CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7048 |
0.7117 |
0.0069 |
1.0% |
0.7124 |
| High |
0.7123 |
0.7184 |
0.0061 |
0.9% |
0.7174 |
| Low |
0.7040 |
0.7115 |
0.0076 |
1.1% |
0.6993 |
| Close |
0.7116 |
0.7178 |
0.0062 |
0.9% |
0.6998 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-17.4% |
0.0181 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
119,061 |
203,002 |
83,941 |
70.5% |
543,397 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7366 |
0.7341 |
0.7215 |
|
| R3 |
0.7297 |
0.7272 |
0.7196 |
|
| R2 |
0.7228 |
0.7228 |
0.7190 |
|
| R1 |
0.7203 |
0.7203 |
0.7184 |
0.7215 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7165 |
| S1 |
0.7134 |
0.7134 |
0.7171 |
0.7146 |
| S2 |
0.7090 |
0.7090 |
0.7165 |
|
| S3 |
0.7021 |
0.7065 |
0.7159 |
|
| S4 |
0.6952 |
0.6996 |
0.7140 |
|
|
| 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 |
0.7184 |
0.6993 |
0.0191 |
2.7% |
0.0068 |
1.0% |
97% |
True |
False |
122,826 |
| 10 |
0.7229 |
0.6993 |
0.0236 |
3.3% |
0.0072 |
1.0% |
78% |
False |
False |
117,520 |
| 20 |
0.7395 |
0.6993 |
0.0402 |
5.6% |
0.0063 |
0.9% |
46% |
False |
False |
97,771 |
| 40 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
33% |
False |
False |
91,991 |
| 60 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
33% |
False |
False |
92,143 |
| 80 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
33% |
False |
False |
75,570 |
| 100 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
33% |
False |
False |
60,469 |
| 120 |
0.7621 |
0.6993 |
0.0628 |
8.7% |
0.0062 |
0.9% |
29% |
False |
False |
50,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7477 |
|
2.618 |
0.7365 |
|
1.618 |
0.7296 |
|
1.000 |
0.7253 |
|
0.618 |
0.7227 |
|
HIGH |
0.7184 |
|
0.618 |
0.7158 |
|
0.500 |
0.7150 |
|
0.382 |
0.7141 |
|
LOW |
0.7115 |
|
0.618 |
0.7072 |
|
1.000 |
0.7046 |
|
1.618 |
0.7003 |
|
2.618 |
0.6934 |
|
4.250 |
0.6822 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7168 |
0.7149 |
| PP |
0.7159 |
0.7121 |
| S1 |
0.7150 |
0.7093 |
|