CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7413 |
-0.0008 |
-0.1% |
0.7309 |
| High |
0.7441 |
0.7488 |
0.0047 |
0.6% |
0.7442 |
| Low |
0.7381 |
0.7410 |
0.0029 |
0.4% |
0.7294 |
| Close |
0.7419 |
0.7481 |
0.0062 |
0.8% |
0.7422 |
| Range |
0.0060 |
0.0078 |
0.0018 |
30.0% |
0.0149 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
81,671 |
95,404 |
13,733 |
16.8% |
420,764 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7665 |
0.7523 |
|
| R3 |
0.7615 |
0.7587 |
0.7502 |
|
| R2 |
0.7537 |
0.7537 |
0.7495 |
|
| R1 |
0.7509 |
0.7509 |
0.7488 |
0.7523 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7466 |
| S1 |
0.7431 |
0.7431 |
0.7473 |
0.7445 |
| S2 |
0.7381 |
0.7381 |
0.7466 |
|
| S3 |
0.7303 |
0.7353 |
0.7459 |
|
| S4 |
0.7225 |
0.7275 |
0.7438 |
|
|
| 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 |
0.7488 |
0.7325 |
0.0163 |
2.2% |
0.0058 |
0.8% |
96% |
True |
False |
88,883 |
| 10 |
0.7488 |
0.7228 |
0.0260 |
3.5% |
0.0059 |
0.8% |
97% |
True |
False |
87,549 |
| 20 |
0.7488 |
0.7173 |
0.0315 |
4.2% |
0.0067 |
0.9% |
98% |
True |
False |
93,732 |
| 40 |
0.7488 |
0.7173 |
0.0315 |
4.2% |
0.0064 |
0.9% |
98% |
True |
False |
70,211 |
| 60 |
0.7488 |
0.7111 |
0.0377 |
5.0% |
0.0062 |
0.8% |
98% |
True |
False |
46,857 |
| 80 |
0.7606 |
0.7111 |
0.0496 |
6.6% |
0.0062 |
0.8% |
75% |
False |
False |
35,154 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0061 |
0.8% |
55% |
False |
False |
28,133 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.5% |
0.0061 |
0.8% |
47% |
False |
False |
23,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7819 |
|
2.618 |
0.7692 |
|
1.618 |
0.7614 |
|
1.000 |
0.7566 |
|
0.618 |
0.7536 |
|
HIGH |
0.7488 |
|
0.618 |
0.7458 |
|
0.500 |
0.7449 |
|
0.382 |
0.7439 |
|
LOW |
0.7410 |
|
0.618 |
0.7361 |
|
1.000 |
0.7332 |
|
1.618 |
0.7283 |
|
2.618 |
0.7205 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7465 |
| PP |
0.7459 |
0.7450 |
| S1 |
0.7449 |
0.7434 |
|