CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7265 |
0.7277 |
0.0012 |
0.2% |
0.7331 |
| High |
0.7294 |
0.7292 |
-0.0002 |
0.0% |
0.7372 |
| Low |
0.7250 |
0.7227 |
-0.0023 |
-0.3% |
0.7227 |
| Close |
0.7276 |
0.7236 |
-0.0041 |
-0.6% |
0.7236 |
| Range |
0.0044 |
0.0065 |
0.0021 |
46.6% |
0.0145 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,009 |
83,206 |
6,197 |
8.0% |
382,606 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7445 |
0.7405 |
0.7271 |
|
| R3 |
0.7380 |
0.7340 |
0.7253 |
|
| R2 |
0.7316 |
0.7316 |
0.7247 |
|
| R1 |
0.7276 |
0.7276 |
0.7241 |
0.7264 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7245 |
| S1 |
0.7211 |
0.7211 |
0.7230 |
0.7199 |
| S2 |
0.7187 |
0.7187 |
0.7224 |
|
| S3 |
0.7122 |
0.7147 |
0.7218 |
|
| S4 |
0.7058 |
0.7082 |
0.7200 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7618 |
0.7315 |
|
| R3 |
0.7567 |
0.7474 |
0.7275 |
|
| R2 |
0.7423 |
0.7423 |
0.7262 |
|
| R1 |
0.7329 |
0.7329 |
0.7249 |
0.7304 |
| PP |
0.7278 |
0.7278 |
0.7278 |
0.7265 |
| S1 |
0.7185 |
0.7185 |
0.7222 |
0.7159 |
| S2 |
0.7134 |
0.7134 |
0.7209 |
|
| S3 |
0.6989 |
0.7040 |
0.7196 |
|
| S4 |
0.6845 |
0.6896 |
0.7156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7372 |
0.7227 |
0.0145 |
2.0% |
0.0056 |
0.8% |
6% |
False |
True |
76,521 |
| 10 |
0.7433 |
0.7227 |
0.0206 |
2.8% |
0.0058 |
0.8% |
4% |
False |
True |
76,350 |
| 20 |
0.7557 |
0.7227 |
0.0330 |
4.6% |
0.0060 |
0.8% |
3% |
False |
True |
81,470 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0062 |
0.9% |
16% |
False |
False |
86,740 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
16% |
False |
False |
78,485 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.2% |
0.0062 |
0.9% |
28% |
False |
False |
58,919 |
| 100 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
25% |
False |
False |
47,144 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0061 |
0.8% |
19% |
False |
False |
39,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7460 |
|
1.618 |
0.7396 |
|
1.000 |
0.7356 |
|
0.618 |
0.7331 |
|
HIGH |
0.7292 |
|
0.618 |
0.7267 |
|
0.500 |
0.7259 |
|
0.382 |
0.7252 |
|
LOW |
0.7227 |
|
0.618 |
0.7187 |
|
1.000 |
0.7163 |
|
1.618 |
0.7123 |
|
2.618 |
0.7058 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7266 |
| PP |
0.7251 |
0.7256 |
| S1 |
0.7243 |
0.7246 |
|