CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7413 |
0.7475 |
0.0062 |
0.8% |
0.7309 |
| High |
0.7488 |
0.7525 |
0.0037 |
0.5% |
0.7442 |
| Low |
0.7410 |
0.7467 |
0.0058 |
0.8% |
0.7294 |
| Close |
0.7481 |
0.7524 |
0.0043 |
0.6% |
0.7422 |
| Range |
0.0078 |
0.0058 |
-0.0021 |
-26.3% |
0.0149 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
95,404 |
78,225 |
-17,179 |
-18.0% |
420,764 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7658 |
0.7555 |
|
| R3 |
0.7620 |
0.7601 |
0.7539 |
|
| R2 |
0.7563 |
0.7563 |
0.7534 |
|
| R1 |
0.7543 |
0.7543 |
0.7529 |
0.7553 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7510 |
| S1 |
0.7486 |
0.7486 |
0.7518 |
0.7495 |
| S2 |
0.7448 |
0.7448 |
0.7513 |
|
| S3 |
0.7390 |
0.7428 |
0.7508 |
|
| S4 |
0.7333 |
0.7371 |
0.7492 |
|
|
| 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 |
0.7525 |
0.7374 |
0.0151 |
2.0% |
0.0057 |
0.8% |
99% |
True |
False |
87,952 |
| 10 |
0.7525 |
0.7272 |
0.0253 |
3.4% |
0.0058 |
0.8% |
100% |
True |
False |
85,302 |
| 20 |
0.7525 |
0.7173 |
0.0352 |
4.7% |
0.0066 |
0.9% |
100% |
True |
False |
91,663 |
| 40 |
0.7525 |
0.7173 |
0.0352 |
4.7% |
0.0064 |
0.8% |
100% |
True |
False |
72,146 |
| 60 |
0.7525 |
0.7111 |
0.0414 |
5.5% |
0.0062 |
0.8% |
100% |
True |
False |
48,160 |
| 80 |
0.7603 |
0.7111 |
0.0493 |
6.5% |
0.0062 |
0.8% |
84% |
False |
False |
36,131 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0061 |
0.8% |
62% |
False |
False |
28,914 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.4% |
0.0060 |
0.8% |
53% |
False |
False |
24,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7675 |
|
1.618 |
0.7618 |
|
1.000 |
0.7582 |
|
0.618 |
0.7560 |
|
HIGH |
0.7525 |
|
0.618 |
0.7503 |
|
0.500 |
0.7496 |
|
0.382 |
0.7489 |
|
LOW |
0.7467 |
|
0.618 |
0.7431 |
|
1.000 |
0.7410 |
|
1.618 |
0.7374 |
|
2.618 |
0.7316 |
|
4.250 |
0.7223 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7500 |
| PP |
0.7505 |
0.7476 |
| S1 |
0.7496 |
0.7453 |
|