CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7521 |
0.0003 |
0.0% |
0.7468 |
| High |
0.7538 |
0.7534 |
-0.0004 |
0.0% |
0.7557 |
| Low |
0.7488 |
0.7422 |
-0.0066 |
-0.9% |
0.7466 |
| Close |
0.7520 |
0.7428 |
-0.0093 |
-1.2% |
0.7527 |
| Range |
0.0050 |
0.0112 |
0.0062 |
124.0% |
0.0092 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.2% |
0.0000 |
| Volume |
70,197 |
103,007 |
32,810 |
46.7% |
430,367 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7724 |
0.7489 |
|
| R3 |
0.7685 |
0.7612 |
0.7458 |
|
| R2 |
0.7573 |
0.7573 |
0.7448 |
|
| R1 |
0.7500 |
0.7500 |
0.7438 |
0.7481 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7451 |
| S1 |
0.7388 |
0.7388 |
0.7417 |
0.7369 |
| S2 |
0.7349 |
0.7349 |
0.7407 |
|
| S3 |
0.7237 |
0.7276 |
0.7397 |
|
| S4 |
0.7125 |
0.7164 |
0.7366 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7750 |
0.7577 |
|
| R3 |
0.7699 |
0.7659 |
0.7552 |
|
| R2 |
0.7608 |
0.7608 |
0.7543 |
|
| R1 |
0.7567 |
0.7567 |
0.7535 |
0.7588 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7527 |
| S1 |
0.7476 |
0.7476 |
0.7518 |
0.7496 |
| S2 |
0.7425 |
0.7425 |
0.7510 |
|
| S3 |
0.7333 |
0.7384 |
0.7501 |
|
| S4 |
0.7242 |
0.7293 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7557 |
0.7422 |
0.0135 |
1.8% |
0.0069 |
0.9% |
4% |
False |
True |
93,865 |
| 10 |
0.7557 |
0.7422 |
0.0135 |
1.8% |
0.0063 |
0.8% |
4% |
False |
True |
87,638 |
| 20 |
0.7557 |
0.7228 |
0.0329 |
4.4% |
0.0061 |
0.8% |
61% |
False |
False |
87,593 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.2% |
0.0064 |
0.9% |
66% |
False |
False |
90,945 |
| 60 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0063 |
0.9% |
71% |
False |
False |
61,451 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.0% |
0.0062 |
0.8% |
71% |
False |
False |
46,103 |
| 100 |
0.7729 |
0.7111 |
0.0619 |
8.3% |
0.0062 |
0.8% |
51% |
False |
False |
36,891 |
| 120 |
0.7818 |
0.7111 |
0.0708 |
9.5% |
0.0060 |
0.8% |
45% |
False |
False |
30,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7827 |
|
1.618 |
0.7715 |
|
1.000 |
0.7646 |
|
0.618 |
0.7603 |
|
HIGH |
0.7534 |
|
0.618 |
0.7491 |
|
0.500 |
0.7478 |
|
0.382 |
0.7465 |
|
LOW |
0.7422 |
|
0.618 |
0.7353 |
|
1.000 |
0.7310 |
|
1.618 |
0.7241 |
|
2.618 |
0.7129 |
|
4.250 |
0.6946 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7478 |
0.7490 |
| PP |
0.7461 |
0.7469 |
| S1 |
0.7444 |
0.7448 |
|