CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7341 |
-0.0057 |
-0.8% |
0.7369 |
| High |
0.7407 |
0.7384 |
-0.0023 |
-0.3% |
0.7415 |
| Low |
0.7333 |
0.7331 |
-0.0002 |
0.0% |
0.7318 |
| Close |
0.7336 |
0.7366 |
0.0030 |
0.4% |
0.7336 |
| Range |
0.0074 |
0.0053 |
-0.0021 |
-28.4% |
0.0097 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
81,822 |
68,563 |
-13,259 |
-16.2% |
390,136 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7496 |
0.7395 |
|
| R3 |
0.7466 |
0.7443 |
0.7381 |
|
| R2 |
0.7413 |
0.7413 |
0.7376 |
|
| R1 |
0.7390 |
0.7390 |
0.7371 |
0.7401 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7366 |
| S1 |
0.7337 |
0.7337 |
0.7361 |
0.7348 |
| S2 |
0.7307 |
0.7307 |
0.7356 |
|
| S3 |
0.7254 |
0.7284 |
0.7351 |
|
| S4 |
0.7201 |
0.7231 |
0.7337 |
|
|
| 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% |
0.0060 |
0.8% |
49% |
False |
False |
78,951 |
| 10 |
0.7415 |
0.7291 |
0.0124 |
1.7% |
0.0058 |
0.8% |
60% |
False |
False |
73,973 |
| 20 |
0.7602 |
0.7291 |
0.0311 |
4.2% |
0.0065 |
0.9% |
24% |
False |
False |
80,742 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0062 |
0.8% |
15% |
False |
False |
80,222 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
12% |
False |
False |
53,819 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
12% |
False |
False |
40,387 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
12% |
False |
False |
32,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7522 |
|
1.618 |
0.7469 |
|
1.000 |
0.7437 |
|
0.618 |
0.7416 |
|
HIGH |
0.7384 |
|
0.618 |
0.7363 |
|
0.500 |
0.7357 |
|
0.382 |
0.7351 |
|
LOW |
0.7331 |
|
0.618 |
0.7298 |
|
1.000 |
0.7278 |
|
1.618 |
0.7245 |
|
2.618 |
0.7192 |
|
4.250 |
0.7105 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7373 |
| PP |
0.7360 |
0.7371 |
| S1 |
0.7357 |
0.7368 |
|