CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7369 |
-0.0016 |
-0.2% |
0.7399 |
| High |
0.7392 |
0.7392 |
0.0001 |
0.0% |
0.7400 |
| Low |
0.7358 |
0.7333 |
-0.0026 |
-0.3% |
0.7291 |
| Close |
0.7366 |
0.7380 |
0.0015 |
0.2% |
0.7366 |
| Range |
0.0034 |
0.0060 |
0.0026 |
77.6% |
0.0109 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
57,019 |
63,942 |
6,923 |
12.1% |
388,864 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7523 |
0.7413 |
|
| R3 |
0.7487 |
0.7463 |
0.7396 |
|
| R2 |
0.7428 |
0.7428 |
0.7391 |
|
| R1 |
0.7404 |
0.7404 |
0.7385 |
0.7416 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7374 |
| S1 |
0.7344 |
0.7344 |
0.7375 |
0.7356 |
| S2 |
0.7309 |
0.7309 |
0.7369 |
|
| S3 |
0.7249 |
0.7285 |
0.7364 |
|
| S4 |
0.7190 |
0.7225 |
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 |
0.7399 |
0.7291 |
0.0108 |
1.5% |
0.0056 |
0.8% |
83% |
False |
False |
68,995 |
| 10 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0061 |
0.8% |
42% |
False |
False |
74,635 |
| 20 |
0.7604 |
0.7291 |
0.0313 |
4.2% |
0.0065 |
0.9% |
28% |
False |
False |
79,203 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0064 |
0.9% |
18% |
False |
False |
70,753 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
15% |
False |
False |
47,253 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
15% |
False |
False |
35,454 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0066 |
0.9% |
15% |
False |
False |
28,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7548 |
|
1.618 |
0.7488 |
|
1.000 |
0.7452 |
|
0.618 |
0.7429 |
|
HIGH |
0.7392 |
|
0.618 |
0.7369 |
|
0.500 |
0.7362 |
|
0.382 |
0.7355 |
|
LOW |
0.7333 |
|
0.618 |
0.7296 |
|
1.000 |
0.7273 |
|
1.618 |
0.7236 |
|
2.618 |
0.7177 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7375 |
| PP |
0.7368 |
0.7370 |
| S1 |
0.7362 |
0.7366 |
|