CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7371 |
0.7337 |
-0.0034 |
-0.5% |
0.7356 |
| High |
0.7374 |
0.7342 |
-0.0032 |
-0.4% |
0.7391 |
| Low |
0.7320 |
0.7243 |
-0.0077 |
-1.0% |
0.7317 |
| Close |
0.7337 |
0.7253 |
-0.0084 |
-1.1% |
0.7374 |
| Range |
0.0055 |
0.0099 |
0.0045 |
81.7% |
0.0074 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.5% |
0.0000 |
| Volume |
64,949 |
118,707 |
53,758 |
82.8% |
310,624 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7513 |
0.7307 |
|
| R3 |
0.7477 |
0.7414 |
0.7280 |
|
| R2 |
0.7378 |
0.7378 |
0.7271 |
|
| R1 |
0.7315 |
0.7315 |
0.7262 |
0.7297 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7270 |
| S1 |
0.7216 |
0.7216 |
0.7243 |
0.7198 |
| S2 |
0.7180 |
0.7180 |
0.7234 |
|
| S3 |
0.7081 |
0.7117 |
0.7225 |
|
| S4 |
0.6982 |
0.7018 |
0.7198 |
|
|
| 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 |
0.7243 |
0.0148 |
2.0% |
0.0063 |
0.9% |
6% |
False |
True |
73,420 |
| 10 |
0.7428 |
0.7243 |
0.0185 |
2.6% |
0.0055 |
0.8% |
5% |
False |
True |
69,932 |
| 20 |
0.7428 |
0.7243 |
0.0185 |
2.6% |
0.0056 |
0.8% |
5% |
False |
True |
71,999 |
| 40 |
0.7620 |
0.7243 |
0.0377 |
5.2% |
0.0060 |
0.8% |
3% |
False |
True |
76,082 |
| 60 |
0.7799 |
0.7243 |
0.0556 |
7.7% |
0.0061 |
0.8% |
2% |
False |
True |
66,803 |
| 80 |
0.7894 |
0.7243 |
0.0651 |
9.0% |
0.0063 |
0.9% |
1% |
False |
True |
50,150 |
| 100 |
0.7894 |
0.7243 |
0.0651 |
9.0% |
0.0063 |
0.9% |
1% |
False |
True |
40,129 |
| 120 |
0.7894 |
0.7243 |
0.0651 |
9.0% |
0.0065 |
0.9% |
1% |
False |
True |
33,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7763 |
|
2.618 |
0.7601 |
|
1.618 |
0.7502 |
|
1.000 |
0.7441 |
|
0.618 |
0.7403 |
|
HIGH |
0.7342 |
|
0.618 |
0.7304 |
|
0.500 |
0.7293 |
|
0.382 |
0.7281 |
|
LOW |
0.7243 |
|
0.618 |
0.7182 |
|
1.000 |
0.7144 |
|
1.618 |
0.7083 |
|
2.618 |
0.6984 |
|
4.250 |
0.6822 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7293 |
0.7313 |
| PP |
0.7279 |
0.7293 |
| S1 |
0.7266 |
0.7273 |
|