CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7093 |
0.7003 |
-0.0091 |
-1.3% |
0.7124 |
| High |
0.7094 |
0.7055 |
-0.0040 |
-0.6% |
0.7174 |
| Low |
0.6993 |
0.7001 |
0.0008 |
0.1% |
0.6993 |
| Close |
0.6998 |
0.7042 |
0.0044 |
0.6% |
0.6998 |
| Range |
0.0101 |
0.0054 |
-0.0048 |
-47.0% |
0.0181 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
114,157 |
88,769 |
-25,388 |
-22.2% |
543,397 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7193 |
0.7171 |
0.7071 |
|
| R3 |
0.7139 |
0.7117 |
0.7056 |
|
| R2 |
0.7086 |
0.7086 |
0.7051 |
|
| R1 |
0.7064 |
0.7064 |
0.7046 |
0.7075 |
| PP |
0.7032 |
0.7032 |
0.7032 |
0.7038 |
| S1 |
0.7010 |
0.7010 |
0.7037 |
0.7021 |
| S2 |
0.6979 |
0.6979 |
0.7032 |
|
| S3 |
0.6925 |
0.6957 |
0.7027 |
|
| S4 |
0.6872 |
0.6903 |
0.7012 |
|
|
| 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% |
0.0075 |
1.1% |
27% |
False |
False |
108,055 |
| 10 |
0.7274 |
0.6993 |
0.0281 |
4.0% |
0.0065 |
0.9% |
17% |
False |
False |
101,094 |
| 20 |
0.7433 |
0.6993 |
0.0440 |
6.2% |
0.0061 |
0.9% |
11% |
False |
False |
88,722 |
| 40 |
0.7557 |
0.6993 |
0.0564 |
8.0% |
0.0062 |
0.9% |
9% |
False |
False |
87,775 |
| 60 |
0.7557 |
0.6993 |
0.0564 |
8.0% |
0.0063 |
0.9% |
9% |
False |
False |
89,481 |
| 80 |
0.7557 |
0.6993 |
0.0564 |
8.0% |
0.0063 |
0.9% |
9% |
False |
False |
71,545 |
| 100 |
0.7557 |
0.6993 |
0.0564 |
8.0% |
0.0061 |
0.9% |
9% |
False |
False |
57,249 |
| 120 |
0.7646 |
0.6993 |
0.0653 |
9.3% |
0.0062 |
0.9% |
7% |
False |
False |
47,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7282 |
|
2.618 |
0.7195 |
|
1.618 |
0.7141 |
|
1.000 |
0.7108 |
|
0.618 |
0.7088 |
|
HIGH |
0.7055 |
|
0.618 |
0.7034 |
|
0.500 |
0.7028 |
|
0.382 |
0.7021 |
|
LOW |
0.7001 |
|
0.618 |
0.6968 |
|
1.000 |
0.6948 |
|
1.618 |
0.6914 |
|
2.618 |
0.6861 |
|
4.250 |
0.6774 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7037 |
0.7057 |
| PP |
0.7032 |
0.7052 |
| S1 |
0.7028 |
0.7047 |
|