CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 03-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7103 |
0.7093 |
-0.0010 |
-0.1% |
0.7124 |
High |
0.7120 |
0.7094 |
-0.0026 |
-0.4% |
0.7174 |
Low |
0.7085 |
0.6993 |
-0.0092 |
-1.3% |
0.6993 |
Close |
0.7089 |
0.6998 |
-0.0091 |
-1.3% |
0.6998 |
Range |
0.0035 |
0.0101 |
0.0066 |
188.6% |
0.0181 |
ATR |
0.0061 |
0.0064 |
0.0003 |
4.6% |
0.0000 |
Volume |
89,143 |
114,157 |
25,014 |
28.1% |
543,397 |
|
Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7331 |
0.7266 |
0.7054 |
|
R3 |
0.7230 |
0.7165 |
0.7026 |
|
R2 |
0.7129 |
0.7129 |
0.7017 |
|
R1 |
0.7064 |
0.7064 |
0.7007 |
0.7046 |
PP |
0.7028 |
0.7028 |
0.7028 |
0.7020 |
S1 |
0.6963 |
0.6963 |
0.6989 |
0.6945 |
S2 |
0.6927 |
0.6927 |
0.6979 |
|
S3 |
0.6826 |
0.6862 |
0.6970 |
|
S4 |
0.6725 |
0.6761 |
0.6942 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7596 |
0.7478 |
0.7097 |
|
R3 |
0.7416 |
0.7297 |
0.7048 |
|
R2 |
0.7235 |
0.7235 |
0.7031 |
|
R1 |
0.7117 |
0.7117 |
0.7015 |
0.7086 |
PP |
0.7055 |
0.7055 |
0.7055 |
0.7039 |
S1 |
0.6936 |
0.6936 |
0.6981 |
0.6905 |
S2 |
0.6874 |
0.6874 |
0.6965 |
|
S3 |
0.6694 |
0.6756 |
0.6948 |
|
S4 |
0.6513 |
0.6575 |
0.6899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7174 |
0.6993 |
0.0181 |
2.6% |
0.0074 |
1.1% |
3% |
False |
True |
108,679 |
10 |
0.7292 |
0.6993 |
0.0299 |
4.3% |
0.0066 |
0.9% |
2% |
False |
True |
100,538 |
20 |
0.7433 |
0.6993 |
0.0440 |
6.3% |
0.0061 |
0.9% |
1% |
False |
True |
88,652 |
40 |
0.7557 |
0.6993 |
0.0564 |
8.1% |
0.0062 |
0.9% |
1% |
False |
True |
87,961 |
60 |
0.7557 |
0.6993 |
0.0564 |
8.1% |
0.0063 |
0.9% |
1% |
False |
True |
89,544 |
80 |
0.7557 |
0.6993 |
0.0564 |
8.1% |
0.0063 |
0.9% |
1% |
False |
True |
70,436 |
100 |
0.7557 |
0.6993 |
0.0564 |
8.1% |
0.0062 |
0.9% |
1% |
False |
True |
56,362 |
120 |
0.7719 |
0.6993 |
0.0726 |
10.4% |
0.0062 |
0.9% |
1% |
False |
True |
46,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7523 |
2.618 |
0.7358 |
1.618 |
0.7257 |
1.000 |
0.7195 |
0.618 |
0.7156 |
HIGH |
0.7094 |
0.618 |
0.7055 |
0.500 |
0.7044 |
0.382 |
0.7032 |
LOW |
0.6993 |
0.618 |
0.6931 |
1.000 |
0.6892 |
1.618 |
0.6830 |
2.618 |
0.6729 |
4.250 |
0.6564 |
|
|
Fisher Pivots for day following 03-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7044 |
0.7083 |
PP |
0.7028 |
0.7055 |
S1 |
0.7013 |
0.7026 |
|