CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 10-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7168 |
0.7145 |
-0.0024 |
-0.3% |
0.7003 |
High |
0.7187 |
0.7182 |
-0.0005 |
-0.1% |
0.7187 |
Low |
0.7136 |
0.7132 |
-0.0004 |
0.0% |
0.7001 |
Close |
0.7145 |
0.7169 |
0.0024 |
0.3% |
0.7169 |
Range |
0.0052 |
0.0050 |
-0.0002 |
-2.9% |
0.0186 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
98,800 |
31,607 |
-67,193 |
-68.0% |
541,239 |
|
Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7311 |
0.7290 |
0.7196 |
|
R3 |
0.7261 |
0.7240 |
0.7182 |
|
R2 |
0.7211 |
0.7211 |
0.7178 |
|
R1 |
0.7190 |
0.7190 |
0.7173 |
0.7200 |
PP |
0.7161 |
0.7161 |
0.7161 |
0.7166 |
S1 |
0.7140 |
0.7140 |
0.7164 |
0.7150 |
S2 |
0.7111 |
0.7111 |
0.7159 |
|
S3 |
0.7061 |
0.7090 |
0.7155 |
|
S4 |
0.7011 |
0.7040 |
0.7141 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7677 |
0.7609 |
0.7271 |
|
R3 |
0.7491 |
0.7423 |
0.7220 |
|
R2 |
0.7305 |
0.7305 |
0.7203 |
|
R1 |
0.7237 |
0.7237 |
0.7186 |
0.7271 |
PP |
0.7119 |
0.7119 |
0.7119 |
0.7136 |
S1 |
0.7051 |
0.7051 |
0.7151 |
0.7085 |
S2 |
0.6933 |
0.6933 |
0.7134 |
|
S3 |
0.6747 |
0.6865 |
0.7117 |
|
S4 |
0.6561 |
0.6679 |
0.7066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7187 |
0.7001 |
0.0186 |
2.6% |
0.0062 |
0.9% |
90% |
False |
False |
108,247 |
10 |
0.7187 |
0.6993 |
0.0194 |
2.7% |
0.0068 |
0.9% |
90% |
False |
False |
108,463 |
20 |
0.7372 |
0.6993 |
0.0379 |
5.3% |
0.0062 |
0.9% |
46% |
False |
False |
95,937 |
40 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
31% |
False |
False |
90,962 |
60 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0063 |
0.9% |
31% |
False |
False |
91,903 |
80 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0064 |
0.9% |
31% |
False |
False |
77,191 |
100 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0061 |
0.9% |
31% |
False |
False |
61,771 |
120 |
0.7621 |
0.6993 |
0.0628 |
8.8% |
0.0061 |
0.9% |
28% |
False |
False |
51,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7395 |
2.618 |
0.7313 |
1.618 |
0.7263 |
1.000 |
0.7232 |
0.618 |
0.7213 |
HIGH |
0.7182 |
0.618 |
0.7163 |
0.500 |
0.7157 |
0.382 |
0.7151 |
LOW |
0.7132 |
0.618 |
0.7101 |
1.000 |
0.7082 |
1.618 |
0.7051 |
2.618 |
0.7001 |
4.250 |
0.6920 |
|
|
Fisher Pivots for day following 10-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7165 |
0.7163 |
PP |
0.7161 |
0.7157 |
S1 |
0.7157 |
0.7151 |
|