CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7518 |
0.7469 |
-0.0049 |
-0.6% |
0.7421 |
| High |
0.7548 |
0.7514 |
-0.0034 |
-0.5% |
0.7548 |
| Low |
0.7460 |
0.7455 |
-0.0005 |
-0.1% |
0.7381 |
| Close |
0.7466 |
0.7467 |
0.0001 |
0.0% |
0.7467 |
| Range |
0.0089 |
0.0059 |
-0.0030 |
-33.3% |
0.0167 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
100,963 |
93,624 |
-7,339 |
-7.3% |
449,887 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7656 |
0.7620 |
0.7499 |
|
| R3 |
0.7597 |
0.7561 |
0.7483 |
|
| R2 |
0.7538 |
0.7538 |
0.7478 |
|
| R1 |
0.7502 |
0.7502 |
0.7472 |
0.7491 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7473 |
| S1 |
0.7443 |
0.7443 |
0.7462 |
0.7432 |
| S2 |
0.7420 |
0.7420 |
0.7456 |
|
| S3 |
0.7361 |
0.7384 |
0.7451 |
|
| S4 |
0.7302 |
0.7325 |
0.7435 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7884 |
0.7559 |
|
| R3 |
0.7799 |
0.7717 |
0.7513 |
|
| R2 |
0.7632 |
0.7632 |
0.7498 |
|
| R1 |
0.7550 |
0.7550 |
0.7482 |
0.7591 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7486 |
| S1 |
0.7383 |
0.7383 |
0.7452 |
0.7424 |
| S2 |
0.7298 |
0.7298 |
0.7436 |
|
| S3 |
0.7131 |
0.7216 |
0.7421 |
|
| S4 |
0.6964 |
0.7049 |
0.7375 |
|
|
| 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% |
0.0069 |
0.9% |
51% |
False |
False |
89,977 |
| 10 |
0.7548 |
0.7294 |
0.0255 |
3.4% |
0.0063 |
0.8% |
68% |
False |
False |
87,065 |
| 20 |
0.7548 |
0.7173 |
0.0376 |
5.0% |
0.0065 |
0.9% |
78% |
False |
False |
92,009 |
| 40 |
0.7548 |
0.7173 |
0.0376 |
5.0% |
0.0065 |
0.9% |
78% |
False |
False |
76,993 |
| 60 |
0.7548 |
0.7111 |
0.0438 |
5.9% |
0.0062 |
0.8% |
81% |
False |
False |
51,402 |
| 80 |
0.7603 |
0.7111 |
0.0493 |
6.6% |
0.0063 |
0.8% |
72% |
False |
False |
38,563 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
9.0% |
0.0062 |
0.8% |
53% |
False |
False |
30,859 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.5% |
0.0061 |
0.8% |
45% |
False |
False |
25,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7765 |
|
2.618 |
0.7668 |
|
1.618 |
0.7609 |
|
1.000 |
0.7573 |
|
0.618 |
0.7550 |
|
HIGH |
0.7514 |
|
0.618 |
0.7491 |
|
0.500 |
0.7485 |
|
0.382 |
0.7478 |
|
LOW |
0.7455 |
|
0.618 |
0.7419 |
|
1.000 |
0.7396 |
|
1.618 |
0.7360 |
|
2.618 |
0.7301 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7502 |
| PP |
0.7479 |
0.7490 |
| S1 |
0.7473 |
0.7479 |
|