CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7546 |
0.7519 |
-0.0028 |
-0.4% |
0.7468 |
| High |
0.7557 |
0.7538 |
-0.0020 |
-0.3% |
0.7557 |
| Low |
0.7502 |
0.7488 |
-0.0014 |
-0.2% |
0.7466 |
| Close |
0.7527 |
0.7520 |
-0.0007 |
-0.1% |
0.7527 |
| Range |
0.0056 |
0.0050 |
-0.0006 |
-9.9% |
0.0092 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
105,192 |
70,197 |
-34,995 |
-33.3% |
430,367 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7665 |
0.7643 |
0.7548 |
|
| R3 |
0.7615 |
0.7593 |
0.7534 |
|
| R2 |
0.7565 |
0.7565 |
0.7529 |
|
| R1 |
0.7543 |
0.7543 |
0.7525 |
0.7554 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7521 |
| S1 |
0.7493 |
0.7493 |
0.7515 |
0.7504 |
| S2 |
0.7465 |
0.7465 |
0.7511 |
|
| S3 |
0.7415 |
0.7443 |
0.7506 |
|
| S4 |
0.7365 |
0.7393 |
0.7493 |
|
|
| 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 |
0.7481 |
0.0076 |
1.0% |
0.0054 |
0.7% |
51% |
False |
False |
88,047 |
| 10 |
0.7557 |
0.7410 |
0.0148 |
2.0% |
0.0060 |
0.8% |
75% |
False |
False |
86,878 |
| 20 |
0.7557 |
0.7228 |
0.0329 |
4.4% |
0.0058 |
0.8% |
89% |
False |
False |
86,256 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.1% |
0.0063 |
0.8% |
90% |
False |
False |
89,223 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0062 |
0.8% |
92% |
False |
False |
59,736 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
5.9% |
0.0061 |
0.8% |
92% |
False |
False |
44,816 |
| 100 |
0.7779 |
0.7111 |
0.0669 |
8.9% |
0.0062 |
0.8% |
61% |
False |
False |
35,862 |
| 120 |
0.7818 |
0.7111 |
0.0708 |
9.4% |
0.0060 |
0.8% |
58% |
False |
False |
29,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7668 |
|
1.618 |
0.7618 |
|
1.000 |
0.7588 |
|
0.618 |
0.7568 |
|
HIGH |
0.7538 |
|
0.618 |
0.7518 |
|
0.500 |
0.7513 |
|
0.382 |
0.7507 |
|
LOW |
0.7488 |
|
0.618 |
0.7457 |
|
1.000 |
0.7438 |
|
1.618 |
0.7407 |
|
2.618 |
0.7357 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7520 |
| PP |
0.7515 |
0.7519 |
| S1 |
0.7513 |
0.7519 |
|