CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7470 |
0.7528 |
0.0058 |
0.8% |
0.7590 |
| High |
0.7536 |
0.7602 |
0.0066 |
0.9% |
0.7604 |
| Low |
0.7446 |
0.7483 |
0.0038 |
0.5% |
0.7446 |
| Close |
0.7503 |
0.7499 |
-0.0004 |
-0.1% |
0.7503 |
| Range |
0.0090 |
0.0119 |
0.0029 |
31.7% |
0.0159 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.7% |
0.0000 |
| Volume |
96,022 |
155,800 |
59,778 |
62.3% |
363,978 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7810 |
0.7564 |
|
| R3 |
0.7765 |
0.7691 |
0.7532 |
|
| R2 |
0.7646 |
0.7646 |
0.7521 |
|
| R1 |
0.7573 |
0.7573 |
0.7510 |
0.7550 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7517 |
| S1 |
0.7454 |
0.7454 |
0.7488 |
0.7432 |
| S2 |
0.7409 |
0.7409 |
0.7477 |
|
| S3 |
0.7291 |
0.7336 |
0.7466 |
|
| S4 |
0.7172 |
0.7217 |
0.7434 |
|
|
| 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 |
0.7602 |
0.7446 |
0.0156 |
2.1% |
0.0071 |
0.9% |
34% |
True |
False |
92,647 |
| 10 |
0.7620 |
0.7446 |
0.0174 |
2.3% |
0.0060 |
0.8% |
31% |
False |
False |
80,258 |
| 20 |
0.7779 |
0.7446 |
0.0333 |
4.4% |
0.0062 |
0.8% |
16% |
False |
False |
87,054 |
| 40 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0063 |
0.8% |
12% |
False |
False |
44,250 |
| 60 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0065 |
0.9% |
12% |
False |
False |
29,531 |
| 80 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0066 |
0.9% |
12% |
False |
False |
22,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.7912 |
|
1.618 |
0.7793 |
|
1.000 |
0.7720 |
|
0.618 |
0.7675 |
|
HIGH |
0.7602 |
|
0.618 |
0.7556 |
|
0.500 |
0.7542 |
|
0.382 |
0.7528 |
|
LOW |
0.7483 |
|
0.618 |
0.7410 |
|
1.000 |
0.7365 |
|
1.618 |
0.7291 |
|
2.618 |
0.7173 |
|
4.250 |
0.6979 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7542 |
0.7524 |
| PP |
0.7528 |
0.7515 |
| S1 |
0.7513 |
0.7507 |
|