CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7003 |
0.7048 |
0.0046 |
0.6% |
0.7124 |
| High |
0.7055 |
0.7123 |
0.0069 |
1.0% |
0.7174 |
| Low |
0.7001 |
0.7040 |
0.0039 |
0.5% |
0.6993 |
| Close |
0.7042 |
0.7116 |
0.0074 |
1.1% |
0.6998 |
| Range |
0.0054 |
0.0084 |
0.0030 |
56.1% |
0.0181 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
88,769 |
119,061 |
30,292 |
34.1% |
543,397 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7313 |
0.7161 |
|
| R3 |
0.7260 |
0.7229 |
0.7138 |
|
| R2 |
0.7176 |
0.7176 |
0.7131 |
|
| R1 |
0.7146 |
0.7146 |
0.7123 |
0.7161 |
| PP |
0.7093 |
0.7093 |
0.7093 |
0.7100 |
| S1 |
0.7062 |
0.7062 |
0.7108 |
0.7078 |
| S2 |
0.7009 |
0.7009 |
0.7100 |
|
| S3 |
0.6926 |
0.6979 |
0.7093 |
|
| S4 |
0.6842 |
0.6895 |
0.7070 |
|
|
| 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 |
2.5% |
0.0070 |
1.0% |
68% |
False |
False |
104,029 |
| 10 |
0.7237 |
0.6993 |
0.0244 |
3.4% |
0.0068 |
1.0% |
50% |
False |
False |
104,415 |
| 20 |
0.7433 |
0.6993 |
0.0440 |
6.2% |
0.0063 |
0.9% |
28% |
False |
False |
91,468 |
| 40 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
22% |
False |
False |
88,986 |
| 60 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0063 |
0.9% |
22% |
False |
False |
90,185 |
| 80 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
22% |
False |
False |
73,033 |
| 100 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
22% |
False |
False |
58,439 |
| 120 |
0.7621 |
0.6993 |
0.0628 |
8.8% |
0.0062 |
0.9% |
20% |
False |
False |
48,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7478 |
|
2.618 |
0.7342 |
|
1.618 |
0.7258 |
|
1.000 |
0.7207 |
|
0.618 |
0.7175 |
|
HIGH |
0.7123 |
|
0.618 |
0.7091 |
|
0.500 |
0.7081 |
|
0.382 |
0.7071 |
|
LOW |
0.7040 |
|
0.618 |
0.6988 |
|
1.000 |
0.6956 |
|
1.618 |
0.6904 |
|
2.618 |
0.6821 |
|
4.250 |
0.6685 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7104 |
0.7096 |
| PP |
0.7093 |
0.7077 |
| S1 |
0.7081 |
0.7058 |
|