CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7395 |
0.0030 |
0.4% |
0.7369 |
| High |
0.7410 |
0.7428 |
0.0018 |
0.2% |
0.7415 |
| Low |
0.7358 |
0.7372 |
0.0014 |
0.2% |
0.7318 |
| Close |
0.7396 |
0.7384 |
-0.0012 |
-0.2% |
0.7336 |
| Range |
0.0052 |
0.0057 |
0.0005 |
8.7% |
0.0097 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
82,320 |
83,159 |
839 |
1.0% |
390,136 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7530 |
0.7415 |
|
| R3 |
0.7507 |
0.7474 |
0.7399 |
|
| R2 |
0.7451 |
0.7451 |
0.7394 |
|
| R1 |
0.7417 |
0.7417 |
0.7389 |
0.7406 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7389 |
| S1 |
0.7361 |
0.7361 |
0.7378 |
0.7349 |
| S2 |
0.7338 |
0.7338 |
0.7373 |
|
| S3 |
0.7281 |
0.7304 |
0.7368 |
|
| S4 |
0.7225 |
0.7248 |
0.7352 |
|
|
| 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 |
0.7428 |
0.7331 |
0.0098 |
1.3% |
0.0058 |
0.8% |
54% |
True |
False |
77,080 |
| 10 |
0.7428 |
0.7318 |
0.0110 |
1.5% |
0.0056 |
0.8% |
60% |
True |
False |
75,407 |
| 20 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0061 |
0.8% |
43% |
False |
False |
76,875 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0063 |
0.9% |
19% |
False |
False |
82,899 |
| 60 |
0.7860 |
0.7291 |
0.0569 |
7.7% |
0.0063 |
0.9% |
16% |
False |
False |
56,574 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
15% |
False |
False |
42,455 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
15% |
False |
False |
33,972 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.7% |
0.0066 |
0.9% |
13% |
False |
False |
28,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7576 |
|
1.618 |
0.7519 |
|
1.000 |
0.7485 |
|
0.618 |
0.7463 |
|
HIGH |
0.7428 |
|
0.618 |
0.7406 |
|
0.500 |
0.7400 |
|
0.382 |
0.7393 |
|
LOW |
0.7372 |
|
0.618 |
0.7337 |
|
1.000 |
0.7315 |
|
1.618 |
0.7280 |
|
2.618 |
0.7224 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7400 |
0.7382 |
| PP |
0.7394 |
0.7381 |
| S1 |
0.7389 |
0.7379 |
|