CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7482 |
0.7448 |
-0.0034 |
-0.5% |
0.7528 |
High |
0.7505 |
0.7489 |
-0.0017 |
-0.2% |
0.7602 |
Low |
0.7429 |
0.7433 |
0.0005 |
0.1% |
0.7412 |
Close |
0.7448 |
0.7480 |
0.0032 |
0.4% |
0.7493 |
Range |
0.0077 |
0.0056 |
-0.0021 |
-27.5% |
0.0190 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
82,408 |
73,325 |
-9,083 |
-11.0% |
412,348 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7634 |
0.7612 |
0.7510 |
|
R3 |
0.7578 |
0.7557 |
0.7495 |
|
R2 |
0.7523 |
0.7523 |
0.7490 |
|
R1 |
0.7501 |
0.7501 |
0.7485 |
0.7512 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7472 |
S1 |
0.7446 |
0.7446 |
0.7474 |
0.7456 |
S2 |
0.7412 |
0.7412 |
0.7469 |
|
S3 |
0.7356 |
0.7390 |
0.7464 |
|
S4 |
0.7301 |
0.7335 |
0.7449 |
|
|
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 |
0.7505 |
0.7412 |
0.0094 |
1.3% |
0.0067 |
0.9% |
73% |
False |
False |
77,328 |
10 |
0.7602 |
0.7412 |
0.0190 |
2.5% |
0.0070 |
0.9% |
36% |
False |
False |
87,024 |
20 |
0.7719 |
0.7412 |
0.0307 |
4.1% |
0.0069 |
0.9% |
22% |
False |
False |
88,196 |
40 |
0.7818 |
0.7412 |
0.0406 |
5.4% |
0.0064 |
0.8% |
17% |
False |
False |
56,056 |
60 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0066 |
0.9% |
14% |
False |
False |
37,421 |
80 |
0.7894 |
0.7412 |
0.0482 |
6.4% |
0.0065 |
0.9% |
14% |
False |
False |
28,076 |
100 |
0.8008 |
0.7412 |
0.0596 |
8.0% |
0.0068 |
0.9% |
11% |
False |
False |
22,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7724 |
2.618 |
0.7634 |
1.618 |
0.7578 |
1.000 |
0.7544 |
0.618 |
0.7523 |
HIGH |
0.7489 |
0.618 |
0.7467 |
0.500 |
0.7461 |
0.382 |
0.7454 |
LOW |
0.7433 |
0.618 |
0.7399 |
1.000 |
0.7378 |
1.618 |
0.7343 |
2.618 |
0.7288 |
4.250 |
0.7197 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7473 |
0.7475 |
PP |
0.7467 |
0.7471 |
S1 |
0.7461 |
0.7467 |
|