CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7421 |
0.0003 |
0.0% |
0.7309 |
| High |
0.7442 |
0.7441 |
-0.0001 |
0.0% |
0.7442 |
| Low |
0.7406 |
0.7381 |
-0.0025 |
-0.3% |
0.7294 |
| Close |
0.7422 |
0.7419 |
-0.0003 |
0.0% |
0.7422 |
| Range |
0.0036 |
0.0060 |
0.0024 |
66.7% |
0.0149 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
95,769 |
81,671 |
-14,098 |
-14.7% |
420,764 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7566 |
0.7452 |
|
| R3 |
0.7534 |
0.7506 |
0.7436 |
|
| R2 |
0.7474 |
0.7474 |
0.7430 |
|
| R1 |
0.7446 |
0.7446 |
0.7425 |
0.7430 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7406 |
| S1 |
0.7386 |
0.7386 |
0.7414 |
0.7370 |
| S2 |
0.7354 |
0.7354 |
0.7408 |
|
| S3 |
0.7294 |
0.7326 |
0.7403 |
|
| S4 |
0.7234 |
0.7266 |
0.7386 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7775 |
0.7504 |
|
| R3 |
0.7683 |
0.7627 |
0.7463 |
|
| R2 |
0.7534 |
0.7534 |
0.7449 |
|
| R1 |
0.7478 |
0.7478 |
0.7436 |
0.7506 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7400 |
| S1 |
0.7330 |
0.7330 |
0.7408 |
0.7358 |
| S2 |
0.7237 |
0.7237 |
0.7395 |
|
| S3 |
0.7089 |
0.7181 |
0.7381 |
|
| S4 |
0.6940 |
0.7033 |
0.7340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7442 |
0.7325 |
0.0117 |
1.6% |
0.0053 |
0.7% |
80% |
False |
False |
86,364 |
| 10 |
0.7442 |
0.7228 |
0.0214 |
2.9% |
0.0057 |
0.8% |
89% |
False |
False |
85,635 |
| 20 |
0.7442 |
0.7173 |
0.0270 |
3.6% |
0.0066 |
0.9% |
91% |
False |
False |
93,408 |
| 40 |
0.7482 |
0.7138 |
0.0344 |
4.6% |
0.0064 |
0.9% |
82% |
False |
False |
67,837 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0061 |
0.8% |
83% |
False |
False |
45,267 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
60% |
False |
False |
33,961 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
9.0% |
0.0061 |
0.8% |
46% |
False |
False |
27,179 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0060 |
0.8% |
39% |
False |
False |
22,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7696 |
|
2.618 |
0.7598 |
|
1.618 |
0.7538 |
|
1.000 |
0.7501 |
|
0.618 |
0.7478 |
|
HIGH |
0.7441 |
|
0.618 |
0.7418 |
|
0.500 |
0.7411 |
|
0.382 |
0.7404 |
|
LOW |
0.7381 |
|
0.618 |
0.7344 |
|
1.000 |
0.7321 |
|
1.618 |
0.7284 |
|
2.618 |
0.7224 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7416 |
0.7415 |
| PP |
0.7414 |
0.7412 |
| S1 |
0.7411 |
0.7408 |
|