000 |
0.7318 |
|
1.618 |
0.7284 |
|
2.618 |
0.7228 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7405 |
| PP |
0.7407 |
0.7391 |
| S1 |
0.7401 |
0.7377 |
|