CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7452 |
0.7404 |
-0.0048 |
-0.6% |
0.7519 |
| High |
0.7473 |
0.7413 |
-0.0060 |
-0.8% |
0.7538 |
| Low |
0.7384 |
0.7361 |
-0.0024 |
-0.3% |
0.7361 |
| Close |
0.7401 |
0.7395 |
-0.0006 |
-0.1% |
0.7395 |
| Range |
0.0089 |
0.0053 |
-0.0036 |
-40.7% |
0.0177 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
84,912 |
87,373 |
2,461 |
2.9% |
435,540 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7524 |
0.7424 |
|
| R3 |
0.7495 |
0.7471 |
0.7409 |
|
| R2 |
0.7442 |
0.7442 |
0.7405 |
|
| R1 |
0.7419 |
0.7419 |
0.7400 |
0.7404 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7382 |
| S1 |
0.7366 |
0.7366 |
0.7390 |
0.7352 |
| S2 |
0.7337 |
0.7337 |
0.7385 |
|
| S3 |
0.7285 |
0.7314 |
0.7381 |
|
| S4 |
0.7232 |
0.7261 |
0.7366 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7856 |
0.7492 |
|
| R3 |
0.7785 |
0.7679 |
0.7444 |
|
| R2 |
0.7608 |
0.7608 |
0.7427 |
|
| R1 |
0.7502 |
0.7502 |
0.7411 |
0.7466 |
| PP |
0.7431 |
0.7431 |
0.7431 |
0.7413 |
| S1 |
0.7325 |
0.7325 |
0.7379 |
0.7289 |
| S2 |
0.7254 |
0.7254 |
0.7363 |
|
| S3 |
0.7077 |
0.7148 |
0.7346 |
|
| S4 |
0.6900 |
0.6971 |
0.7298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7538 |
0.7361 |
0.0177 |
2.4% |
0.0070 |
0.9% |
19% |
False |
True |
87,108 |
| 10 |
0.7557 |
0.7361 |
0.0197 |
2.7% |
0.0061 |
0.8% |
18% |
False |
True |
86,590 |
| 20 |
0.7557 |
0.7294 |
0.0264 |
3.6% |
0.0062 |
0.8% |
39% |
False |
False |
86,827 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
58% |
False |
False |
89,860 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0064 |
0.9% |
64% |
False |
False |
65,820 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0061 |
0.8% |
64% |
False |
False |
49,381 |
| 100 |
0.7646 |
0.7111 |
0.0536 |
7.2% |
0.0062 |
0.8% |
53% |
False |
False |
39,514 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
41% |
False |
False |
32,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7636 |
|
2.618 |
0.7550 |
|
1.618 |
0.7498 |
|
1.000 |
0.7466 |
|
0.618 |
0.7445 |
|
HIGH |
0.7413 |
|
0.618 |
0.7393 |
|
0.500 |
0.7387 |
|
0.382 |
0.7381 |
|
LOW |
0.7361 |
|
0.618 |
0.7328 |
|
1.000 |
0.7308 |
|
1.618 |
0.7276 |
|
2.618 |
0.7223 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7417 |
| PP |
0.7390 |
0.7409 |
| S1 |
0.7387 |
0.7402 |
|