CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7433 |
0.7452 |
0.0019 |
0.3% |
0.7468 |
| High |
0.7460 |
0.7473 |
0.0013 |
0.2% |
0.7557 |
| Low |
0.7414 |
0.7384 |
-0.0030 |
-0.4% |
0.7466 |
| Close |
0.7448 |
0.7401 |
-0.0047 |
-0.6% |
0.7527 |
| Range |
0.0047 |
0.0089 |
0.0042 |
90.3% |
0.0092 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
3.0% |
0.0000 |
| Volume |
90,051 |
84,912 |
-5,139 |
-5.7% |
430,367 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7631 |
0.7450 |
|
| R3 |
0.7596 |
0.7543 |
0.7425 |
|
| R2 |
0.7508 |
0.7508 |
0.7417 |
|
| R1 |
0.7454 |
0.7454 |
0.7409 |
0.7437 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7410 |
| S1 |
0.7366 |
0.7366 |
0.7393 |
0.7348 |
| S2 |
0.7331 |
0.7331 |
0.7385 |
|
| S3 |
0.7242 |
0.7277 |
0.7377 |
|
| S4 |
0.7154 |
0.7189 |
0.7352 |
|
|
| 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 |
0.7384 |
0.0173 |
2.3% |
0.0071 |
1.0% |
10% |
False |
True |
90,671 |
| 10 |
0.7557 |
0.7384 |
0.0173 |
2.3% |
0.0062 |
0.8% |
10% |
False |
True |
87,215 |
| 20 |
0.7557 |
0.7290 |
0.0267 |
3.6% |
0.0062 |
0.8% |
42% |
False |
False |
87,269 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0065 |
0.9% |
59% |
False |
False |
89,990 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0064 |
0.9% |
65% |
False |
False |
64,364 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0062 |
0.8% |
65% |
False |
False |
48,289 |
| 100 |
0.7719 |
0.7111 |
0.0608 |
8.2% |
0.0063 |
0.8% |
48% |
False |
False |
38,641 |
| 120 |
0.7818 |
0.7111 |
0.0708 |
9.6% |
0.0061 |
0.8% |
41% |
False |
False |
32,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7704 |
|
1.618 |
0.7616 |
|
1.000 |
0.7561 |
|
0.618 |
0.7527 |
|
HIGH |
0.7473 |
|
0.618 |
0.7439 |
|
0.500 |
0.7428 |
|
0.382 |
0.7418 |
|
LOW |
0.7384 |
|
0.618 |
0.7329 |
|
1.000 |
0.7296 |
|
1.618 |
0.7241 |
|
2.618 |
0.7152 |
|
4.250 |
0.7008 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7459 |
| PP |
0.7419 |
0.7440 |
| S1 |
0.7410 |
0.7420 |
|