CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7362 |
-0.0022 |
-0.3% |
0.7399 |
| High |
0.7391 |
0.7383 |
-0.0008 |
-0.1% |
0.7400 |
| Low |
0.7339 |
0.7318 |
-0.0021 |
-0.3% |
0.7291 |
| Close |
0.7363 |
0.7370 |
0.0007 |
0.1% |
0.7366 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0109 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82,679 |
92,155 |
9,476 |
11.5% |
388,864 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7526 |
0.7405 |
|
| R3 |
0.7487 |
0.7461 |
0.7387 |
|
| R2 |
0.7422 |
0.7422 |
0.7381 |
|
| R1 |
0.7396 |
0.7396 |
0.7375 |
0.7409 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7363 |
| S1 |
0.7331 |
0.7331 |
0.7364 |
0.7344 |
| S2 |
0.7292 |
0.7292 |
0.7358 |
|
| S3 |
0.7227 |
0.7266 |
0.7352 |
|
| S4 |
0.7162 |
0.7201 |
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 |
0.7318 |
0.0081 |
1.1% |
0.0053 |
0.7% |
64% |
False |
True |
73,735 |
| 10 |
0.7489 |
0.7291 |
0.0198 |
2.7% |
0.0060 |
0.8% |
40% |
False |
False |
76,545 |
| 20 |
0.7602 |
0.7291 |
0.0311 |
4.2% |
0.0065 |
0.9% |
25% |
False |
False |
81,785 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0064 |
0.9% |
16% |
False |
False |
75,073 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
13% |
False |
False |
50,164 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
13% |
False |
False |
37,639 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0066 |
0.9% |
13% |
False |
False |
30,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7659 |
|
2.618 |
0.7553 |
|
1.618 |
0.7488 |
|
1.000 |
0.7448 |
|
0.618 |
0.7423 |
|
HIGH |
0.7383 |
|
0.618 |
0.7358 |
|
0.500 |
0.7351 |
|
0.382 |
0.7343 |
|
LOW |
0.7318 |
|
0.618 |
0.7278 |
|
1.000 |
0.7253 |
|
1.618 |
0.7213 |
|
2.618 |
0.7148 |
|
4.250 |
0.7042 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7365 |
| PP |
0.7357 |
0.7360 |
| S1 |
0.7351 |
0.7355 |
|