CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7424 |
0.0026 |
0.3% |
0.7519 |
| High |
0.7433 |
0.7433 |
0.0001 |
0.0% |
0.7538 |
| Low |
0.7385 |
0.7362 |
-0.0024 |
-0.3% |
0.7361 |
| Close |
0.7426 |
0.7380 |
-0.0047 |
-0.6% |
0.7395 |
| Range |
0.0048 |
0.0072 |
0.0024 |
50.5% |
0.0177 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
64,142 |
76,952 |
12,810 |
20.0% |
435,540 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7564 |
0.7419 |
|
| R3 |
0.7534 |
0.7493 |
0.7399 |
|
| R2 |
0.7463 |
0.7463 |
0.7393 |
|
| R1 |
0.7421 |
0.7421 |
0.7386 |
0.7406 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7384 |
| S1 |
0.7350 |
0.7350 |
0.7373 |
0.7335 |
| S2 |
0.7320 |
0.7320 |
0.7366 |
|
| S3 |
0.7248 |
0.7278 |
0.7360 |
|
| S4 |
0.7177 |
0.7207 |
0.7340 |
|
|
| 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 |
0.7473 |
0.7361 |
0.0112 |
1.5% |
0.0061 |
0.8% |
17% |
False |
False |
80,686 |
| 10 |
0.7557 |
0.7361 |
0.0197 |
2.7% |
0.0065 |
0.9% |
10% |
False |
False |
87,275 |
| 20 |
0.7557 |
0.7325 |
0.0232 |
3.1% |
0.0061 |
0.8% |
23% |
False |
False |
86,211 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
54% |
False |
False |
89,329 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0064 |
0.9% |
60% |
False |
False |
68,169 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0061 |
0.8% |
60% |
False |
False |
51,143 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
53% |
False |
False |
40,923 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
39% |
False |
False |
34,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7737 |
|
2.618 |
0.7620 |
|
1.618 |
0.7549 |
|
1.000 |
0.7505 |
|
0.618 |
0.7477 |
|
HIGH |
0.7433 |
|
0.618 |
0.7406 |
|
0.500 |
0.7397 |
|
0.382 |
0.7389 |
|
LOW |
0.7362 |
|
0.618 |
0.7317 |
|
1.000 |
0.7290 |
|
1.618 |
0.7246 |
|
2.618 |
0.7174 |
|
4.250 |
0.7058 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7397 |
0.7397 |
| PP |
0.7391 |
0.7391 |
| S1 |
0.7385 |
0.7385 |
|