CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7546 |
0.0027 |
0.4% |
0.7468 |
| High |
0.7557 |
0.7557 |
0.0000 |
0.0% |
0.7557 |
| Low |
0.7481 |
0.7502 |
0.0021 |
0.3% |
0.7466 |
| Close |
0.7540 |
0.7527 |
-0.0014 |
-0.2% |
0.7527 |
| Range |
0.0076 |
0.0056 |
-0.0021 |
-27.0% |
0.0092 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
99,524 |
105,192 |
5,668 |
5.7% |
430,367 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7695 |
0.7666 |
0.7557 |
|
| R3 |
0.7639 |
0.7611 |
0.7542 |
|
| R2 |
0.7584 |
0.7584 |
0.7537 |
|
| R1 |
0.7555 |
0.7555 |
0.7532 |
0.7542 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7522 |
| S1 |
0.7500 |
0.7500 |
0.7521 |
0.7486 |
| S2 |
0.7473 |
0.7473 |
0.7516 |
|
| S3 |
0.7417 |
0.7444 |
0.7511 |
|
| S4 |
0.7362 |
0.7389 |
0.7496 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7750 |
0.7577 |
|
| R3 |
0.7699 |
0.7659 |
0.7552 |
|
| R2 |
0.7608 |
0.7608 |
0.7543 |
|
| R1 |
0.7567 |
0.7567 |
0.7535 |
0.7588 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7527 |
| S1 |
0.7476 |
0.7476 |
0.7518 |
0.7496 |
| S2 |
0.7425 |
0.7425 |
0.7510 |
|
| S3 |
0.7333 |
0.7384 |
0.7501 |
|
| S4 |
0.7242 |
0.7293 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7557 |
0.7466 |
0.0092 |
1.2% |
0.0053 |
0.7% |
67% |
True |
False |
86,073 |
| 10 |
0.7557 |
0.7381 |
0.0176 |
2.3% |
0.0061 |
0.8% |
83% |
True |
False |
88,025 |
| 20 |
0.7557 |
0.7228 |
0.0329 |
4.4% |
0.0058 |
0.8% |
91% |
True |
False |
86,965 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.1% |
0.0064 |
0.9% |
92% |
True |
False |
87,614 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0062 |
0.8% |
93% |
True |
False |
58,569 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0061 |
0.8% |
93% |
True |
False |
43,939 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0062 |
0.8% |
62% |
False |
False |
35,160 |
| 120 |
0.7852 |
0.7111 |
0.0741 |
9.8% |
0.0061 |
0.8% |
56% |
False |
False |
29,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7702 |
|
1.618 |
0.7647 |
|
1.000 |
0.7613 |
|
0.618 |
0.7591 |
|
HIGH |
0.7557 |
|
0.618 |
0.7536 |
|
0.500 |
0.7529 |
|
0.382 |
0.7523 |
|
LOW |
0.7502 |
|
0.618 |
0.7467 |
|
1.000 |
0.7446 |
|
1.618 |
0.7412 |
|
2.618 |
0.7356 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7524 |
| PP |
0.7528 |
0.7522 |
| S1 |
0.7527 |
0.7519 |
|