CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7235 |
0.7225 |
-0.0010 |
-0.1% |
0.7331 |
| High |
0.7274 |
0.7237 |
-0.0037 |
-0.5% |
0.7372 |
| Low |
0.7221 |
0.7207 |
-0.0015 |
-0.2% |
0.7227 |
| Close |
0.7227 |
0.7223 |
-0.0004 |
-0.1% |
0.7236 |
| Range |
0.0053 |
0.0031 |
-0.0022 |
-41.9% |
0.0145 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
85,855 |
71,953 |
-13,902 |
-16.2% |
382,606 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7299 |
0.7239 |
|
| R3 |
0.7283 |
0.7268 |
0.7231 |
|
| R2 |
0.7253 |
0.7253 |
0.7228 |
|
| R1 |
0.7238 |
0.7238 |
0.7225 |
0.7230 |
| PP |
0.7222 |
0.7222 |
0.7222 |
0.7218 |
| S1 |
0.7207 |
0.7207 |
0.7220 |
0.7199 |
| S2 |
0.7192 |
0.7192 |
0.7217 |
|
| S3 |
0.7161 |
0.7177 |
0.7214 |
|
| S4 |
0.7131 |
0.7146 |
0.7206 |
|
|
| 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 |
0.7306 |
0.7207 |
0.0099 |
1.4% |
0.0048 |
0.7% |
16% |
False |
True |
79,512 |
| 10 |
0.7395 |
0.7207 |
0.0188 |
2.6% |
0.0055 |
0.8% |
9% |
False |
True |
78,022 |
| 20 |
0.7557 |
0.7207 |
0.0351 |
4.9% |
0.0060 |
0.8% |
5% |
False |
True |
82,648 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0061 |
0.8% |
13% |
False |
False |
85,872 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
13% |
False |
False |
81,093 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.2% |
0.0061 |
0.8% |
25% |
False |
False |
60,890 |
| 100 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0062 |
0.9% |
23% |
False |
False |
48,721 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.3% |
0.0061 |
0.8% |
17% |
False |
False |
40,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7367 |
|
2.618 |
0.7317 |
|
1.618 |
0.7286 |
|
1.000 |
0.7268 |
|
0.618 |
0.7256 |
|
HIGH |
0.7237 |
|
0.618 |
0.7225 |
|
0.500 |
0.7222 |
|
0.382 |
0.7218 |
|
LOW |
0.7207 |
|
0.618 |
0.7188 |
|
1.000 |
0.7176 |
|
1.618 |
0.7157 |
|
2.618 |
0.7127 |
|
4.250 |
0.7077 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7222 |
0.7249 |
| PP |
0.7222 |
0.7240 |
| S1 |
0.7222 |
0.7231 |
|