CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7330 |
-0.0018 |
-0.2% |
0.7491 |
| High |
0.7359 |
0.7364 |
0.0006 |
0.1% |
0.7505 |
| Low |
0.7301 |
0.7291 |
-0.0010 |
-0.1% |
0.7394 |
| Close |
0.7332 |
0.7359 |
0.0027 |
0.4% |
0.7402 |
| Range |
0.0058 |
0.0073 |
0.0016 |
27.0% |
0.0111 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
0.8% |
0.0000 |
| Volume |
81,383 |
69,749 |
-11,634 |
-14.3% |
354,946 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7531 |
0.7399 |
|
| R3 |
0.7484 |
0.7458 |
0.7379 |
|
| R2 |
0.7411 |
0.7411 |
0.7372 |
|
| R1 |
0.7385 |
0.7385 |
0.7365 |
0.7398 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7344 |
| S1 |
0.7312 |
0.7312 |
0.7352 |
0.7325 |
| S2 |
0.7265 |
0.7265 |
0.7345 |
|
| S3 |
0.7192 |
0.7239 |
0.7338 |
|
| S4 |
0.7119 |
0.7166 |
0.7318 |
|
|
| 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 |
0.7291 |
0.0198 |
2.7% |
0.0067 |
0.9% |
34% |
False |
True |
79,356 |
| 10 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0067 |
0.9% |
32% |
False |
True |
78,342 |
| 20 |
0.7620 |
0.7291 |
0.0329 |
4.5% |
0.0063 |
0.9% |
21% |
False |
True |
79,200 |
| 40 |
0.7799 |
0.7291 |
0.0508 |
6.9% |
0.0064 |
0.9% |
13% |
False |
True |
65,943 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
11% |
False |
True |
44,029 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
11% |
False |
True |
33,032 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0067 |
0.9% |
11% |
False |
True |
26,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7555 |
|
1.618 |
0.7482 |
|
1.000 |
0.7437 |
|
0.618 |
0.7409 |
|
HIGH |
0.7364 |
|
0.618 |
0.7336 |
|
0.500 |
0.7328 |
|
0.382 |
0.7319 |
|
LOW |
0.7291 |
|
0.618 |
0.7246 |
|
1.000 |
0.7218 |
|
1.618 |
0.7173 |
|
2.618 |
0.7100 |
|
4.250 |
0.6981 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7354 |
| PP |
0.7338 |
0.7350 |
| S1 |
0.7328 |
0.7346 |
|