CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7398 |
0.0022 |
0.3% |
0.7369 |
| High |
0.7415 |
0.7407 |
-0.0009 |
-0.1% |
0.7415 |
| Low |
0.7361 |
0.7333 |
-0.0028 |
-0.4% |
0.7318 |
| Close |
0.7403 |
0.7336 |
-0.0067 |
-0.9% |
0.7336 |
| Range |
0.0055 |
0.0074 |
0.0020 |
35.8% |
0.0097 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
69,538 |
81,822 |
12,284 |
17.7% |
390,136 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7532 |
0.7377 |
|
| R3 |
0.7506 |
0.7458 |
0.7356 |
|
| R2 |
0.7432 |
0.7432 |
0.7350 |
|
| R1 |
0.7384 |
0.7384 |
0.7343 |
0.7371 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7352 |
| S1 |
0.7310 |
0.7310 |
0.7329 |
0.7297 |
| S2 |
0.7284 |
0.7284 |
0.7322 |
|
| S3 |
0.7210 |
0.7236 |
0.7316 |
|
| S4 |
0.7136 |
0.7162 |
0.7295 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7589 |
0.7389 |
|
| R3 |
0.7550 |
0.7492 |
0.7363 |
|
| R2 |
0.7453 |
0.7453 |
0.7354 |
|
| R1 |
0.7395 |
0.7395 |
0.7345 |
0.7376 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7347 |
| S1 |
0.7298 |
0.7298 |
0.7327 |
0.7279 |
| S2 |
0.7259 |
0.7259 |
0.7318 |
|
| S3 |
0.7162 |
0.7201 |
0.7309 |
|
| S4 |
0.7065 |
0.7104 |
0.7283 |
|
|
| 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% |
0.0061 |
0.8% |
19% |
False |
False |
78,027 |
| 10 |
0.7415 |
0.7291 |
0.0124 |
1.7% |
0.0060 |
0.8% |
36% |
False |
False |
77,900 |
| 20 |
0.7602 |
0.7291 |
0.0311 |
4.2% |
0.0067 |
0.9% |
14% |
False |
False |
82,115 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0063 |
0.9% |
9% |
False |
False |
78,624 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
7% |
False |
False |
52,681 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
7% |
False |
False |
39,530 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
7% |
False |
False |
31,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7600 |
|
1.618 |
0.7526 |
|
1.000 |
0.7481 |
|
0.618 |
0.7452 |
|
HIGH |
0.7407 |
|
0.618 |
0.7378 |
|
0.500 |
0.7370 |
|
0.382 |
0.7361 |
|
LOW |
0.7333 |
|
0.618 |
0.7287 |
|
1.000 |
0.7259 |
|
1.618 |
0.7213 |
|
2.618 |
0.7139 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7367 |
| PP |
0.7358 |
0.7356 |
| S1 |
0.7347 |
0.7346 |
|