CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7433 |
-0.0089 |
-1.2% |
0.7468 |
| High |
0.7534 |
0.7460 |
-0.0074 |
-1.0% |
0.7557 |
| Low |
0.7422 |
0.7414 |
-0.0009 |
-0.1% |
0.7466 |
| Close |
0.7428 |
0.7448 |
0.0021 |
0.3% |
0.7527 |
| Range |
0.0112 |
0.0047 |
-0.0066 |
-58.5% |
0.0092 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
103,007 |
90,051 |
-12,956 |
-12.6% |
430,367 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7561 |
0.7474 |
|
| R3 |
0.7534 |
0.7514 |
0.7461 |
|
| R2 |
0.7487 |
0.7487 |
0.7457 |
|
| R1 |
0.7468 |
0.7468 |
0.7452 |
0.7477 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7445 |
| S1 |
0.7421 |
0.7421 |
0.7444 |
0.7431 |
| S2 |
0.7394 |
0.7394 |
0.7439 |
|
| S3 |
0.7348 |
0.7375 |
0.7435 |
|
| S4 |
0.7301 |
0.7328 |
0.7422 |
|
|
| 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 |
0.7414 |
0.0144 |
1.9% |
0.0068 |
0.9% |
24% |
False |
True |
93,594 |
| 10 |
0.7557 |
0.7414 |
0.0144 |
1.9% |
0.0062 |
0.8% |
24% |
False |
True |
88,820 |
| 20 |
0.7557 |
0.7272 |
0.0285 |
3.8% |
0.0060 |
0.8% |
62% |
False |
False |
87,061 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0063 |
0.9% |
72% |
False |
False |
89,764 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0064 |
0.9% |
76% |
False |
False |
62,949 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0061 |
0.8% |
76% |
False |
False |
47,228 |
| 100 |
0.7721 |
0.7111 |
0.0610 |
8.2% |
0.0062 |
0.8% |
55% |
False |
False |
37,792 |
| 120 |
0.7818 |
0.7111 |
0.0708 |
9.5% |
0.0060 |
0.8% |
48% |
False |
False |
31,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7658 |
|
2.618 |
0.7582 |
|
1.618 |
0.7535 |
|
1.000 |
0.7507 |
|
0.618 |
0.7489 |
|
HIGH |
0.7460 |
|
0.618 |
0.7442 |
|
0.500 |
0.7437 |
|
0.382 |
0.7431 |
|
LOW |
0.7414 |
|
0.618 |
0.7385 |
|
1.000 |
0.7367 |
|
1.618 |
0.7338 |
|
2.618 |
0.7292 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7476 |
| PP |
0.7441 |
0.7466 |
| S1 |
0.7437 |
0.7457 |
|