CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7483 |
0.0035 |
0.5% |
0.7528 |
| High |
0.7489 |
0.7489 |
0.0001 |
0.0% |
0.7602 |
| Low |
0.7433 |
0.7412 |
-0.0021 |
-0.3% |
0.7412 |
| Close |
0.7480 |
0.7419 |
-0.0061 |
-0.8% |
0.7493 |
| Range |
0.0056 |
0.0077 |
0.0022 |
38.7% |
0.0190 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
| Volume |
73,325 |
66,923 |
-6,402 |
-8.7% |
412,348 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7671 |
0.7622 |
0.7461 |
|
| R3 |
0.7594 |
0.7545 |
0.7440 |
|
| R2 |
0.7517 |
0.7517 |
0.7433 |
|
| R1 |
0.7468 |
0.7468 |
0.7426 |
0.7454 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7433 |
| S1 |
0.7391 |
0.7391 |
0.7412 |
0.7377 |
| S2 |
0.7363 |
0.7363 |
0.7405 |
|
| S3 |
0.7286 |
0.7314 |
0.7398 |
|
| S4 |
0.7209 |
0.7237 |
0.7377 |
|
|
| 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% |
0.0068 |
0.9% |
8% |
False |
False |
70,374 |
| 10 |
0.7602 |
0.7412 |
0.0190 |
2.6% |
0.0074 |
1.0% |
4% |
False |
False |
86,642 |
| 20 |
0.7656 |
0.7412 |
0.0244 |
3.3% |
0.0067 |
0.9% |
3% |
False |
False |
85,762 |
| 40 |
0.7801 |
0.7412 |
0.0390 |
5.3% |
0.0064 |
0.9% |
2% |
False |
False |
57,724 |
| 60 |
0.7894 |
0.7412 |
0.0482 |
6.5% |
0.0065 |
0.9% |
2% |
False |
False |
38,535 |
| 80 |
0.7894 |
0.7412 |
0.0482 |
6.5% |
0.0065 |
0.9% |
2% |
False |
False |
28,912 |
| 100 |
0.8008 |
0.7412 |
0.0596 |
8.0% |
0.0068 |
0.9% |
1% |
False |
False |
23,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7691 |
|
1.618 |
0.7614 |
|
1.000 |
0.7566 |
|
0.618 |
0.7537 |
|
HIGH |
0.7489 |
|
0.618 |
0.7460 |
|
0.500 |
0.7451 |
|
0.382 |
0.7441 |
|
LOW |
0.7412 |
|
0.618 |
0.7364 |
|
1.000 |
0.7335 |
|
1.618 |
0.7287 |
|
2.618 |
0.7210 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7459 |
| PP |
0.7440 |
0.7445 |
| S1 |
0.7430 |
0.7432 |
|