CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7348 |
-0.0052 |
-0.7% |
0.7491 |
| High |
0.7400 |
0.7359 |
-0.0042 |
-0.6% |
0.7505 |
| Low |
0.7324 |
0.7301 |
-0.0023 |
-0.3% |
0.7394 |
| Close |
0.7330 |
0.7332 |
0.0002 |
0.0% |
0.7402 |
| Range |
0.0076 |
0.0058 |
-0.0019 |
-24.3% |
0.0111 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
107,831 |
81,383 |
-26,448 |
-24.5% |
354,946 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7475 |
0.7363 |
|
| R3 |
0.7445 |
0.7417 |
0.7347 |
|
| R2 |
0.7388 |
0.7388 |
0.7342 |
|
| R1 |
0.7360 |
0.7360 |
0.7337 |
0.7345 |
| PP |
0.7330 |
0.7330 |
0.7330 |
0.7323 |
| S1 |
0.7302 |
0.7302 |
0.7326 |
0.7288 |
| S2 |
0.7273 |
0.7273 |
0.7321 |
|
| S3 |
0.7215 |
0.7245 |
0.7316 |
|
| S4 |
0.7158 |
0.7187 |
0.7300 |
|
|
| 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 |
0.7489 |
0.7301 |
0.0188 |
2.6% |
0.0063 |
0.9% |
16% |
False |
True |
80,071 |
| 10 |
0.7537 |
0.7301 |
0.0236 |
3.2% |
0.0067 |
0.9% |
13% |
False |
True |
80,070 |
| 20 |
0.7620 |
0.7301 |
0.0319 |
4.3% |
0.0063 |
0.9% |
10% |
False |
True |
80,164 |
| 40 |
0.7799 |
0.7301 |
0.0498 |
6.8% |
0.0064 |
0.9% |
6% |
False |
True |
64,204 |
| 60 |
0.7894 |
0.7301 |
0.0593 |
8.1% |
0.0065 |
0.9% |
5% |
False |
True |
42,867 |
| 80 |
0.7894 |
0.7301 |
0.0593 |
8.1% |
0.0065 |
0.9% |
5% |
False |
True |
32,161 |
| 100 |
0.7894 |
0.7301 |
0.0593 |
8.1% |
0.0067 |
0.9% |
5% |
False |
True |
25,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7603 |
|
2.618 |
0.7509 |
|
1.618 |
0.7452 |
|
1.000 |
0.7416 |
|
0.618 |
0.7394 |
|
HIGH |
0.7359 |
|
0.618 |
0.7337 |
|
0.500 |
0.7330 |
|
0.382 |
0.7323 |
|
LOW |
0.7301 |
|
0.618 |
0.7265 |
|
1.000 |
0.7244 |
|
1.618 |
0.7208 |
|
2.618 |
0.7150 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7331 |
0.7373 |
| PP |
0.7330 |
0.7359 |
| S1 |
0.7330 |
0.7345 |
|