CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7257 |
-0.0080 |
-1.1% |
0.7356 |
| High |
0.7342 |
0.7270 |
-0.0072 |
-1.0% |
0.7391 |
| Low |
0.7243 |
0.7230 |
-0.0013 |
-0.2% |
0.7317 |
| Close |
0.7253 |
0.7245 |
-0.0008 |
-0.1% |
0.7374 |
| Range |
0.0099 |
0.0040 |
-0.0059 |
-59.6% |
0.0074 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
118,707 |
90,376 |
-28,331 |
-23.9% |
310,624 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7368 |
0.7347 |
0.7267 |
|
| R3 |
0.7328 |
0.7307 |
0.7256 |
|
| R2 |
0.7288 |
0.7288 |
0.7252 |
|
| R1 |
0.7267 |
0.7267 |
0.7249 |
0.7258 |
| PP |
0.7248 |
0.7248 |
0.7248 |
0.7244 |
| S1 |
0.7227 |
0.7227 |
0.7241 |
0.7218 |
| S2 |
0.7208 |
0.7208 |
0.7238 |
|
| S3 |
0.7168 |
0.7187 |
0.7234 |
|
| S4 |
0.7128 |
0.7147 |
0.7223 |
|
|
| 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 |
0.7383 |
0.7230 |
0.0153 |
2.1% |
0.0058 |
0.8% |
10% |
False |
True |
77,129 |
| 10 |
0.7418 |
0.7230 |
0.0188 |
2.6% |
0.0053 |
0.7% |
8% |
False |
True |
70,654 |
| 20 |
0.7428 |
0.7230 |
0.0198 |
2.7% |
0.0054 |
0.7% |
8% |
False |
True |
73,031 |
| 40 |
0.7620 |
0.7230 |
0.0390 |
5.4% |
0.0059 |
0.8% |
4% |
False |
True |
76,115 |
| 60 |
0.7799 |
0.7230 |
0.0569 |
7.9% |
0.0061 |
0.8% |
3% |
False |
True |
68,305 |
| 80 |
0.7894 |
0.7230 |
0.0664 |
9.2% |
0.0062 |
0.9% |
2% |
False |
True |
51,280 |
| 100 |
0.7894 |
0.7230 |
0.0664 |
9.2% |
0.0063 |
0.9% |
2% |
False |
True |
41,032 |
| 120 |
0.7894 |
0.7230 |
0.0664 |
9.2% |
0.0065 |
0.9% |
2% |
False |
True |
34,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7440 |
|
2.618 |
0.7375 |
|
1.618 |
0.7335 |
|
1.000 |
0.7310 |
|
0.618 |
0.7295 |
|
HIGH |
0.7270 |
|
0.618 |
0.7255 |
|
0.500 |
0.7250 |
|
0.382 |
0.7245 |
|
LOW |
0.7230 |
|
0.618 |
0.7205 |
|
1.000 |
0.7190 |
|
1.618 |
0.7165 |
|
2.618 |
0.7125 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7250 |
0.7302 |
| PP |
0.7248 |
0.7283 |
| S1 |
0.7247 |
0.7264 |
|