CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7369 |
0.7383 |
0.0015 |
0.2% |
0.7399 |
| High |
0.7392 |
0.7391 |
-0.0002 |
0.0% |
0.7400 |
| Low |
0.7333 |
0.7339 |
0.0006 |
0.1% |
0.7291 |
| Close |
0.7380 |
0.7363 |
-0.0018 |
-0.2% |
0.7366 |
| Range |
0.0060 |
0.0052 |
-0.0008 |
-12.6% |
0.0109 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,942 |
82,679 |
18,737 |
29.3% |
388,864 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7493 |
0.7391 |
|
| R3 |
0.7468 |
0.7441 |
0.7377 |
|
| R2 |
0.7416 |
0.7416 |
0.7372 |
|
| R1 |
0.7389 |
0.7389 |
0.7367 |
0.7377 |
| PP |
0.7364 |
0.7364 |
0.7364 |
0.7358 |
| S1 |
0.7337 |
0.7337 |
0.7358 |
0.7325 |
| S2 |
0.7312 |
0.7312 |
0.7353 |
|
| S3 |
0.7260 |
0.7285 |
0.7348 |
|
| S4 |
0.7208 |
0.7233 |
0.7334 |
|
|
| 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% |
0.0055 |
0.7% |
67% |
False |
False |
69,254 |
| 10 |
0.7489 |
0.7291 |
0.0198 |
2.7% |
0.0059 |
0.8% |
36% |
False |
False |
74,662 |
| 20 |
0.7602 |
0.7291 |
0.0311 |
4.2% |
0.0065 |
0.9% |
23% |
False |
False |
80,510 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0064 |
0.9% |
15% |
False |
False |
72,810 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
12% |
False |
False |
48,630 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
12% |
False |
False |
36,487 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0066 |
0.9% |
12% |
False |
False |
29,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7527 |
|
1.618 |
0.7475 |
|
1.000 |
0.7443 |
|
0.618 |
0.7423 |
|
HIGH |
0.7391 |
|
0.618 |
0.7371 |
|
0.500 |
0.7365 |
|
0.382 |
0.7358 |
|
LOW |
0.7339 |
|
0.618 |
0.7306 |
|
1.000 |
0.7287 |
|
1.618 |
0.7254 |
|
2.618 |
0.7202 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7362 |
| PP |
0.7364 |
0.7362 |
| S1 |
0.7363 |
0.7362 |
|