CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7291 |
0.7331 |
0.0040 |
0.5% |
0.7398 |
| High |
0.7336 |
0.7372 |
0.0036 |
0.5% |
0.7433 |
| Low |
0.7277 |
0.7324 |
0.0047 |
0.6% |
0.7277 |
| Close |
0.7331 |
0.7352 |
0.0021 |
0.3% |
0.7331 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0156 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
72,729 |
64,724 |
-8,005 |
-11.0% |
380,901 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7493 |
0.7470 |
0.7378 |
|
| R3 |
0.7445 |
0.7422 |
0.7365 |
|
| R2 |
0.7397 |
0.7397 |
0.7360 |
|
| R1 |
0.7374 |
0.7374 |
0.7356 |
0.7386 |
| PP |
0.7349 |
0.7349 |
0.7349 |
0.7355 |
| S1 |
0.7326 |
0.7326 |
0.7347 |
0.7338 |
| S2 |
0.7301 |
0.7301 |
0.7343 |
|
| S3 |
0.7253 |
0.7278 |
0.7338 |
|
| S4 |
0.7205 |
0.7230 |
0.7325 |
|
|
| 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% |
0.0061 |
0.8% |
48% |
False |
False |
76,296 |
| 10 |
0.7534 |
0.7277 |
0.0257 |
3.5% |
0.0065 |
0.9% |
29% |
False |
False |
81,096 |
| 20 |
0.7557 |
0.7277 |
0.0280 |
3.8% |
0.0062 |
0.8% |
27% |
False |
False |
83,987 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
47% |
False |
False |
88,697 |
| 60 |
0.7557 |
0.7138 |
0.0419 |
5.7% |
0.0064 |
0.9% |
51% |
False |
False |
73,220 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0062 |
0.8% |
54% |
False |
False |
54,947 |
| 100 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0062 |
0.8% |
47% |
False |
False |
43,966 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.1% |
0.0061 |
0.8% |
36% |
False |
False |
36,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7497 |
|
1.618 |
0.7449 |
|
1.000 |
0.7420 |
|
0.618 |
0.7401 |
|
HIGH |
0.7372 |
|
0.618 |
0.7353 |
|
0.500 |
0.7348 |
|
0.382 |
0.7342 |
|
LOW |
0.7324 |
|
0.618 |
0.7294 |
|
1.000 |
0.7276 |
|
1.618 |
0.7246 |
|
2.618 |
0.7198 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7350 |
0.7342 |
| PP |
0.7349 |
0.7333 |
| S1 |
0.7348 |
0.7324 |
|