CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 09-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7117 |
0.7168 |
0.0051 |
0.7% |
0.7124 |
High |
0.7184 |
0.7187 |
0.0003 |
0.0% |
0.7174 |
Low |
0.7115 |
0.7136 |
0.0021 |
0.3% |
0.6993 |
Close |
0.7178 |
0.7145 |
-0.0033 |
-0.5% |
0.6998 |
Range |
0.0069 |
0.0052 |
-0.0018 |
-25.4% |
0.0181 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
203,002 |
98,800 |
-104,202 |
-51.3% |
543,397 |
|
Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7310 |
0.7279 |
0.7173 |
|
R3 |
0.7259 |
0.7227 |
0.7159 |
|
R2 |
0.7207 |
0.7207 |
0.7154 |
|
R1 |
0.7176 |
0.7176 |
0.7149 |
0.7166 |
PP |
0.7156 |
0.7156 |
0.7156 |
0.7151 |
S1 |
0.7124 |
0.7124 |
0.7140 |
0.7114 |
S2 |
0.7104 |
0.7104 |
0.7135 |
|
S3 |
0.7053 |
0.7073 |
0.7130 |
|
S4 |
0.7001 |
0.7021 |
0.7116 |
|
|
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 |
0.7187 |
0.6993 |
0.0194 |
2.7% |
0.0072 |
1.0% |
78% |
True |
False |
124,757 |
10 |
0.7210 |
0.6993 |
0.0217 |
3.0% |
0.0072 |
1.0% |
70% |
False |
False |
119,432 |
20 |
0.7372 |
0.6993 |
0.0379 |
5.3% |
0.0062 |
0.9% |
40% |
False |
False |
98,106 |
40 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
27% |
False |
False |
92,389 |
60 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
27% |
False |
False |
92,687 |
80 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
27% |
False |
False |
76,800 |
100 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
27% |
False |
False |
61,456 |
120 |
0.7621 |
0.6993 |
0.0628 |
8.8% |
0.0062 |
0.9% |
24% |
False |
False |
51,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7406 |
2.618 |
0.7322 |
1.618 |
0.7270 |
1.000 |
0.7239 |
0.618 |
0.7219 |
HIGH |
0.7187 |
0.618 |
0.7167 |
0.500 |
0.7161 |
0.382 |
0.7155 |
LOW |
0.7136 |
0.618 |
0.7104 |
1.000 |
0.7084 |
1.618 |
0.7052 |
2.618 |
0.7001 |
4.250 |
0.6917 |
|
|
Fisher Pivots for day following 09-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7161 |
0.7134 |
PP |
0.7156 |
0.7124 |
S1 |
0.7150 |
0.7113 |
|