CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7341 |
0.7365 |
0.0024 |
0.3% |
0.7369 |
| High |
0.7384 |
0.7410 |
0.0027 |
0.4% |
0.7415 |
| Low |
0.7331 |
0.7358 |
0.0028 |
0.4% |
0.7318 |
| Close |
0.7366 |
0.7396 |
0.0030 |
0.4% |
0.7336 |
| Range |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0097 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
68,563 |
82,320 |
13,757 |
20.1% |
390,136 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7544 |
0.7522 |
0.7424 |
|
| R3 |
0.7492 |
0.7470 |
0.7410 |
|
| R2 |
0.7440 |
0.7440 |
0.7405 |
|
| R1 |
0.7418 |
0.7418 |
0.7400 |
0.7429 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7393 |
| S1 |
0.7366 |
0.7366 |
0.7391 |
0.7377 |
| S2 |
0.7336 |
0.7336 |
0.7386 |
|
| S3 |
0.7284 |
0.7314 |
0.7381 |
|
| S4 |
0.7232 |
0.7262 |
0.7367 |
|
|
| 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% |
80% |
False |
False |
78,879 |
| 10 |
0.7415 |
0.7291 |
0.0124 |
1.7% |
0.0057 |
0.8% |
84% |
False |
False |
74,066 |
| 20 |
0.7537 |
0.7291 |
0.0246 |
3.3% |
0.0062 |
0.8% |
43% |
False |
False |
77,068 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0062 |
0.8% |
21% |
False |
False |
82,061 |
| 60 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0063 |
0.9% |
17% |
False |
False |
55,189 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0064 |
0.9% |
17% |
False |
False |
41,416 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.1% |
0.0065 |
0.9% |
17% |
False |
False |
33,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7546 |
|
1.618 |
0.7494 |
|
1.000 |
0.7462 |
|
0.618 |
0.7442 |
|
HIGH |
0.7410 |
|
0.618 |
0.7390 |
|
0.500 |
0.7384 |
|
0.382 |
0.7378 |
|
LOW |
0.7358 |
|
0.618 |
0.7326 |
|
1.000 |
0.7306 |
|
1.618 |
0.7274 |
|
2.618 |
0.7222 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7392 |
0.7387 |
| PP |
0.7388 |
0.7379 |
| S1 |
0.7384 |
0.7370 |
|