CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7425 |
-0.0058 |
-0.8% |
0.7491 |
| High |
0.7489 |
0.7445 |
-0.0045 |
-0.6% |
0.7505 |
| Low |
0.7412 |
0.7394 |
-0.0018 |
-0.2% |
0.7394 |
| Close |
0.7419 |
0.7402 |
-0.0017 |
-0.2% |
0.7402 |
| Range |
0.0077 |
0.0051 |
-0.0027 |
-34.4% |
0.0111 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
66,923 |
70,894 |
3,971 |
5.9% |
354,946 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7565 |
0.7534 |
0.7430 |
|
| R3 |
0.7515 |
0.7484 |
0.7416 |
|
| R2 |
0.7464 |
0.7464 |
0.7411 |
|
| R1 |
0.7433 |
0.7433 |
0.7407 |
0.7423 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7409 |
| S1 |
0.7383 |
0.7383 |
0.7397 |
0.7373 |
| S2 |
0.7363 |
0.7363 |
0.7393 |
|
| S3 |
0.7313 |
0.7332 |
0.7388 |
|
| S4 |
0.7262 |
0.7282 |
0.7374 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7695 |
0.7463 |
|
| R3 |
0.7656 |
0.7584 |
0.7433 |
|
| R2 |
0.7545 |
0.7545 |
0.7422 |
|
| R1 |
0.7473 |
0.7473 |
0.7412 |
0.7454 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7424 |
| S1 |
0.7362 |
0.7362 |
0.7392 |
0.7343 |
| S2 |
0.7323 |
0.7323 |
0.7382 |
|
| S3 |
0.7212 |
0.7251 |
0.7371 |
|
| S4 |
0.7101 |
0.7140 |
0.7341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7505 |
0.7394 |
0.0111 |
1.5% |
0.0062 |
0.8% |
7% |
False |
True |
70,989 |
| 10 |
0.7602 |
0.7394 |
0.0208 |
2.8% |
0.0074 |
1.0% |
4% |
False |
True |
86,331 |
| 20 |
0.7620 |
0.7394 |
0.0226 |
3.0% |
0.0064 |
0.9% |
4% |
False |
True |
82,837 |
| 40 |
0.7799 |
0.7394 |
0.0405 |
5.5% |
0.0063 |
0.9% |
2% |
False |
True |
59,488 |
| 60 |
0.7894 |
0.7394 |
0.0500 |
6.7% |
0.0065 |
0.9% |
2% |
False |
True |
39,716 |
| 80 |
0.7894 |
0.7394 |
0.0500 |
6.7% |
0.0065 |
0.9% |
2% |
False |
True |
29,798 |
| 100 |
0.8008 |
0.7394 |
0.0614 |
8.3% |
0.0068 |
0.9% |
1% |
False |
True |
23,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7659 |
|
2.618 |
0.7577 |
|
1.618 |
0.7526 |
|
1.000 |
0.7495 |
|
0.618 |
0.7476 |
|
HIGH |
0.7445 |
|
0.618 |
0.7425 |
|
0.500 |
0.7419 |
|
0.382 |
0.7413 |
|
LOW |
0.7394 |
|
0.618 |
0.7363 |
|
1.000 |
0.7344 |
|
1.618 |
0.7312 |
|
2.618 |
0.7262 |
|
4.250 |
0.7179 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7442 |
| PP |
0.7414 |
0.7428 |
| S1 |
0.7408 |
0.7415 |
|