CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7356 |
0.7336 |
-0.0021 |
-0.3% |
0.7341 |
| High |
0.7365 |
0.7357 |
-0.0008 |
-0.1% |
0.7428 |
| Low |
0.7329 |
0.7317 |
-0.0012 |
-0.2% |
0.7331 |
| Close |
0.7337 |
0.7351 |
0.0014 |
0.2% |
0.7353 |
| Range |
0.0037 |
0.0041 |
0.0004 |
11.0% |
0.0098 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
65,729 |
61,449 |
-4,280 |
-6.5% |
355,927 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7447 |
0.7373 |
|
| R3 |
0.7422 |
0.7407 |
0.7362 |
|
| R2 |
0.7382 |
0.7382 |
0.7358 |
|
| R1 |
0.7366 |
0.7366 |
0.7354 |
0.7374 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7345 |
| S1 |
0.7326 |
0.7326 |
0.7347 |
0.7334 |
| S2 |
0.7301 |
0.7301 |
0.7343 |
|
| S3 |
0.7260 |
0.7285 |
0.7339 |
|
| S4 |
0.7220 |
0.7245 |
0.7328 |
|
|
| 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 |
0.7317 |
0.0112 |
1.5% |
0.0047 |
0.6% |
30% |
False |
True |
66,444 |
| 10 |
0.7428 |
0.7317 |
0.0112 |
1.5% |
0.0053 |
0.7% |
30% |
False |
True |
72,662 |
| 20 |
0.7489 |
0.7291 |
0.0198 |
2.7% |
0.0056 |
0.8% |
30% |
False |
False |
73,662 |
| 40 |
0.7720 |
0.7291 |
0.0429 |
5.8% |
0.0062 |
0.8% |
14% |
False |
False |
80,901 |
| 60 |
0.7818 |
0.7291 |
0.0527 |
7.2% |
0.0061 |
0.8% |
11% |
False |
False |
60,705 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0064 |
0.9% |
10% |
False |
False |
45,566 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
10% |
False |
False |
36,460 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.7% |
0.0066 |
0.9% |
8% |
False |
False |
30,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7529 |
|
2.618 |
0.7463 |
|
1.618 |
0.7423 |
|
1.000 |
0.7398 |
|
0.618 |
0.7382 |
|
HIGH |
0.7357 |
|
0.618 |
0.7342 |
|
0.500 |
0.7337 |
|
0.382 |
0.7332 |
|
LOW |
0.7317 |
|
0.618 |
0.7291 |
|
1.000 |
0.7276 |
|
1.618 |
0.7251 |
|
2.618 |
0.7210 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7346 |
0.7362 |
| PP |
0.7341 |
0.7358 |
| S1 |
0.7337 |
0.7354 |
|