CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7348 |
0.0012 |
0.2% |
0.7341 |
| High |
0.7357 |
0.7391 |
0.0034 |
0.5% |
0.7428 |
| Low |
0.7317 |
0.7325 |
0.0008 |
0.1% |
0.7331 |
| Close |
0.7351 |
0.7373 |
0.0023 |
0.3% |
0.7353 |
| Range |
0.0041 |
0.0066 |
0.0026 |
63.0% |
0.0098 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.2% |
0.0000 |
| Volume |
61,449 |
71,831 |
10,382 |
16.9% |
355,927 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7533 |
0.7409 |
|
| R3 |
0.7495 |
0.7467 |
0.7391 |
|
| R2 |
0.7429 |
0.7429 |
0.7385 |
|
| R1 |
0.7401 |
0.7401 |
0.7379 |
0.7415 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7370 |
| S1 |
0.7335 |
0.7335 |
0.7367 |
0.7349 |
| S2 |
0.7297 |
0.7297 |
0.7361 |
|
| S3 |
0.7231 |
0.7269 |
0.7355 |
|
| S4 |
0.7165 |
0.7203 |
0.7337 |
|
|
| 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 |
0.7418 |
0.7317 |
0.0101 |
1.4% |
0.0048 |
0.7% |
56% |
False |
False |
64,178 |
| 10 |
0.7428 |
0.7317 |
0.0112 |
1.5% |
0.0053 |
0.7% |
51% |
False |
False |
70,629 |
| 20 |
0.7489 |
0.7291 |
0.0198 |
2.7% |
0.0057 |
0.8% |
41% |
False |
False |
73,587 |
| 40 |
0.7719 |
0.7291 |
0.0428 |
5.8% |
0.0063 |
0.9% |
19% |
False |
False |
80,892 |
| 60 |
0.7818 |
0.7291 |
0.0527 |
7.1% |
0.0061 |
0.8% |
16% |
False |
False |
61,900 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
14% |
False |
False |
46,463 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
14% |
False |
False |
37,178 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.7% |
0.0066 |
0.9% |
11% |
False |
False |
30,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7563 |
|
1.618 |
0.7497 |
|
1.000 |
0.7457 |
|
0.618 |
0.7431 |
|
HIGH |
0.7391 |
|
0.618 |
0.7365 |
|
0.500 |
0.7358 |
|
0.382 |
0.7350 |
|
LOW |
0.7325 |
|
0.618 |
0.7284 |
|
1.000 |
0.7259 |
|
1.618 |
0.7218 |
|
2.618 |
0.7152 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7367 |
| PP |
0.7363 |
0.7360 |
| S1 |
0.7358 |
0.7354 |
|