CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7433 |
0.7491 |
0.0058 |
0.8% |
0.7528 |
High |
0.7496 |
0.7498 |
0.0002 |
0.0% |
0.7602 |
Low |
0.7412 |
0.7450 |
0.0039 |
0.5% |
0.7412 |
Close |
0.7493 |
0.7477 |
-0.0016 |
-0.2% |
0.7493 |
Range |
0.0085 |
0.0048 |
-0.0037 |
-43.2% |
0.0190 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
67,820 |
61,396 |
-6,424 |
-9.5% |
412,348 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7619 |
0.7596 |
0.7503 |
|
R3 |
0.7571 |
0.7548 |
0.7490 |
|
R2 |
0.7523 |
0.7523 |
0.7485 |
|
R1 |
0.7500 |
0.7500 |
0.7481 |
0.7487 |
PP |
0.7475 |
0.7475 |
0.7475 |
0.7469 |
S1 |
0.7452 |
0.7452 |
0.7472 |
0.7439 |
S2 |
0.7427 |
0.7427 |
0.7468 |
|
S3 |
0.7379 |
0.7404 |
0.7463 |
|
S4 |
0.7331 |
0.7356 |
0.7450 |
|
|
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% |
0.0079 |
1.1% |
34% |
False |
False |
94,748 |
10 |
0.7604 |
0.7412 |
0.0193 |
2.6% |
0.0068 |
0.9% |
34% |
False |
False |
83,772 |
20 |
0.7729 |
0.7412 |
0.0317 |
4.2% |
0.0066 |
0.9% |
21% |
False |
False |
86,670 |
40 |
0.7818 |
0.7412 |
0.0406 |
5.4% |
0.0063 |
0.8% |
16% |
False |
False |
52,172 |
60 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0065 |
0.9% |
13% |
False |
False |
34,828 |
80 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0065 |
0.9% |
13% |
False |
False |
26,130 |
100 |
0.8008 |
0.7412 |
0.0596 |
8.0% |
0.0068 |
0.9% |
11% |
False |
False |
20,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7702 |
2.618 |
0.7624 |
1.618 |
0.7576 |
1.000 |
0.7546 |
0.618 |
0.7528 |
HIGH |
0.7498 |
0.618 |
0.7480 |
0.500 |
0.7474 |
0.382 |
0.7468 |
LOW |
0.7450 |
0.618 |
0.7420 |
1.000 |
0.7402 |
1.618 |
0.7372 |
2.618 |
0.7324 |
4.250 |
0.7246 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7476 |
0.7469 |
PP |
0.7475 |
0.7462 |
S1 |
0.7474 |
0.7455 |
|