CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7470 |
-0.0033 |
-0.4% |
0.7590 |
| High |
0.7511 |
0.7536 |
0.0025 |
0.3% |
0.7604 |
| Low |
0.7462 |
0.7446 |
-0.0017 |
-0.2% |
0.7446 |
| Close |
0.7463 |
0.7503 |
0.0040 |
0.5% |
0.7503 |
| Range |
0.0049 |
0.0090 |
0.0042 |
85.6% |
0.0159 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.8% |
0.0000 |
| Volume |
74,007 |
96,022 |
22,015 |
29.7% |
363,978 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7724 |
0.7553 |
|
| R3 |
0.7675 |
0.7634 |
0.7528 |
|
| R2 |
0.7585 |
0.7585 |
0.7520 |
|
| R1 |
0.7544 |
0.7544 |
0.7511 |
0.7564 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7505 |
| S1 |
0.7454 |
0.7454 |
0.7495 |
0.7474 |
| S2 |
0.7405 |
0.7405 |
0.7487 |
|
| S3 |
0.7315 |
0.7364 |
0.7478 |
|
| S4 |
0.7225 |
0.7274 |
0.7454 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7907 |
0.7590 |
|
| R3 |
0.7835 |
0.7748 |
0.7547 |
|
| R2 |
0.7676 |
0.7676 |
0.7532 |
|
| R1 |
0.7590 |
0.7590 |
0.7518 |
0.7554 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7500 |
| S1 |
0.7431 |
0.7431 |
0.7488 |
0.7395 |
| S2 |
0.7359 |
0.7359 |
0.7474 |
|
| S3 |
0.7201 |
0.7273 |
0.7459 |
|
| S4 |
0.7042 |
0.7114 |
0.7416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7446 |
0.0159 |
2.1% |
0.0057 |
0.8% |
36% |
False |
True |
72,795 |
| 10 |
0.7620 |
0.7446 |
0.0174 |
2.3% |
0.0055 |
0.7% |
33% |
False |
True |
75,979 |
| 20 |
0.7779 |
0.7446 |
0.0333 |
4.4% |
0.0058 |
0.8% |
17% |
False |
True |
79,703 |
| 40 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0063 |
0.8% |
13% |
False |
True |
40,357 |
| 60 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0064 |
0.9% |
13% |
False |
True |
26,935 |
| 80 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0065 |
0.9% |
13% |
False |
True |
20,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7771 |
|
1.618 |
0.7681 |
|
1.000 |
0.7626 |
|
0.618 |
0.7591 |
|
HIGH |
0.7536 |
|
0.618 |
0.7501 |
|
0.500 |
0.7491 |
|
0.382 |
0.7480 |
|
LOW |
0.7446 |
|
0.618 |
0.7390 |
|
1.000 |
0.7356 |
|
1.618 |
0.7300 |
|
2.618 |
0.7210 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7499 |
0.7499 |
| PP |
0.7495 |
0.7495 |
| S1 |
0.7491 |
0.7491 |
|