CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7228 |
0.7196 |
-0.0032 |
-0.4% |
0.7235 |
| High |
0.7229 |
0.7210 |
-0.0019 |
-0.3% |
0.7274 |
| Low |
0.7184 |
0.7113 |
-0.0072 |
-1.0% |
0.7113 |
| Close |
0.7192 |
0.7128 |
-0.0064 |
-0.9% |
0.7128 |
| Range |
0.0045 |
0.0097 |
0.0053 |
118.0% |
0.0161 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.0% |
0.0000 |
| Volume |
79,680 |
141,294 |
61,614 |
77.3% |
378,782 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7382 |
0.7181 |
|
| R3 |
0.7344 |
0.7285 |
0.7155 |
|
| R2 |
0.7247 |
0.7247 |
0.7146 |
|
| R1 |
0.7188 |
0.7188 |
0.7137 |
0.7169 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7141 |
| S1 |
0.7091 |
0.7091 |
0.7119 |
0.7072 |
| S2 |
0.7053 |
0.7053 |
0.7110 |
|
| S3 |
0.6956 |
0.6994 |
0.7101 |
|
| S4 |
0.6859 |
0.6897 |
0.7075 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7654 |
0.7552 |
0.7217 |
|
| R3 |
0.7493 |
0.7391 |
0.7172 |
|
| R2 |
0.7332 |
0.7332 |
0.7158 |
|
| R1 |
0.7230 |
0.7230 |
0.7143 |
0.7201 |
| PP |
0.7171 |
0.7171 |
0.7171 |
0.7157 |
| S1 |
0.7069 |
0.7069 |
0.7113 |
0.7040 |
| S2 |
0.7010 |
0.7010 |
0.7098 |
|
| S3 |
0.6849 |
0.6908 |
0.7084 |
|
| S4 |
0.6688 |
0.6747 |
0.7039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7292 |
0.7113 |
0.0179 |
2.5% |
0.0058 |
0.8% |
9% |
False |
True |
92,397 |
| 10 |
0.7372 |
0.7113 |
0.0259 |
3.6% |
0.0056 |
0.8% |
6% |
False |
True |
83,411 |
| 20 |
0.7557 |
0.7113 |
0.0445 |
6.2% |
0.0061 |
0.8% |
3% |
False |
True |
84,151 |
| 40 |
0.7557 |
0.7113 |
0.0445 |
6.2% |
0.0060 |
0.8% |
3% |
False |
True |
85,366 |
| 60 |
0.7557 |
0.7113 |
0.0445 |
6.2% |
0.0063 |
0.9% |
3% |
False |
True |
84,727 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.3% |
0.0062 |
0.9% |
4% |
False |
False |
63,650 |
| 100 |
0.7557 |
0.7111 |
0.0447 |
6.3% |
0.0061 |
0.9% |
4% |
False |
False |
50,930 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.4% |
0.0061 |
0.9% |
3% |
False |
False |
42,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7622 |
|
2.618 |
0.7463 |
|
1.618 |
0.7366 |
|
1.000 |
0.7307 |
|
0.618 |
0.7269 |
|
HIGH |
0.7210 |
|
0.618 |
0.7172 |
|
0.500 |
0.7161 |
|
0.382 |
0.7150 |
|
LOW |
0.7113 |
|
0.618 |
0.7053 |
|
1.000 |
0.7016 |
|
1.618 |
0.6956 |
|
2.618 |
0.6859 |
|
4.250 |
0.6700 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7161 |
0.7175 |
| PP |
0.7150 |
0.7159 |
| S1 |
0.7139 |
0.7144 |
|