CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 09-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7485 |
0.7433 |
-0.0052 |
-0.7% |
0.7528 |
High |
0.7491 |
0.7496 |
0.0006 |
0.1% |
0.7602 |
Low |
0.7418 |
0.7412 |
-0.0007 |
-0.1% |
0.7412 |
Close |
0.7427 |
0.7493 |
0.0066 |
0.9% |
0.7493 |
Range |
0.0073 |
0.0085 |
0.0012 |
16.6% |
0.0190 |
ATR |
0.0066 |
0.0067 |
0.0001 |
2.0% |
0.0000 |
Volume |
101,693 |
67,820 |
-33,873 |
-33.3% |
412,348 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7720 |
0.7691 |
0.7539 |
|
R3 |
0.7636 |
0.7606 |
0.7516 |
|
R2 |
0.7551 |
0.7551 |
0.7508 |
|
R1 |
0.7522 |
0.7522 |
0.7500 |
0.7537 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7474 |
S1 |
0.7437 |
0.7437 |
0.7485 |
0.7452 |
S2 |
0.7382 |
0.7382 |
0.7477 |
|
S3 |
0.7298 |
0.7353 |
0.7469 |
|
S4 |
0.7213 |
0.7268 |
0.7446 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8072 |
0.7972 |
0.7597 |
|
R3 |
0.7882 |
0.7782 |
0.7545 |
|
R2 |
0.7692 |
0.7692 |
0.7527 |
|
R1 |
0.7592 |
0.7592 |
0.7510 |
0.7547 |
PP |
0.7502 |
0.7502 |
0.7502 |
0.7479 |
S1 |
0.7402 |
0.7402 |
0.7475 |
0.7357 |
S2 |
0.7312 |
0.7312 |
0.7458 |
|
S3 |
0.7122 |
0.7212 |
0.7440 |
|
S4 |
0.6932 |
0.7022 |
0.7388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7602 |
0.7412 |
0.0190 |
2.5% |
0.0087 |
1.2% |
43% |
False |
True |
101,674 |
10 |
0.7620 |
0.7412 |
0.0208 |
2.8% |
0.0067 |
0.9% |
39% |
False |
True |
83,844 |
20 |
0.7779 |
0.7412 |
0.0367 |
4.9% |
0.0068 |
0.9% |
22% |
False |
True |
89,673 |
40 |
0.7818 |
0.7412 |
0.0406 |
5.4% |
0.0064 |
0.8% |
20% |
False |
True |
50,653 |
60 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0065 |
0.9% |
17% |
False |
True |
33,805 |
80 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0066 |
0.9% |
17% |
False |
True |
25,364 |
100 |
0.8008 |
0.7412 |
0.0596 |
8.0% |
0.0068 |
0.9% |
14% |
False |
True |
20,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7855 |
2.618 |
0.7717 |
1.618 |
0.7633 |
1.000 |
0.7581 |
0.618 |
0.7548 |
HIGH |
0.7496 |
0.618 |
0.7464 |
0.500 |
0.7454 |
0.382 |
0.7444 |
LOW |
0.7412 |
0.618 |
0.7359 |
1.000 |
0.7327 |
1.618 |
0.7275 |
2.618 |
0.7190 |
4.250 |
0.7052 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7480 |
0.7486 |
PP |
0.7467 |
0.7480 |
S1 |
0.7454 |
0.7474 |
|