CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7418 |
0.0035 |
0.5% |
0.7309 |
| High |
0.7429 |
0.7442 |
0.0013 |
0.2% |
0.7442 |
| Low |
0.7374 |
0.7406 |
0.0033 |
0.4% |
0.7294 |
| Close |
0.7420 |
0.7422 |
0.0003 |
0.0% |
0.7422 |
| Range |
0.0056 |
0.0036 |
-0.0020 |
-35.1% |
0.0149 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
88,695 |
95,769 |
7,074 |
8.0% |
420,764 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7513 |
0.7442 |
|
| R3 |
0.7495 |
0.7477 |
0.7432 |
|
| R2 |
0.7459 |
0.7459 |
0.7429 |
|
| R1 |
0.7441 |
0.7441 |
0.7425 |
0.7450 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7428 |
| S1 |
0.7405 |
0.7405 |
0.7419 |
0.7414 |
| S2 |
0.7387 |
0.7387 |
0.7415 |
|
| S3 |
0.7351 |
0.7369 |
0.7412 |
|
| S4 |
0.7315 |
0.7333 |
0.7402 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7775 |
0.7504 |
|
| R3 |
0.7683 |
0.7627 |
0.7463 |
|
| R2 |
0.7534 |
0.7534 |
0.7449 |
|
| R1 |
0.7478 |
0.7478 |
0.7436 |
0.7506 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7400 |
| S1 |
0.7330 |
0.7330 |
0.7408 |
0.7358 |
| S2 |
0.7237 |
0.7237 |
0.7395 |
|
| S3 |
0.7089 |
0.7181 |
0.7381 |
|
| S4 |
0.6940 |
0.7033 |
0.7340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7442 |
0.7294 |
0.0149 |
2.0% |
0.0057 |
0.8% |
87% |
True |
False |
84,152 |
| 10 |
0.7442 |
0.7228 |
0.0214 |
2.9% |
0.0056 |
0.8% |
91% |
True |
False |
85,906 |
| 20 |
0.7442 |
0.7173 |
0.0270 |
3.6% |
0.0065 |
0.9% |
93% |
True |
False |
94,375 |
| 40 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0064 |
0.9% |
84% |
False |
False |
65,802 |
| 60 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0061 |
0.8% |
84% |
False |
False |
43,907 |
| 80 |
0.7621 |
0.7111 |
0.0511 |
6.9% |
0.0061 |
0.8% |
61% |
False |
False |
32,941 |
| 100 |
0.7800 |
0.7111 |
0.0690 |
9.3% |
0.0061 |
0.8% |
45% |
False |
False |
26,363 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0061 |
0.8% |
40% |
False |
False |
21,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7595 |
|
2.618 |
0.7536 |
|
1.618 |
0.7500 |
|
1.000 |
0.7478 |
|
0.618 |
0.7464 |
|
HIGH |
0.7442 |
|
0.618 |
0.7428 |
|
0.500 |
0.7424 |
|
0.382 |
0.7420 |
|
LOW |
0.7406 |
|
0.618 |
0.7384 |
|
1.000 |
0.7370 |
|
1.618 |
0.7348 |
|
2.618 |
0.7312 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7409 |
| PP |
0.7423 |
0.7396 |
| S1 |
0.7423 |
0.7384 |
|