CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7405 |
0.7356 |
-0.0049 |
-0.7% |
0.7341 |
| High |
0.7407 |
0.7365 |
-0.0042 |
-0.6% |
0.7428 |
| Low |
0.7348 |
0.7329 |
-0.0019 |
-0.3% |
0.7331 |
| Close |
0.7353 |
0.7337 |
-0.0016 |
-0.2% |
0.7353 |
| Range |
0.0060 |
0.0037 |
-0.0023 |
-38.7% |
0.0098 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
66,786 |
65,729 |
-1,057 |
-1.6% |
355,927 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7453 |
0.7431 |
0.7357 |
|
| R3 |
0.7416 |
0.7395 |
0.7347 |
|
| R2 |
0.7380 |
0.7380 |
0.7343 |
|
| R1 |
0.7358 |
0.7358 |
0.7340 |
0.7351 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7340 |
| S1 |
0.7322 |
0.7322 |
0.7333 |
0.7314 |
| S2 |
0.7307 |
0.7307 |
0.7330 |
|
| S3 |
0.7270 |
0.7285 |
0.7326 |
|
| S4 |
0.7234 |
0.7249 |
0.7316 |
|
|
| 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 |
0.7329 |
0.0100 |
1.4% |
0.0049 |
0.7% |
8% |
False |
True |
70,618 |
| 10 |
0.7428 |
0.7318 |
0.0110 |
1.5% |
0.0054 |
0.7% |
17% |
False |
False |
74,785 |
| 20 |
0.7505 |
0.7291 |
0.0214 |
2.9% |
0.0058 |
0.8% |
21% |
False |
False |
74,710 |
| 40 |
0.7729 |
0.7291 |
0.0438 |
6.0% |
0.0062 |
0.8% |
10% |
False |
False |
80,690 |
| 60 |
0.7818 |
0.7291 |
0.0527 |
7.2% |
0.0062 |
0.8% |
9% |
False |
False |
59,685 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
8% |
False |
False |
44,798 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
8% |
False |
False |
35,846 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.8% |
0.0066 |
0.9% |
6% |
False |
False |
29,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7520 |
|
2.618 |
0.7461 |
|
1.618 |
0.7424 |
|
1.000 |
0.7402 |
|
0.618 |
0.7388 |
|
HIGH |
0.7365 |
|
0.618 |
0.7351 |
|
0.500 |
0.7347 |
|
0.382 |
0.7342 |
|
LOW |
0.7329 |
|
0.618 |
0.7306 |
|
1.000 |
0.7292 |
|
1.618 |
0.7269 |
|
2.618 |
0.7233 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7373 |
| PP |
0.7343 |
0.7361 |
| S1 |
0.7340 |
0.7349 |
|