CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 13-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7145 |
0.7165 |
0.0021 |
0.3% |
0.7003 |
High |
0.7182 |
0.7176 |
-0.0006 |
-0.1% |
0.7187 |
Low |
0.7132 |
0.7121 |
-0.0012 |
-0.2% |
0.7001 |
Close |
0.7169 |
0.7121 |
-0.0048 |
-0.7% |
0.7169 |
Range |
0.0050 |
0.0056 |
0.0006 |
11.0% |
0.0186 |
ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
31,607 |
999 |
-30,608 |
-96.8% |
541,239 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7306 |
0.7269 |
0.7152 |
|
R3 |
0.7250 |
0.7213 |
0.7136 |
|
R2 |
0.7195 |
0.7195 |
0.7131 |
|
R1 |
0.7158 |
0.7158 |
0.7126 |
0.7149 |
PP |
0.7139 |
0.7139 |
0.7139 |
0.7135 |
S1 |
0.7102 |
0.7102 |
0.7116 |
0.7093 |
S2 |
0.7084 |
0.7084 |
0.7111 |
|
S3 |
0.7028 |
0.7047 |
0.7106 |
|
S4 |
0.6973 |
0.6991 |
0.7090 |
|
|
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 |
0.7040 |
0.0148 |
2.1% |
0.0062 |
0.9% |
55% |
False |
False |
90,693 |
10 |
0.7187 |
0.6993 |
0.0194 |
2.7% |
0.0069 |
1.0% |
66% |
False |
False |
99,374 |
20 |
0.7372 |
0.6993 |
0.0379 |
5.3% |
0.0062 |
0.9% |
34% |
False |
False |
92,351 |
40 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0062 |
0.9% |
23% |
False |
False |
88,592 |
60 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0063 |
0.9% |
23% |
False |
False |
90,520 |
80 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0063 |
0.9% |
23% |
False |
False |
77,197 |
100 |
0.7557 |
0.6993 |
0.0564 |
7.9% |
0.0061 |
0.9% |
23% |
False |
False |
61,781 |
120 |
0.7621 |
0.6993 |
0.0628 |
8.8% |
0.0061 |
0.9% |
20% |
False |
False |
51,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7412 |
2.618 |
0.7321 |
1.618 |
0.7266 |
1.000 |
0.7232 |
0.618 |
0.7210 |
HIGH |
0.7176 |
0.618 |
0.7155 |
0.500 |
0.7148 |
0.382 |
0.7142 |
LOW |
0.7121 |
0.618 |
0.7086 |
1.000 |
0.7065 |
1.618 |
0.7031 |
2.618 |
0.6975 |
4.250 |
0.6885 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7148 |
0.7154 |
PP |
0.7139 |
0.7143 |
S1 |
0.7130 |
0.7132 |
|