CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7499 |
-0.0029 |
-0.4% |
0.7590 |
| High |
0.7602 |
0.7537 |
-0.0065 |
-0.9% |
0.7604 |
| Low |
0.7483 |
0.7465 |
-0.0018 |
-0.2% |
0.7446 |
| Close |
0.7499 |
0.7489 |
-0.0010 |
-0.1% |
0.7503 |
| Range |
0.0119 |
0.0072 |
-0.0047 |
-39.7% |
0.0159 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
155,800 |
87,035 |
-68,765 |
-44.1% |
363,978 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7672 |
0.7528 |
|
| R3 |
0.7640 |
0.7600 |
0.7509 |
|
| R2 |
0.7568 |
0.7568 |
0.7502 |
|
| R1 |
0.7529 |
0.7529 |
0.7496 |
0.7513 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7489 |
| S1 |
0.7457 |
0.7457 |
0.7482 |
0.7441 |
| S2 |
0.7425 |
0.7425 |
0.7476 |
|
| S3 |
0.7354 |
0.7386 |
0.7469 |
|
| S4 |
0.7282 |
0.7314 |
0.7450 |
|
|
| 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% |
0.0073 |
1.0% |
28% |
False |
False |
96,721 |
| 10 |
0.7620 |
0.7446 |
0.0174 |
2.3% |
0.0060 |
0.8% |
25% |
False |
False |
80,058 |
| 20 |
0.7779 |
0.7446 |
0.0333 |
4.4% |
0.0064 |
0.9% |
13% |
False |
False |
88,923 |
| 40 |
0.7860 |
0.7446 |
0.0414 |
5.5% |
0.0064 |
0.8% |
11% |
False |
False |
46,424 |
| 60 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0066 |
0.9% |
10% |
False |
False |
30,981 |
| 80 |
0.7894 |
0.7446 |
0.0448 |
6.0% |
0.0066 |
0.9% |
10% |
False |
False |
23,246 |
| 100 |
0.8008 |
0.7446 |
0.0562 |
7.5% |
0.0067 |
0.9% |
8% |
False |
False |
18,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7724 |
|
1.618 |
0.7652 |
|
1.000 |
0.7608 |
|
0.618 |
0.7581 |
|
HIGH |
0.7537 |
|
0.618 |
0.7509 |
|
0.500 |
0.7501 |
|
0.382 |
0.7492 |
|
LOW |
0.7465 |
|
0.618 |
0.7421 |
|
1.000 |
0.7394 |
|
1.618 |
0.7349 |
|
2.618 |
0.7278 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7524 |
| PP |
0.7497 |
0.7512 |
| S1 |
0.7493 |
0.7501 |
|