CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7516 |
0.7503 |
-0.0013 |
-0.2% |
0.7485 |
High |
0.7529 |
0.7511 |
-0.0019 |
-0.2% |
0.7620 |
Low |
0.7495 |
0.7462 |
-0.0033 |
-0.4% |
0.7479 |
Close |
0.7498 |
0.7463 |
-0.0035 |
-0.5% |
0.7588 |
Range |
0.0035 |
0.0049 |
0.0014 |
40.6% |
0.0141 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
70,742 |
74,007 |
3,265 |
4.6% |
395,813 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7592 |
0.7490 |
|
R3 |
0.7576 |
0.7544 |
0.7476 |
|
R2 |
0.7527 |
0.7527 |
0.7472 |
|
R1 |
0.7495 |
0.7495 |
0.7467 |
0.7487 |
PP |
0.7479 |
0.7479 |
0.7479 |
0.7474 |
S1 |
0.7447 |
0.7447 |
0.7459 |
0.7438 |
S2 |
0.7430 |
0.7430 |
0.7454 |
|
S3 |
0.7382 |
0.7398 |
0.7450 |
|
S4 |
0.7333 |
0.7350 |
0.7436 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7984 |
0.7926 |
0.7665 |
|
R3 |
0.7843 |
0.7786 |
0.7627 |
|
R2 |
0.7703 |
0.7703 |
0.7614 |
|
R1 |
0.7645 |
0.7645 |
0.7601 |
0.7674 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7577 |
S1 |
0.7505 |
0.7505 |
0.7575 |
0.7534 |
S2 |
0.7422 |
0.7422 |
0.7562 |
|
S3 |
0.7281 |
0.7364 |
0.7549 |
|
S4 |
0.7141 |
0.7224 |
0.7511 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7620 |
0.7462 |
0.0158 |
2.1% |
0.0046 |
0.6% |
1% |
False |
True |
66,015 |
10 |
0.7620 |
0.7462 |
0.0158 |
2.1% |
0.0054 |
0.7% |
1% |
False |
True |
79,342 |
20 |
0.7779 |
0.7462 |
0.0317 |
4.2% |
0.0059 |
0.8% |
0% |
False |
True |
75,133 |
40 |
0.7894 |
0.7462 |
0.0432 |
5.8% |
0.0063 |
0.8% |
0% |
False |
True |
37,964 |
60 |
0.7894 |
0.7462 |
0.0432 |
5.8% |
0.0064 |
0.9% |
0% |
False |
True |
25,335 |
80 |
0.7894 |
0.7462 |
0.0432 |
5.8% |
0.0065 |
0.9% |
0% |
False |
True |
19,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7717 |
2.618 |
0.7637 |
1.618 |
0.7589 |
1.000 |
0.7559 |
0.618 |
0.7540 |
HIGH |
0.7511 |
0.618 |
0.7492 |
0.500 |
0.7486 |
0.382 |
0.7481 |
LOW |
0.7462 |
0.618 |
0.7432 |
1.000 |
0.7414 |
1.618 |
0.7384 |
2.618 |
0.7335 |
4.250 |
0.7256 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7486 |
0.7517 |
PP |
0.7479 |
0.7499 |
S1 |
0.7471 |
0.7481 |
|