CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7399 |
-0.0026 |
-0.4% |
0.7491 |
| High |
0.7445 |
0.7400 |
-0.0045 |
-0.6% |
0.7505 |
| Low |
0.7394 |
0.7324 |
-0.0070 |
-0.9% |
0.7394 |
| Close |
0.7402 |
0.7330 |
-0.0072 |
-1.0% |
0.7402 |
| Range |
0.0051 |
0.0076 |
0.0026 |
50.5% |
0.0111 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
70,894 |
107,831 |
36,937 |
52.1% |
354,946 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7531 |
0.7372 |
|
| R3 |
0.7503 |
0.7455 |
0.7351 |
|
| R2 |
0.7427 |
0.7427 |
0.7344 |
|
| R1 |
0.7379 |
0.7379 |
0.7337 |
0.7365 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7345 |
| S1 |
0.7303 |
0.7303 |
0.7323 |
0.7289 |
| S2 |
0.7275 |
0.7275 |
0.7316 |
|
| S3 |
0.7199 |
0.7227 |
0.7309 |
|
| S4 |
0.7123 |
0.7151 |
0.7288 |
|
|
| 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 |
0.7324 |
0.0181 |
2.5% |
0.0067 |
0.9% |
3% |
False |
True |
80,276 |
| 10 |
0.7602 |
0.7324 |
0.0278 |
3.8% |
0.0073 |
1.0% |
2% |
False |
True |
87,512 |
| 20 |
0.7620 |
0.7324 |
0.0296 |
4.0% |
0.0064 |
0.9% |
2% |
False |
True |
81,745 |
| 40 |
0.7799 |
0.7324 |
0.0475 |
6.5% |
0.0064 |
0.9% |
1% |
False |
True |
62,177 |
| 60 |
0.7894 |
0.7324 |
0.0570 |
7.8% |
0.0065 |
0.9% |
1% |
False |
True |
41,512 |
| 80 |
0.7894 |
0.7324 |
0.0570 |
7.8% |
0.0065 |
0.9% |
1% |
False |
True |
31,145 |
| 100 |
0.8008 |
0.7324 |
0.0684 |
9.3% |
0.0068 |
0.9% |
1% |
False |
True |
24,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7723 |
|
2.618 |
0.7599 |
|
1.618 |
0.7523 |
|
1.000 |
0.7476 |
|
0.618 |
0.7447 |
|
HIGH |
0.7400 |
|
0.618 |
0.7371 |
|
0.500 |
0.7362 |
|
0.382 |
0.7353 |
|
LOW |
0.7324 |
|
0.618 |
0.7277 |
|
1.000 |
0.7248 |
|
1.618 |
0.7201 |
|
2.618 |
0.7125 |
|
4.250 |
0.7001 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7362 |
0.7407 |
| PP |
0.7351 |
0.7381 |
| S1 |
0.7341 |
0.7356 |
|