CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7376 |
0.0015 |
0.2% |
0.7399 |
| High |
0.7383 |
0.7415 |
0.0032 |
0.4% |
0.7400 |
| Low |
0.7318 |
0.7361 |
0.0043 |
0.6% |
0.7291 |
| Close |
0.7370 |
0.7403 |
0.0033 |
0.4% |
0.7366 |
| Range |
0.0065 |
0.0055 |
-0.0011 |
-16.2% |
0.0109 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
92,155 |
69,538 |
-22,617 |
-24.5% |
388,864 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7534 |
0.7432 |
|
| R3 |
0.7502 |
0.7479 |
0.7417 |
|
| R2 |
0.7447 |
0.7447 |
0.7412 |
|
| R1 |
0.7425 |
0.7425 |
0.7407 |
0.7436 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7398 |
| S1 |
0.7370 |
0.7370 |
0.7398 |
0.7382 |
| S2 |
0.7338 |
0.7338 |
0.7393 |
|
| S3 |
0.7284 |
0.7316 |
0.7388 |
|
| S4 |
0.7229 |
0.7261 |
0.7373 |
|
|
| 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 |
0.7415 |
0.7318 |
0.0097 |
1.3% |
0.0053 |
0.7% |
87% |
True |
False |
73,066 |
| 10 |
0.7445 |
0.7291 |
0.0154 |
2.1% |
0.0058 |
0.8% |
73% |
False |
False |
76,807 |
| 20 |
0.7602 |
0.7291 |
0.0311 |
4.2% |
0.0066 |
0.9% |
36% |
False |
False |
81,725 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0064 |
0.9% |
23% |
False |
False |
76,692 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0064 |
0.9% |
19% |
False |
False |
51,321 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0065 |
0.9% |
19% |
False |
False |
38,508 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0065 |
0.9% |
19% |
False |
False |
30,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7558 |
|
1.618 |
0.7503 |
|
1.000 |
0.7470 |
|
0.618 |
0.7449 |
|
HIGH |
0.7415 |
|
0.618 |
0.7394 |
|
0.500 |
0.7388 |
|
0.382 |
0.7381 |
|
LOW |
0.7361 |
|
0.618 |
0.7327 |
|
1.000 |
0.7306 |
|
1.618 |
0.7272 |
|
2.618 |
0.7218 |
|
4.250 |
0.7129 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7391 |
| PP |
0.7393 |
0.7379 |
| S1 |
0.7388 |
0.7367 |
|