CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7291 |
-0.0037 |
-0.5% |
0.7398 |
| High |
0.7342 |
0.7336 |
-0.0006 |
-0.1% |
0.7433 |
| Low |
0.7288 |
0.7277 |
-0.0011 |
-0.2% |
0.7277 |
| Close |
0.7293 |
0.7331 |
0.0038 |
0.5% |
0.7331 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0156 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
74,987 |
72,729 |
-2,258 |
-3.0% |
380,901 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7470 |
0.7363 |
|
| R3 |
0.7433 |
0.7411 |
0.7347 |
|
| R2 |
0.7374 |
0.7374 |
0.7342 |
|
| R1 |
0.7352 |
0.7352 |
0.7336 |
0.7363 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7320 |
| S1 |
0.7293 |
0.7293 |
0.7326 |
0.7304 |
| S2 |
0.7256 |
0.7256 |
0.7320 |
|
| S3 |
0.7197 |
0.7234 |
0.7315 |
|
| S4 |
0.7138 |
0.7175 |
0.7299 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7729 |
0.7417 |
|
| R3 |
0.7659 |
0.7573 |
0.7374 |
|
| R2 |
0.7503 |
0.7503 |
0.7360 |
|
| R1 |
0.7417 |
0.7417 |
0.7345 |
0.7382 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7330 |
| S1 |
0.7261 |
0.7261 |
0.7317 |
0.7226 |
| S2 |
0.7191 |
0.7191 |
0.7302 |
|
| S3 |
0.7035 |
0.7105 |
0.7288 |
|
| S4 |
0.6879 |
0.6949 |
0.7245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7433 |
0.7277 |
0.0156 |
2.1% |
0.0060 |
0.8% |
35% |
False |
True |
76,180 |
| 10 |
0.7538 |
0.7277 |
0.0261 |
3.6% |
0.0065 |
0.9% |
21% |
False |
True |
81,644 |
| 20 |
0.7557 |
0.7277 |
0.0280 |
3.8% |
0.0063 |
0.9% |
19% |
False |
True |
84,834 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
41% |
False |
False |
89,605 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0064 |
0.9% |
49% |
False |
False |
72,146 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0061 |
0.8% |
49% |
False |
False |
54,138 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
7.0% |
0.0061 |
0.8% |
43% |
False |
False |
43,319 |
| 120 |
0.7800 |
0.7111 |
0.0690 |
9.4% |
0.0061 |
0.8% |
32% |
False |
False |
36,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7490 |
|
1.618 |
0.7431 |
|
1.000 |
0.7395 |
|
0.618 |
0.7372 |
|
HIGH |
0.7336 |
|
0.618 |
0.7313 |
|
0.500 |
0.7307 |
|
0.382 |
0.7300 |
|
LOW |
0.7277 |
|
0.618 |
0.7241 |
|
1.000 |
0.7218 |
|
1.618 |
0.7182 |
|
2.618 |
0.7123 |
|
4.250 |
0.7026 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7323 |
0.7336 |
| PP |
0.7315 |
0.7334 |
| S1 |
0.7307 |
0.7333 |
|