CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7302 |
-0.0045 |
-0.6% |
0.7398 |
| High |
0.7369 |
0.7306 |
-0.0063 |
-0.9% |
0.7433 |
| Low |
0.7293 |
0.7259 |
-0.0034 |
-0.5% |
0.7277 |
| Close |
0.7302 |
0.7261 |
-0.0041 |
-0.6% |
0.7331 |
| Range |
0.0076 |
0.0047 |
-0.0029 |
-38.2% |
0.0156 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
78,127 |
79,540 |
1,413 |
1.8% |
380,901 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7416 |
0.7385 |
0.7286 |
|
| R3 |
0.7369 |
0.7338 |
0.7273 |
|
| R2 |
0.7322 |
0.7322 |
0.7269 |
|
| R1 |
0.7291 |
0.7291 |
0.7265 |
0.7283 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7271 |
| S1 |
0.7244 |
0.7244 |
0.7256 |
0.7236 |
| S2 |
0.7228 |
0.7228 |
0.7252 |
|
| S3 |
0.7181 |
0.7197 |
0.7248 |
|
| S4 |
0.7134 |
0.7150 |
0.7235 |
|
|
| 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 |
0.7372 |
0.7259 |
0.0113 |
1.6% |
0.0057 |
0.8% |
2% |
False |
True |
74,021 |
| 10 |
0.7473 |
0.7259 |
0.0214 |
2.9% |
0.0061 |
0.8% |
1% |
False |
True |
77,557 |
| 20 |
0.7557 |
0.7259 |
0.0299 |
4.1% |
0.0062 |
0.8% |
1% |
False |
True |
83,189 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0064 |
0.9% |
23% |
False |
False |
87,426 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
23% |
False |
False |
75,827 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0062 |
0.9% |
34% |
False |
False |
56,917 |
| 100 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
30% |
False |
False |
45,543 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0061 |
0.8% |
22% |
False |
False |
37,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7505 |
|
2.618 |
0.7429 |
|
1.618 |
0.7382 |
|
1.000 |
0.7353 |
|
0.618 |
0.7335 |
|
HIGH |
0.7306 |
|
0.618 |
0.7288 |
|
0.500 |
0.7282 |
|
0.382 |
0.7276 |
|
LOW |
0.7259 |
|
0.618 |
0.7229 |
|
1.000 |
0.7212 |
|
1.618 |
0.7182 |
|
2.618 |
0.7135 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7282 |
0.7315 |
| PP |
0.7275 |
0.7297 |
| S1 |
0.7268 |
0.7279 |
|