CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7504 |
0.7520 |
0.0016 |
0.2% |
0.7421 |
| High |
0.7538 |
0.7557 |
0.0019 |
0.3% |
0.7548 |
| Low |
0.7489 |
0.7481 |
-0.0008 |
-0.1% |
0.7381 |
| Close |
0.7527 |
0.7540 |
0.0013 |
0.2% |
0.7467 |
| Range |
0.0050 |
0.0076 |
0.0027 |
53.5% |
0.0167 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.9% |
0.0000 |
| Volume |
91,408 |
99,524 |
8,116 |
8.9% |
449,887 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7754 |
0.7723 |
0.7582 |
|
| R3 |
0.7678 |
0.7647 |
0.7561 |
|
| R2 |
0.7602 |
0.7602 |
0.7554 |
|
| R1 |
0.7571 |
0.7571 |
0.7547 |
0.7587 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7534 |
| S1 |
0.7495 |
0.7495 |
0.7533 |
0.7511 |
| S2 |
0.7450 |
0.7450 |
0.7526 |
|
| S3 |
0.7374 |
0.7419 |
0.7519 |
|
| S4 |
0.7298 |
0.7343 |
0.7498 |
|
|
| 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 |
0.7557 |
0.7455 |
0.0102 |
1.4% |
0.0053 |
0.7% |
83% |
True |
False |
83,759 |
| 10 |
0.7557 |
0.7381 |
0.0176 |
2.3% |
0.0059 |
0.8% |
90% |
True |
False |
87,083 |
| 20 |
0.7557 |
0.7194 |
0.0363 |
4.8% |
0.0060 |
0.8% |
95% |
True |
False |
86,581 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.1% |
0.0064 |
0.8% |
96% |
True |
False |
85,015 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0062 |
0.8% |
96% |
True |
False |
56,817 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0061 |
0.8% |
96% |
True |
False |
42,625 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0061 |
0.8% |
64% |
False |
False |
34,109 |
| 120 |
0.7859 |
0.7111 |
0.0748 |
9.9% |
0.0060 |
0.8% |
57% |
False |
False |
28,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7756 |
|
1.618 |
0.7680 |
|
1.000 |
0.7633 |
|
0.618 |
0.7604 |
|
HIGH |
0.7557 |
|
0.618 |
0.7528 |
|
0.500 |
0.7519 |
|
0.382 |
0.7510 |
|
LOW |
0.7481 |
|
0.618 |
0.7434 |
|
1.000 |
0.7405 |
|
1.618 |
0.7358 |
|
2.618 |
0.7282 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7533 |
| PP |
0.7526 |
0.7526 |
| S1 |
0.7519 |
0.7519 |
|