CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7277 |
0.7235 |
-0.0043 |
-0.6% |
0.7331 |
| High |
0.7292 |
0.7274 |
-0.0018 |
-0.2% |
0.7372 |
| Low |
0.7227 |
0.7221 |
-0.0006 |
-0.1% |
0.7227 |
| Close |
0.7236 |
0.7227 |
-0.0009 |
-0.1% |
0.7236 |
| Range |
0.0065 |
0.0053 |
-0.0012 |
-18.6% |
0.0145 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
83,206 |
85,855 |
2,649 |
3.2% |
382,606 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7398 |
0.7365 |
0.7255 |
|
| R3 |
0.7345 |
0.7312 |
0.7241 |
|
| R2 |
0.7293 |
0.7293 |
0.7236 |
|
| R1 |
0.7260 |
0.7260 |
0.7231 |
0.7250 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7236 |
| S1 |
0.7207 |
0.7207 |
0.7222 |
0.7198 |
| S2 |
0.7188 |
0.7188 |
0.7217 |
|
| S3 |
0.7135 |
0.7155 |
0.7212 |
|
| S4 |
0.7083 |
0.7102 |
0.7198 |
|
|
| 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 |
0.7369 |
0.7221 |
0.0148 |
2.0% |
0.0057 |
0.8% |
4% |
False |
True |
80,747 |
| 10 |
0.7433 |
0.7221 |
0.0212 |
2.9% |
0.0059 |
0.8% |
3% |
False |
True |
78,522 |
| 20 |
0.7557 |
0.7221 |
0.0336 |
4.6% |
0.0060 |
0.8% |
2% |
False |
True |
82,747 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0062 |
0.9% |
14% |
False |
False |
86,811 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
14% |
False |
False |
79,908 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.2% |
0.0061 |
0.9% |
26% |
False |
False |
59,991 |
| 100 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
24% |
False |
False |
48,002 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.3% |
0.0061 |
0.8% |
17% |
False |
False |
40,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7497 |
|
2.618 |
0.7411 |
|
1.618 |
0.7358 |
|
1.000 |
0.7326 |
|
0.618 |
0.7306 |
|
HIGH |
0.7274 |
|
0.618 |
0.7253 |
|
0.500 |
0.7247 |
|
0.382 |
0.7241 |
|
LOW |
0.7221 |
|
0.618 |
0.7189 |
|
1.000 |
0.7169 |
|
1.618 |
0.7136 |
|
2.618 |
0.7084 |
|
4.250 |
0.6998 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7257 |
| PP |
0.7240 |
0.7247 |
| S1 |
0.7233 |
0.7237 |
|