CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7225 |
0.7228 |
0.0003 |
0.0% |
0.7331 |
| High |
0.7237 |
0.7229 |
-0.0009 |
-0.1% |
0.7372 |
| Low |
0.7207 |
0.7184 |
-0.0023 |
-0.3% |
0.7227 |
| Close |
0.7223 |
0.7192 |
-0.0031 |
-0.4% |
0.7236 |
| Range |
0.0031 |
0.0045 |
0.0014 |
45.9% |
0.0145 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
71,953 |
79,680 |
7,727 |
10.7% |
382,606 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7335 |
0.7308 |
0.7216 |
|
| R3 |
0.7291 |
0.7264 |
0.7204 |
|
| R2 |
0.7246 |
0.7246 |
0.7200 |
|
| R1 |
0.7219 |
0.7219 |
0.7196 |
0.7210 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7197 |
| S1 |
0.7175 |
0.7175 |
0.7188 |
0.7166 |
| S2 |
0.7157 |
0.7157 |
0.7184 |
|
| S3 |
0.7113 |
0.7130 |
0.7180 |
|
| S4 |
0.7068 |
0.7086 |
0.7168 |
|
|
| 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 |
0.7294 |
0.7184 |
0.0110 |
1.5% |
0.0047 |
0.7% |
7% |
False |
True |
79,540 |
| 10 |
0.7372 |
0.7184 |
0.0188 |
2.6% |
0.0052 |
0.7% |
4% |
False |
True |
76,781 |
| 20 |
0.7557 |
0.7184 |
0.0373 |
5.2% |
0.0060 |
0.8% |
2% |
False |
True |
82,062 |
| 40 |
0.7557 |
0.7177 |
0.0380 |
5.3% |
0.0060 |
0.8% |
4% |
False |
False |
85,111 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
5% |
False |
False |
82,403 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.2% |
0.0061 |
0.8% |
18% |
False |
False |
61,886 |
| 100 |
0.7557 |
0.7111 |
0.0447 |
6.2% |
0.0061 |
0.8% |
18% |
False |
False |
49,517 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.3% |
0.0061 |
0.8% |
12% |
False |
False |
41,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7418 |
|
2.618 |
0.7345 |
|
1.618 |
0.7301 |
|
1.000 |
0.7273 |
|
0.618 |
0.7256 |
|
HIGH |
0.7229 |
|
0.618 |
0.7212 |
|
0.500 |
0.7206 |
|
0.382 |
0.7201 |
|
LOW |
0.7184 |
|
0.618 |
0.7156 |
|
1.000 |
0.7140 |
|
1.618 |
0.7112 |
|
2.618 |
0.7067 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7206 |
0.7229 |
| PP |
0.7202 |
0.7217 |
| S1 |
0.7197 |
0.7204 |
|