CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7141 |
0.7126 |
-0.0016 |
-0.2% |
0.7235 |
| High |
0.7171 |
0.7174 |
0.0003 |
0.0% |
0.7274 |
| Low |
0.7063 |
0.7095 |
0.0032 |
0.5% |
0.7113 |
| Close |
0.7121 |
0.7112 |
-0.0009 |
-0.1% |
0.7128 |
| Range |
0.0108 |
0.0079 |
-0.0029 |
-27.0% |
0.0161 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.9% |
0.0000 |
| Volume |
139,192 |
109,018 |
-30,174 |
-21.7% |
378,782 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7362 |
0.7315 |
0.7155 |
|
| R3 |
0.7284 |
0.7237 |
0.7133 |
|
| R2 |
0.7205 |
0.7205 |
0.7126 |
|
| R1 |
0.7158 |
0.7158 |
0.7119 |
0.7143 |
| PP |
0.7127 |
0.7127 |
0.7127 |
0.7119 |
| S1 |
0.7080 |
0.7080 |
0.7104 |
0.7064 |
| S2 |
0.7048 |
0.7048 |
0.7097 |
|
| S3 |
0.6970 |
0.7001 |
0.7090 |
|
| S4 |
0.6891 |
0.6923 |
0.7068 |
|
|
| 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 |
0.7229 |
0.7063 |
0.0166 |
2.3% |
0.0075 |
1.0% |
29% |
False |
False |
112,214 |
| 10 |
0.7306 |
0.7063 |
0.0243 |
3.4% |
0.0061 |
0.9% |
20% |
False |
False |
95,863 |
| 20 |
0.7473 |
0.7063 |
0.0410 |
5.8% |
0.0061 |
0.9% |
12% |
False |
False |
87,236 |
| 40 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0061 |
0.9% |
10% |
False |
False |
87,414 |
| 60 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0063 |
0.9% |
10% |
False |
False |
89,708 |
| 80 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0063 |
0.9% |
10% |
False |
False |
67,897 |
| 100 |
0.7557 |
0.7063 |
0.0494 |
6.9% |
0.0062 |
0.9% |
10% |
False |
False |
54,330 |
| 120 |
0.7729 |
0.7063 |
0.0666 |
9.4% |
0.0062 |
0.9% |
7% |
False |
False |
45,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7507 |
|
2.618 |
0.7379 |
|
1.618 |
0.7301 |
|
1.000 |
0.7252 |
|
0.618 |
0.7222 |
|
HIGH |
0.7174 |
|
0.618 |
0.7144 |
|
0.500 |
0.7134 |
|
0.382 |
0.7125 |
|
LOW |
0.7095 |
|
0.618 |
0.7046 |
|
1.000 |
0.7017 |
|
1.618 |
0.6968 |
|
2.618 |
0.6889 |
|
4.250 |
0.6761 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7134 |
0.7118 |
| PP |
0.7127 |
0.7116 |
| S1 |
0.7119 |
0.7114 |
|