CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7404 |
0.7398 |
-0.0006 |
-0.1% |
0.7519 |
| High |
0.7413 |
0.7433 |
0.0020 |
0.3% |
0.7538 |
| Low |
0.7361 |
0.7385 |
0.0025 |
0.3% |
0.7361 |
| Close |
0.7395 |
0.7426 |
0.0031 |
0.4% |
0.7395 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-9.5% |
0.0177 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
87,373 |
64,142 |
-23,231 |
-26.6% |
435,540 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7539 |
0.7452 |
|
| R3 |
0.7510 |
0.7492 |
0.7439 |
|
| R2 |
0.7462 |
0.7462 |
0.7435 |
|
| R1 |
0.7444 |
0.7444 |
0.7430 |
0.7453 |
| PP |
0.7415 |
0.7415 |
0.7415 |
0.7419 |
| S1 |
0.7397 |
0.7397 |
0.7422 |
0.7406 |
| S2 |
0.7367 |
0.7367 |
0.7417 |
|
| S3 |
0.7320 |
0.7349 |
0.7413 |
|
| S4 |
0.7272 |
0.7302 |
0.7400 |
|
|
| 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 |
0.7534 |
0.7361 |
0.0174 |
2.3% |
0.0069 |
0.9% |
38% |
False |
False |
85,897 |
| 10 |
0.7557 |
0.7361 |
0.0197 |
2.6% |
0.0062 |
0.8% |
33% |
False |
False |
86,972 |
| 20 |
0.7557 |
0.7325 |
0.0232 |
3.1% |
0.0060 |
0.8% |
44% |
False |
False |
86,504 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
66% |
False |
False |
89,543 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0064 |
0.9% |
71% |
False |
False |
66,888 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0061 |
0.8% |
71% |
False |
False |
50,182 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0062 |
0.8% |
62% |
False |
False |
40,155 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
46% |
False |
False |
33,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7557 |
|
1.618 |
0.7509 |
|
1.000 |
0.7480 |
|
0.618 |
0.7462 |
|
HIGH |
0.7433 |
|
0.618 |
0.7414 |
|
0.500 |
0.7409 |
|
0.382 |
0.7403 |
|
LOW |
0.7385 |
|
0.618 |
0.7356 |
|
1.000 |
0.7338 |
|
1.618 |
0.7308 |
|
2.618 |
0.7261 |
|
4.250 |
0.7183 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7420 |
0.7423 |
| PP |
0.7415 |
0.7420 |
| S1 |
0.7409 |
0.7417 |
|