CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7482 |
-0.0009 |
-0.1% |
0.7528 |
High |
0.7498 |
0.7505 |
0.0007 |
0.1% |
0.7602 |
Low |
0.7450 |
0.7429 |
-0.0022 |
-0.3% |
0.7412 |
Close |
0.7477 |
0.7448 |
-0.0029 |
-0.4% |
0.7493 |
Range |
0.0048 |
0.0077 |
0.0029 |
59.4% |
0.0190 |
ATR |
0.0066 |
0.0067 |
0.0001 |
1.1% |
0.0000 |
Volume |
61,396 |
82,408 |
21,012 |
34.2% |
412,348 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7690 |
0.7645 |
0.7490 |
|
R3 |
0.7613 |
0.7569 |
0.7469 |
|
R2 |
0.7537 |
0.7537 |
0.7462 |
|
R1 |
0.7492 |
0.7492 |
0.7455 |
0.7476 |
PP |
0.7460 |
0.7460 |
0.7460 |
0.7452 |
S1 |
0.7416 |
0.7416 |
0.7440 |
0.7400 |
S2 |
0.7384 |
0.7384 |
0.7433 |
|
S3 |
0.7307 |
0.7339 |
0.7426 |
|
S4 |
0.7231 |
0.7263 |
0.7405 |
|
|
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 |
0.7537 |
0.7412 |
0.0125 |
1.7% |
0.0071 |
0.9% |
29% |
False |
False |
80,070 |
10 |
0.7602 |
0.7412 |
0.0190 |
2.6% |
0.0071 |
0.9% |
19% |
False |
False |
86,359 |
20 |
0.7720 |
0.7412 |
0.0308 |
4.1% |
0.0068 |
0.9% |
12% |
False |
False |
88,139 |
40 |
0.7818 |
0.7412 |
0.0406 |
5.5% |
0.0063 |
0.9% |
9% |
False |
False |
54,226 |
60 |
0.7894 |
0.7412 |
0.0482 |
6.5% |
0.0066 |
0.9% |
7% |
False |
False |
36,200 |
80 |
0.7894 |
0.7412 |
0.0482 |
6.5% |
0.0065 |
0.9% |
7% |
False |
False |
27,159 |
100 |
0.8008 |
0.7412 |
0.0596 |
8.0% |
0.0068 |
0.9% |
6% |
False |
False |
21,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7830 |
2.618 |
0.7705 |
1.618 |
0.7629 |
1.000 |
0.7582 |
0.618 |
0.7552 |
HIGH |
0.7505 |
0.618 |
0.7476 |
0.500 |
0.7467 |
0.382 |
0.7458 |
LOW |
0.7429 |
0.618 |
0.7381 |
1.000 |
0.7352 |
1.618 |
0.7305 |
2.618 |
0.7228 |
4.250 |
0.7103 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7467 |
0.7458 |
PP |
0.7460 |
0.7455 |
S1 |
0.7454 |
0.7451 |
|