CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7493 |
0.7504 |
0.0011 |
0.1% |
0.7421 |
| High |
0.7527 |
0.7538 |
0.0011 |
0.1% |
0.7548 |
| Low |
0.7486 |
0.7489 |
0.0003 |
0.0% |
0.7381 |
| Close |
0.7508 |
0.7527 |
0.0019 |
0.3% |
0.7467 |
| Range |
0.0041 |
0.0050 |
0.0009 |
20.7% |
0.0167 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
73,917 |
91,408 |
17,491 |
23.7% |
449,887 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7646 |
0.7554 |
|
| R3 |
0.7617 |
0.7597 |
0.7541 |
|
| R2 |
0.7567 |
0.7567 |
0.7536 |
|
| R1 |
0.7547 |
0.7547 |
0.7532 |
0.7557 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7523 |
| S1 |
0.7498 |
0.7498 |
0.7522 |
0.7508 |
| S2 |
0.7468 |
0.7468 |
0.7518 |
|
| S3 |
0.7419 |
0.7448 |
0.7513 |
|
| S4 |
0.7369 |
0.7399 |
0.7500 |
|
|
| 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 |
0.7455 |
0.0093 |
1.2% |
0.0056 |
0.7% |
77% |
False |
False |
84,047 |
| 10 |
0.7548 |
0.7374 |
0.0175 |
2.3% |
0.0057 |
0.8% |
88% |
False |
False |
86,000 |
| 20 |
0.7548 |
0.7177 |
0.0371 |
4.9% |
0.0060 |
0.8% |
94% |
False |
False |
88,161 |
| 40 |
0.7548 |
0.7173 |
0.0376 |
5.0% |
0.0064 |
0.9% |
94% |
False |
False |
82,574 |
| 60 |
0.7548 |
0.7111 |
0.0438 |
5.8% |
0.0062 |
0.8% |
95% |
False |
False |
55,160 |
| 80 |
0.7548 |
0.7111 |
0.0438 |
5.8% |
0.0061 |
0.8% |
95% |
False |
False |
41,381 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0061 |
0.8% |
62% |
False |
False |
33,114 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.4% |
0.0060 |
0.8% |
53% |
False |
False |
27,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7668 |
|
1.618 |
0.7618 |
|
1.000 |
0.7588 |
|
0.618 |
0.7569 |
|
HIGH |
0.7538 |
|
0.618 |
0.7519 |
|
0.500 |
0.7513 |
|
0.382 |
0.7507 |
|
LOW |
0.7489 |
|
0.618 |
0.7458 |
|
1.000 |
0.7439 |
|
1.618 |
0.7408 |
|
2.618 |
0.7359 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7519 |
| PP |
0.7518 |
0.7510 |
| S1 |
0.7513 |
0.7502 |
|