CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7378 |
0.7328 |
-0.0050 |
-0.7% |
0.7519 |
| High |
0.7395 |
0.7342 |
-0.0053 |
-0.7% |
0.7538 |
| Low |
0.7325 |
0.7288 |
-0.0037 |
-0.5% |
0.7361 |
| Close |
0.7333 |
0.7293 |
-0.0040 |
-0.5% |
0.7395 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0177 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
92,091 |
74,987 |
-17,104 |
-18.6% |
435,540 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7470 |
0.7435 |
0.7323 |
|
| R3 |
0.7416 |
0.7381 |
0.7308 |
|
| R2 |
0.7362 |
0.7362 |
0.7303 |
|
| R1 |
0.7327 |
0.7327 |
0.7298 |
0.7318 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7303 |
| S1 |
0.7273 |
0.7273 |
0.7288 |
0.7264 |
| S2 |
0.7254 |
0.7254 |
0.7283 |
|
| S3 |
0.7200 |
0.7219 |
0.7278 |
|
| S4 |
0.7146 |
0.7165 |
0.7263 |
|
|
| 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 |
0.7433 |
0.7288 |
0.0145 |
2.0% |
0.0059 |
0.8% |
3% |
False |
True |
79,109 |
| 10 |
0.7557 |
0.7288 |
0.0269 |
3.7% |
0.0065 |
0.9% |
2% |
False |
True |
84,890 |
| 20 |
0.7557 |
0.7288 |
0.0269 |
3.7% |
0.0062 |
0.8% |
2% |
False |
True |
85,986 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0064 |
0.9% |
31% |
False |
False |
89,885 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0064 |
0.9% |
41% |
False |
False |
70,943 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0061 |
0.8% |
41% |
False |
False |
53,230 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0061 |
0.8% |
36% |
False |
False |
42,593 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.5% |
0.0061 |
0.8% |
26% |
False |
False |
35,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7572 |
|
2.618 |
0.7483 |
|
1.618 |
0.7429 |
|
1.000 |
0.7396 |
|
0.618 |
0.7375 |
|
HIGH |
0.7342 |
|
0.618 |
0.7321 |
|
0.500 |
0.7315 |
|
0.382 |
0.7309 |
|
LOW |
0.7288 |
|
0.618 |
0.7255 |
|
1.000 |
0.7234 |
|
1.618 |
0.7201 |
|
2.618 |
0.7147 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7361 |
| PP |
0.7308 |
0.7338 |
| S1 |
0.7300 |
0.7316 |
|