CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7196 |
0.7124 |
-0.0072 |
-1.0% |
0.7235 |
| High |
0.7210 |
0.7160 |
-0.0050 |
-0.7% |
0.7274 |
| Low |
0.7113 |
0.7114 |
0.0002 |
0.0% |
0.7113 |
| Close |
0.7128 |
0.7129 |
0.0001 |
0.0% |
0.7128 |
| Range |
0.0097 |
0.0046 |
-0.0052 |
-53.1% |
0.0161 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
141,294 |
91,887 |
-49,407 |
-35.0% |
378,782 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7271 |
0.7245 |
0.7154 |
|
| R3 |
0.7225 |
0.7200 |
0.7141 |
|
| R2 |
0.7180 |
0.7180 |
0.7137 |
|
| R1 |
0.7154 |
0.7154 |
0.7133 |
0.7167 |
| PP |
0.7134 |
0.7134 |
0.7134 |
0.7140 |
| S1 |
0.7109 |
0.7109 |
0.7124 |
0.7121 |
| S2 |
0.7089 |
0.7089 |
0.7120 |
|
| S3 |
0.7043 |
0.7063 |
0.7116 |
|
| S4 |
0.6998 |
0.7018 |
0.7103 |
|
|
| 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 |
0.7274 |
0.7113 |
0.0161 |
2.3% |
0.0054 |
0.8% |
10% |
False |
False |
94,133 |
| 10 |
0.7372 |
0.7113 |
0.0259 |
3.6% |
0.0055 |
0.8% |
6% |
False |
False |
85,327 |
| 20 |
0.7538 |
0.7113 |
0.0425 |
6.0% |
0.0060 |
0.8% |
4% |
False |
False |
83,485 |
| 40 |
0.7557 |
0.7113 |
0.0445 |
6.2% |
0.0059 |
0.8% |
4% |
False |
False |
85,225 |
| 60 |
0.7557 |
0.7113 |
0.0445 |
6.2% |
0.0063 |
0.9% |
4% |
False |
False |
86,238 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.3% |
0.0062 |
0.9% |
4% |
False |
False |
64,798 |
| 100 |
0.7557 |
0.7111 |
0.0447 |
6.3% |
0.0061 |
0.9% |
4% |
False |
False |
51,848 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.4% |
0.0061 |
0.9% |
3% |
False |
False |
43,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7353 |
|
2.618 |
0.7279 |
|
1.618 |
0.7233 |
|
1.000 |
0.7205 |
|
0.618 |
0.7188 |
|
HIGH |
0.7160 |
|
0.618 |
0.7142 |
|
0.500 |
0.7137 |
|
0.382 |
0.7131 |
|
LOW |
0.7114 |
|
0.618 |
0.7086 |
|
1.000 |
0.7069 |
|
1.618 |
0.7040 |
|
2.618 |
0.6995 |
|
4.250 |
0.6921 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7137 |
0.7171 |
| PP |
0.7134 |
0.7157 |
| S1 |
0.7131 |
0.7143 |
|