CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7376 |
0.0029 |
0.4% |
0.7341 |
| High |
0.7391 |
0.7378 |
-0.0013 |
-0.2% |
0.7428 |
| Low |
0.7325 |
0.7333 |
0.0008 |
0.1% |
0.7331 |
| Close |
0.7373 |
0.7333 |
-0.0040 |
-0.5% |
0.7353 |
| Range |
0.0066 |
0.0046 |
-0.0021 |
-31.1% |
0.0098 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
71,831 |
51,673 |
-20,158 |
-28.1% |
355,927 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7454 |
0.7358 |
|
| R3 |
0.7439 |
0.7409 |
0.7346 |
|
| R2 |
0.7393 |
0.7393 |
0.7341 |
|
| R1 |
0.7363 |
0.7363 |
0.7337 |
0.7356 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7344 |
| S1 |
0.7318 |
0.7318 |
0.7329 |
0.7310 |
| S2 |
0.7302 |
0.7302 |
0.7325 |
|
| S3 |
0.7257 |
0.7272 |
0.7320 |
|
| S4 |
0.7211 |
0.7227 |
0.7308 |
|
|
| 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 |
0.7407 |
0.7317 |
0.0091 |
1.2% |
0.0050 |
0.7% |
18% |
False |
False |
63,493 |
| 10 |
0.7428 |
0.7317 |
0.0112 |
1.5% |
0.0052 |
0.7% |
15% |
False |
False |
68,843 |
| 20 |
0.7445 |
0.7291 |
0.0154 |
2.1% |
0.0055 |
0.7% |
27% |
False |
False |
72,825 |
| 40 |
0.7656 |
0.7291 |
0.0365 |
5.0% |
0.0061 |
0.8% |
12% |
False |
False |
79,293 |
| 60 |
0.7801 |
0.7291 |
0.0510 |
7.0% |
0.0061 |
0.8% |
8% |
False |
False |
62,758 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
7% |
False |
False |
47,108 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
7% |
False |
False |
37,694 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.8% |
0.0066 |
0.9% |
6% |
False |
False |
31,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7497 |
|
1.618 |
0.7452 |
|
1.000 |
0.7424 |
|
0.618 |
0.7406 |
|
HIGH |
0.7378 |
|
0.618 |
0.7361 |
|
0.500 |
0.7355 |
|
0.382 |
0.7350 |
|
LOW |
0.7333 |
|
0.618 |
0.7304 |
|
1.000 |
0.7287 |
|
1.618 |
0.7259 |
|
2.618 |
0.7213 |
|
4.250 |
0.7139 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7354 |
| PP |
0.7348 |
0.7347 |
| S1 |
0.7340 |
0.7340 |
|