CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7378 |
-0.0046 |
-0.6% |
0.7519 |
| High |
0.7433 |
0.7395 |
-0.0039 |
-0.5% |
0.7538 |
| Low |
0.7362 |
0.7325 |
-0.0037 |
-0.5% |
0.7361 |
| Close |
0.7380 |
0.7333 |
-0.0047 |
-0.6% |
0.7395 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.1% |
0.0177 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.8% |
0.0000 |
| Volume |
76,952 |
92,091 |
15,139 |
19.7% |
435,540 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7517 |
0.7372 |
|
| R3 |
0.7491 |
0.7447 |
0.7352 |
|
| R2 |
0.7421 |
0.7421 |
0.7346 |
|
| R1 |
0.7377 |
0.7377 |
0.7339 |
0.7364 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7344 |
| S1 |
0.7307 |
0.7307 |
0.7327 |
0.7294 |
| S2 |
0.7281 |
0.7281 |
0.7320 |
|
| S3 |
0.7211 |
0.7237 |
0.7314 |
|
| S4 |
0.7141 |
0.7167 |
0.7295 |
|
|
| 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 |
0.7325 |
0.0148 |
2.0% |
0.0066 |
0.9% |
6% |
False |
True |
81,094 |
| 10 |
0.7557 |
0.7325 |
0.0233 |
3.2% |
0.0067 |
0.9% |
4% |
False |
True |
87,344 |
| 20 |
0.7557 |
0.7325 |
0.0233 |
3.2% |
0.0062 |
0.8% |
4% |
False |
True |
86,672 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0065 |
0.9% |
42% |
False |
False |
89,977 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0064 |
0.9% |
50% |
False |
False |
69,698 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0062 |
0.8% |
50% |
False |
False |
52,294 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0061 |
0.8% |
44% |
False |
False |
41,843 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0061 |
0.8% |
32% |
False |
False |
34,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7578 |
|
1.618 |
0.7508 |
|
1.000 |
0.7465 |
|
0.618 |
0.7438 |
|
HIGH |
0.7395 |
|
0.618 |
0.7368 |
|
0.500 |
0.7360 |
|
0.382 |
0.7351 |
|
LOW |
0.7325 |
|
0.618 |
0.7281 |
|
1.000 |
0.7255 |
|
1.618 |
0.7211 |
|
2.618 |
0.7141 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7379 |
| PP |
0.7351 |
0.7364 |
| S1 |
0.7342 |
0.7348 |
|