CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7485 |
-0.0014 |
-0.2% |
0.7590 |
| High |
0.7537 |
0.7491 |
-0.0046 |
-0.6% |
0.7604 |
| Low |
0.7465 |
0.7418 |
-0.0047 |
-0.6% |
0.7446 |
| Close |
0.7489 |
0.7427 |
-0.0063 |
-0.8% |
0.7503 |
| Range |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0159 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
87,035 |
101,693 |
14,658 |
16.8% |
363,978 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7617 |
0.7466 |
|
| R3 |
0.7590 |
0.7545 |
0.7446 |
|
| R2 |
0.7518 |
0.7518 |
0.7440 |
|
| R1 |
0.7472 |
0.7472 |
0.7433 |
0.7459 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7438 |
| S1 |
0.7400 |
0.7400 |
0.7420 |
0.7386 |
| S2 |
0.7373 |
0.7373 |
0.7413 |
|
| S3 |
0.7300 |
0.7327 |
0.7407 |
|
| S4 |
0.7228 |
0.7255 |
0.7387 |
|
|
| 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 |
0.7418 |
0.0184 |
2.5% |
0.0080 |
1.1% |
5% |
False |
True |
102,911 |
| 10 |
0.7620 |
0.7418 |
0.0202 |
2.7% |
0.0061 |
0.8% |
4% |
False |
True |
82,584 |
| 20 |
0.7779 |
0.7418 |
0.0361 |
4.9% |
0.0066 |
0.9% |
2% |
False |
True |
89,227 |
| 40 |
0.7842 |
0.7418 |
0.0424 |
5.7% |
0.0064 |
0.9% |
2% |
False |
True |
48,964 |
| 60 |
0.7894 |
0.7418 |
0.0476 |
6.4% |
0.0066 |
0.9% |
2% |
False |
True |
32,676 |
| 80 |
0.7894 |
0.7418 |
0.0476 |
6.4% |
0.0066 |
0.9% |
2% |
False |
True |
24,516 |
| 100 |
0.8008 |
0.7418 |
0.0590 |
7.9% |
0.0068 |
0.9% |
1% |
False |
True |
19,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7680 |
|
1.618 |
0.7608 |
|
1.000 |
0.7563 |
|
0.618 |
0.7535 |
|
HIGH |
0.7491 |
|
0.618 |
0.7463 |
|
0.500 |
0.7454 |
|
0.382 |
0.7446 |
|
LOW |
0.7418 |
|
0.618 |
0.7373 |
|
1.000 |
0.7346 |
|
1.618 |
0.7301 |
|
2.618 |
0.7228 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7510 |
| PP |
0.7445 |
0.7482 |
| S1 |
0.7436 |
0.7454 |
|