CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7257 |
0.7237 |
-0.0020 |
-0.3% |
0.7356 |
| High |
0.7270 |
0.7243 |
-0.0027 |
-0.4% |
0.7391 |
| Low |
0.7230 |
0.7143 |
-0.0087 |
-1.2% |
0.7317 |
| Close |
0.7245 |
0.7151 |
-0.0095 |
-1.3% |
0.7374 |
| Range |
0.0040 |
0.0100 |
0.0060 |
150.0% |
0.0074 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.5% |
0.0000 |
| Volume |
90,376 |
119,768 |
29,392 |
32.5% |
310,624 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7415 |
0.7206 |
|
| R3 |
0.7379 |
0.7315 |
0.7178 |
|
| R2 |
0.7279 |
0.7279 |
0.7169 |
|
| R1 |
0.7215 |
0.7215 |
0.7160 |
0.7197 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7170 |
| S1 |
0.7115 |
0.7115 |
0.7141 |
0.7097 |
| S2 |
0.7079 |
0.7079 |
0.7132 |
|
| S3 |
0.6979 |
0.7015 |
0.7123 |
|
| S4 |
0.6879 |
0.6915 |
0.7096 |
|
|
| 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 |
0.7143 |
0.0240 |
3.3% |
0.0069 |
1.0% |
3% |
False |
True |
90,748 |
| 10 |
0.7407 |
0.7143 |
0.0264 |
3.7% |
0.0059 |
0.8% |
3% |
False |
True |
77,121 |
| 20 |
0.7428 |
0.7143 |
0.0285 |
4.0% |
0.0057 |
0.8% |
3% |
False |
True |
75,375 |
| 40 |
0.7620 |
0.7143 |
0.0477 |
6.7% |
0.0060 |
0.8% |
2% |
False |
True |
77,199 |
| 60 |
0.7799 |
0.7143 |
0.0656 |
9.2% |
0.0062 |
0.9% |
1% |
False |
True |
70,295 |
| 80 |
0.7894 |
0.7143 |
0.0751 |
10.5% |
0.0063 |
0.9% |
1% |
False |
True |
52,775 |
| 100 |
0.7894 |
0.7143 |
0.0751 |
10.5% |
0.0064 |
0.9% |
1% |
False |
True |
42,229 |
| 120 |
0.7894 |
0.7143 |
0.0751 |
10.5% |
0.0065 |
0.9% |
1% |
False |
True |
35,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7505 |
|
1.618 |
0.7405 |
|
1.000 |
0.7343 |
|
0.618 |
0.7305 |
|
HIGH |
0.7243 |
|
0.618 |
0.7205 |
|
0.500 |
0.7193 |
|
0.382 |
0.7181 |
|
LOW |
0.7143 |
|
0.618 |
0.7081 |
|
1.000 |
0.7043 |
|
1.618 |
0.6981 |
|
2.618 |
0.6881 |
|
4.250 |
0.6718 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7243 |
| PP |
0.7179 |
0.7212 |
| S1 |
0.7165 |
0.7181 |
|