CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7385 |
0.0024 |
0.3% |
0.7399 |
| High |
0.7399 |
0.7392 |
-0.0007 |
-0.1% |
0.7400 |
| Low |
0.7344 |
0.7358 |
0.0015 |
0.2% |
0.7291 |
| Close |
0.7390 |
0.7366 |
-0.0024 |
-0.3% |
0.7366 |
| Range |
0.0055 |
0.0034 |
-0.0022 |
-39.1% |
0.0109 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
72,882 |
57,019 |
-15,863 |
-21.8% |
388,864 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7472 |
0.7452 |
0.7384 |
|
| R3 |
0.7439 |
0.7419 |
0.7375 |
|
| R2 |
0.7405 |
0.7405 |
0.7372 |
|
| R1 |
0.7385 |
0.7385 |
0.7369 |
0.7379 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7368 |
| S1 |
0.7352 |
0.7352 |
0.7362 |
0.7345 |
| S2 |
0.7338 |
0.7338 |
0.7359 |
|
| S3 |
0.7305 |
0.7318 |
0.7356 |
|
| S4 |
0.7271 |
0.7285 |
0.7347 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7631 |
0.7425 |
|
| R3 |
0.7570 |
0.7522 |
0.7395 |
|
| R2 |
0.7461 |
0.7461 |
0.7385 |
|
| R1 |
0.7413 |
0.7413 |
0.7375 |
0.7383 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7337 |
| S1 |
0.7304 |
0.7304 |
0.7356 |
0.7274 |
| S2 |
0.7243 |
0.7243 |
0.7346 |
|
| S3 |
0.7134 |
0.7195 |
0.7336 |
|
| S4 |
0.7025 |
0.7086 |
0.7306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7400 |
0.7291 |
0.0109 |
1.5% |
0.0059 |
0.8% |
68% |
False |
False |
77,772 |
| 10 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0060 |
0.8% |
35% |
False |
False |
74,381 |
| 20 |
0.7620 |
0.7291 |
0.0329 |
4.5% |
0.0063 |
0.9% |
23% |
False |
False |
79,112 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0064 |
0.9% |
15% |
False |
False |
69,171 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
12% |
False |
False |
46,191 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
12% |
False |
False |
34,655 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0066 |
0.9% |
12% |
False |
False |
27,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7534 |
|
2.618 |
0.7479 |
|
1.618 |
0.7446 |
|
1.000 |
0.7425 |
|
0.618 |
0.7412 |
|
HIGH |
0.7392 |
|
0.618 |
0.7379 |
|
0.500 |
0.7375 |
|
0.382 |
0.7371 |
|
LOW |
0.7358 |
|
0.618 |
0.7337 |
|
1.000 |
0.7325 |
|
1.618 |
0.7304 |
|
2.618 |
0.7270 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7375 |
0.7359 |
| PP |
0.7372 |
0.7352 |
| S1 |
0.7369 |
0.7345 |
|