CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7518 |
0.0043 |
0.6% |
0.7309 |
| High |
0.7525 |
0.7548 |
0.0024 |
0.3% |
0.7442 |
| Low |
0.7467 |
0.7460 |
-0.0008 |
-0.1% |
0.7294 |
| Close |
0.7524 |
0.7466 |
-0.0058 |
-0.8% |
0.7422 |
| Range |
0.0058 |
0.0089 |
0.0031 |
53.9% |
0.0149 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.9% |
0.0000 |
| Volume |
78,225 |
100,963 |
22,738 |
29.1% |
420,764 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7757 |
0.7700 |
0.7515 |
|
| R3 |
0.7668 |
0.7611 |
0.7490 |
|
| R2 |
0.7580 |
0.7580 |
0.7482 |
|
| R1 |
0.7523 |
0.7523 |
0.7474 |
0.7507 |
| PP |
0.7491 |
0.7491 |
0.7491 |
0.7483 |
| S1 |
0.7434 |
0.7434 |
0.7458 |
0.7419 |
| S2 |
0.7403 |
0.7403 |
0.7450 |
|
| S3 |
0.7314 |
0.7346 |
0.7442 |
|
| S4 |
0.7226 |
0.7257 |
0.7417 |
|
|
| 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 |
0.7548 |
0.7381 |
0.0167 |
2.2% |
0.0064 |
0.9% |
51% |
True |
False |
90,406 |
| 10 |
0.7548 |
0.7290 |
0.0258 |
3.5% |
0.0062 |
0.8% |
68% |
True |
False |
87,324 |
| 20 |
0.7548 |
0.7173 |
0.0376 |
5.0% |
0.0066 |
0.9% |
78% |
True |
False |
91,322 |
| 40 |
0.7548 |
0.7173 |
0.0376 |
5.0% |
0.0065 |
0.9% |
78% |
True |
False |
74,659 |
| 60 |
0.7548 |
0.7111 |
0.0438 |
5.9% |
0.0062 |
0.8% |
81% |
True |
False |
49,842 |
| 80 |
0.7603 |
0.7111 |
0.0493 |
6.6% |
0.0062 |
0.8% |
72% |
False |
False |
37,393 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
9.0% |
0.0062 |
0.8% |
53% |
False |
False |
29,923 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.5% |
0.0061 |
0.8% |
45% |
False |
False |
24,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7924 |
|
2.618 |
0.7780 |
|
1.618 |
0.7691 |
|
1.000 |
0.7637 |
|
0.618 |
0.7603 |
|
HIGH |
0.7548 |
|
0.618 |
0.7514 |
|
0.500 |
0.7504 |
|
0.382 |
0.7493 |
|
LOW |
0.7460 |
|
0.618 |
0.7405 |
|
1.000 |
0.7371 |
|
1.618 |
0.7316 |
|
2.618 |
0.7228 |
|
4.250 |
0.7083 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7504 |
0.7479 |
| PP |
0.7491 |
0.7475 |
| S1 |
0.7479 |
0.7470 |
|