CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7405 |
0.0023 |
0.3% |
0.7341 |
| High |
0.7418 |
0.7407 |
-0.0011 |
-0.1% |
0.7428 |
| Low |
0.7378 |
0.7348 |
-0.0031 |
-0.4% |
0.7331 |
| Close |
0.7405 |
0.7353 |
-0.0053 |
-0.7% |
0.7353 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.6% |
0.0098 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
55,099 |
66,786 |
11,687 |
21.2% |
355,927 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7510 |
0.7385 |
|
| R3 |
0.7488 |
0.7450 |
0.7369 |
|
| R2 |
0.7429 |
0.7429 |
0.7363 |
|
| R1 |
0.7391 |
0.7391 |
0.7358 |
0.7380 |
| PP |
0.7369 |
0.7369 |
0.7369 |
0.7364 |
| S1 |
0.7331 |
0.7331 |
0.7347 |
0.7320 |
| S2 |
0.7310 |
0.7310 |
0.7342 |
|
| S3 |
0.7250 |
0.7272 |
0.7336 |
|
| S4 |
0.7191 |
0.7212 |
0.7320 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7605 |
0.7406 |
|
| R3 |
0.7565 |
0.7508 |
0.7379 |
|
| R2 |
0.7468 |
0.7468 |
0.7370 |
|
| R1 |
0.7410 |
0.7410 |
0.7361 |
0.7439 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7385 |
| S1 |
0.7313 |
0.7313 |
0.7344 |
0.7342 |
| S2 |
0.7273 |
0.7273 |
0.7335 |
|
| S3 |
0.7175 |
0.7215 |
0.7326 |
|
| S4 |
0.7078 |
0.7118 |
0.7299 |
|
|
| 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% |
0.0052 |
0.7% |
23% |
False |
False |
71,185 |
| 10 |
0.7428 |
0.7318 |
0.0110 |
1.5% |
0.0057 |
0.8% |
31% |
False |
False |
74,606 |
| 20 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0058 |
0.8% |
29% |
False |
False |
74,493 |
| 40 |
0.7779 |
0.7291 |
0.0488 |
6.6% |
0.0063 |
0.9% |
13% |
False |
False |
82,083 |
| 60 |
0.7818 |
0.7291 |
0.0527 |
7.2% |
0.0062 |
0.8% |
12% |
False |
False |
58,600 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
10% |
False |
False |
43,977 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0065 |
0.9% |
10% |
False |
False |
35,190 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.7% |
0.0066 |
0.9% |
9% |
False |
False |
29,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7660 |
|
2.618 |
0.7563 |
|
1.618 |
0.7503 |
|
1.000 |
0.7467 |
|
0.618 |
0.7444 |
|
HIGH |
0.7407 |
|
0.618 |
0.7384 |
|
0.500 |
0.7377 |
|
0.382 |
0.7370 |
|
LOW |
0.7348 |
|
0.618 |
0.7311 |
|
1.000 |
0.7288 |
|
1.618 |
0.7251 |
|
2.618 |
0.7192 |
|
4.250 |
0.7095 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7388 |
| PP |
0.7369 |
0.7376 |
| S1 |
0.7361 |
0.7364 |
|