CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7371 |
0.0034 |
0.5% |
0.7356 |
| High |
0.7383 |
0.7374 |
-0.0009 |
-0.1% |
0.7391 |
| Low |
0.7334 |
0.7320 |
-0.0014 |
-0.2% |
0.7317 |
| Close |
0.7374 |
0.7337 |
-0.0038 |
-0.5% |
0.7374 |
| Range |
0.0049 |
0.0055 |
0.0006 |
11.2% |
0.0074 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
59,942 |
64,949 |
5,007 |
8.4% |
310,624 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7476 |
0.7366 |
|
| R3 |
0.7452 |
0.7422 |
0.7351 |
|
| R2 |
0.7398 |
0.7398 |
0.7346 |
|
| R1 |
0.7367 |
0.7367 |
0.7341 |
0.7355 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7337 |
| S1 |
0.7313 |
0.7313 |
0.7332 |
0.7301 |
| S2 |
0.7289 |
0.7289 |
0.7327 |
|
| S3 |
0.7234 |
0.7258 |
0.7322 |
|
| S4 |
0.7180 |
0.7204 |
0.7307 |
|
|
| 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% |
0.0051 |
0.7% |
27% |
False |
False |
61,968 |
| 10 |
0.7428 |
0.7317 |
0.0112 |
1.5% |
0.0050 |
0.7% |
18% |
False |
False |
66,293 |
| 20 |
0.7428 |
0.7291 |
0.0137 |
1.9% |
0.0054 |
0.7% |
33% |
False |
False |
70,133 |
| 40 |
0.7620 |
0.7291 |
0.0329 |
4.5% |
0.0059 |
0.8% |
14% |
False |
False |
75,939 |
| 60 |
0.7799 |
0.7291 |
0.0508 |
6.9% |
0.0060 |
0.8% |
9% |
False |
False |
64,829 |
| 80 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0062 |
0.8% |
8% |
False |
False |
48,667 |
| 100 |
0.7894 |
0.7291 |
0.0603 |
8.2% |
0.0063 |
0.9% |
8% |
False |
False |
38,942 |
| 120 |
0.8008 |
0.7291 |
0.0717 |
9.8% |
0.0066 |
0.9% |
6% |
False |
False |
32,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7517 |
|
1.618 |
0.7462 |
|
1.000 |
0.7429 |
|
0.618 |
0.7408 |
|
HIGH |
0.7374 |
|
0.618 |
0.7353 |
|
0.500 |
0.7347 |
|
0.382 |
0.7340 |
|
LOW |
0.7320 |
|
0.618 |
0.7286 |
|
1.000 |
0.7265 |
|
1.618 |
0.7231 |
|
2.618 |
0.7177 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7351 |
| PP |
0.7343 |
0.7346 |
| S1 |
0.7340 |
0.7341 |
|