CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7302 |
0.7265 |
-0.0037 |
-0.5% |
0.7398 |
| High |
0.7306 |
0.7294 |
-0.0012 |
-0.2% |
0.7433 |
| Low |
0.7259 |
0.7250 |
-0.0009 |
-0.1% |
0.7277 |
| Close |
0.7261 |
0.7276 |
0.0016 |
0.2% |
0.7331 |
| Range |
0.0047 |
0.0044 |
-0.0003 |
-6.4% |
0.0156 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
79,540 |
77,009 |
-2,531 |
-3.2% |
380,901 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7385 |
0.7300 |
|
| R3 |
0.7361 |
0.7341 |
0.7288 |
|
| R2 |
0.7317 |
0.7317 |
0.7284 |
|
| R1 |
0.7297 |
0.7297 |
0.7280 |
0.7307 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7278 |
| S1 |
0.7253 |
0.7253 |
0.7272 |
0.7263 |
| S2 |
0.7229 |
0.7229 |
0.7268 |
|
| S3 |
0.7185 |
0.7209 |
0.7264 |
|
| S4 |
0.7141 |
0.7165 |
0.7252 |
|
|
| 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 |
0.7250 |
0.0122 |
1.7% |
0.0055 |
0.8% |
22% |
False |
True |
74,425 |
| 10 |
0.7433 |
0.7250 |
0.0184 |
2.5% |
0.0057 |
0.8% |
14% |
False |
True |
76,767 |
| 20 |
0.7557 |
0.7250 |
0.0308 |
4.2% |
0.0059 |
0.8% |
9% |
False |
True |
81,991 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
27% |
False |
False |
86,657 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
27% |
False |
False |
77,103 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0062 |
0.8% |
37% |
False |
False |
57,879 |
| 100 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.8% |
34% |
False |
False |
46,313 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0061 |
0.8% |
25% |
False |
False |
38,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7409 |
|
1.618 |
0.7365 |
|
1.000 |
0.7338 |
|
0.618 |
0.7321 |
|
HIGH |
0.7294 |
|
0.618 |
0.7277 |
|
0.500 |
0.7272 |
|
0.382 |
0.7266 |
|
LOW |
0.7250 |
|
0.618 |
0.7222 |
|
1.000 |
0.7206 |
|
1.618 |
0.7178 |
|
2.618 |
0.7134 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7275 |
0.7309 |
| PP |
0.7273 |
0.7298 |
| S1 |
0.7272 |
0.7287 |
|