CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7337 |
-0.0039 |
-0.5% |
0.7356 |
| High |
0.7378 |
0.7383 |
0.0005 |
0.1% |
0.7391 |
| Low |
0.7333 |
0.7334 |
0.0001 |
0.0% |
0.7317 |
| Close |
0.7333 |
0.7374 |
0.0041 |
0.6% |
0.7374 |
| Range |
0.0046 |
0.0049 |
0.0004 |
7.7% |
0.0074 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
51,673 |
59,942 |
8,269 |
16.0% |
310,624 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7491 |
0.7401 |
|
| R3 |
0.7461 |
0.7442 |
0.7387 |
|
| R2 |
0.7412 |
0.7412 |
0.7383 |
|
| R1 |
0.7393 |
0.7393 |
0.7378 |
0.7403 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7368 |
| S1 |
0.7344 |
0.7344 |
0.7370 |
0.7354 |
| S2 |
0.7314 |
0.7314 |
0.7365 |
|
| S3 |
0.7265 |
0.7295 |
0.7361 |
|
| S4 |
0.7216 |
0.7246 |
0.7347 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7552 |
0.7415 |
|
| R3 |
0.7508 |
0.7478 |
0.7394 |
|
| R2 |
0.7434 |
0.7434 |
0.7388 |
|
| R1 |
0.7404 |
0.7404 |
0.7381 |
0.7419 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7368 |
| S1 |
0.7330 |
0.7330 |
0.7367 |
0.7345 |
| S2 |
0.7286 |
0.7286 |
0.7360 |
|
| S3 |
0.7212 |
0.7256 |
0.7354 |
|
| S4 |
0.7138 |
0.7182 |
0.7333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7391 |
0.7317 |
0.0074 |
1.0% |
0.0048 |
0.6% |
78% |
False |
False |
62,124 |
| 10 |
0.7428 |
0.7317 |
0.0112 |
1.5% |
0.0050 |
0.7% |
52% |
False |
False |
66,655 |
| 20 |
0.7428 |
0.7291 |
0.0137 |
1.9% |
0.0055 |
0.7% |
61% |
False |
False |
72,277 |
| 40 |
0.7620 |
0.7291 |
0.0329 |
4.5% |
0.0060 |
0.8% |
25% |
False |
False |
77,557 |
| 60 |
0.7799 |
0.7291 |
0.0508 |
6.9% |
0.0061 |
0.8% |
16% |
False |
False |
63,751 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.8% |
14% |
False |
False |
47,856 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
14% |
False |
False |
38,293 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.7% |
0.0066 |
0.9% |
12% |
False |
False |
31,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7591 |
|
2.618 |
0.7511 |
|
1.618 |
0.7462 |
|
1.000 |
0.7432 |
|
0.618 |
0.7413 |
|
HIGH |
0.7383 |
|
0.618 |
0.7364 |
|
0.500 |
0.7358 |
|
0.382 |
0.7352 |
|
LOW |
0.7334 |
|
0.618 |
0.7303 |
|
1.000 |
0.7285 |
|
1.618 |
0.7254 |
|
2.618 |
0.7205 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7369 |
| PP |
0.7363 |
0.7363 |
| S1 |
0.7358 |
0.7358 |
|