CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7124 |
0.7141 |
0.0017 |
0.2% |
0.7235 |
| High |
0.7160 |
0.7171 |
0.0011 |
0.2% |
0.7274 |
| Low |
0.7114 |
0.7063 |
-0.0051 |
-0.7% |
0.7113 |
| Close |
0.7129 |
0.7121 |
-0.0008 |
-0.1% |
0.7128 |
| Range |
0.0046 |
0.0108 |
0.0062 |
136.3% |
0.0161 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.9% |
0.0000 |
| Volume |
91,887 |
139,192 |
47,305 |
51.5% |
378,782 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7388 |
0.7180 |
|
| R3 |
0.7333 |
0.7281 |
0.7150 |
|
| R2 |
0.7226 |
0.7226 |
0.7140 |
|
| R1 |
0.7173 |
0.7173 |
0.7130 |
0.7146 |
| PP |
0.7118 |
0.7118 |
0.7118 |
0.7104 |
| S1 |
0.7066 |
0.7066 |
0.7111 |
0.7038 |
| S2 |
0.7011 |
0.7011 |
0.7101 |
|
| S3 |
0.6903 |
0.6958 |
0.7091 |
|
| S4 |
0.6796 |
0.6851 |
0.7061 |
|
|
| 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 |
0.7237 |
0.7063 |
0.0174 |
2.4% |
0.0065 |
0.9% |
33% |
False |
True |
104,801 |
| 10 |
0.7369 |
0.7063 |
0.0306 |
4.3% |
0.0061 |
0.9% |
19% |
False |
True |
92,774 |
| 20 |
0.7534 |
0.7063 |
0.0471 |
6.6% |
0.0063 |
0.9% |
12% |
False |
True |
86,935 |
| 40 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0061 |
0.9% |
12% |
False |
True |
86,596 |
| 60 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0063 |
0.9% |
12% |
False |
True |
88,461 |
| 80 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0062 |
0.9% |
12% |
False |
True |
66,536 |
| 100 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0061 |
0.9% |
12% |
False |
True |
53,240 |
| 120 |
0.7779 |
0.7063 |
0.0716 |
10.1% |
0.0062 |
0.9% |
8% |
False |
True |
44,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7627 |
|
2.618 |
0.7452 |
|
1.618 |
0.7344 |
|
1.000 |
0.7278 |
|
0.618 |
0.7237 |
|
HIGH |
0.7171 |
|
0.618 |
0.7129 |
|
0.500 |
0.7117 |
|
0.382 |
0.7104 |
|
LOW |
0.7063 |
|
0.618 |
0.6997 |
|
1.000 |
0.6956 |
|
1.618 |
0.6889 |
|
2.618 |
0.6782 |
|
4.250 |
0.6606 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7119 |
0.7136 |
| PP |
0.7118 |
0.7131 |
| S1 |
0.7117 |
0.7126 |
|