CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7237 |
0.7149 |
-0.0088 |
-1.2% |
0.7371 |
| High |
0.7243 |
0.7157 |
-0.0087 |
-1.2% |
0.7374 |
| Low |
0.7143 |
0.7107 |
-0.0037 |
-0.5% |
0.7107 |
| Close |
0.7151 |
0.7137 |
-0.0014 |
-0.2% |
0.7137 |
| Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0268 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
119,768 |
85,693 |
-34,075 |
-28.5% |
479,493 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7283 |
0.7260 |
0.7165 |
|
| R3 |
0.7233 |
0.7210 |
0.7151 |
|
| R2 |
0.7183 |
0.7183 |
0.7146 |
|
| R1 |
0.7160 |
0.7160 |
0.7142 |
0.7147 |
| PP |
0.7133 |
0.7133 |
0.7133 |
0.7127 |
| S1 |
0.7110 |
0.7110 |
0.7132 |
0.7097 |
| S2 |
0.7083 |
0.7083 |
0.7128 |
|
| S3 |
0.7033 |
0.7060 |
0.7123 |
|
| S4 |
0.6983 |
0.7010 |
0.7110 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7840 |
0.7284 |
|
| R3 |
0.7741 |
0.7573 |
0.7211 |
|
| R2 |
0.7473 |
0.7473 |
0.7186 |
|
| R1 |
0.7305 |
0.7305 |
0.7162 |
0.7256 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7181 |
| S1 |
0.7038 |
0.7038 |
0.7112 |
0.6988 |
| S2 |
0.6938 |
0.6938 |
0.7088 |
|
| S3 |
0.6671 |
0.6770 |
0.7063 |
|
| S4 |
0.6403 |
0.6503 |
0.6990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7374 |
0.7107 |
0.0268 |
3.7% |
0.0069 |
1.0% |
11% |
False |
True |
95,898 |
| 10 |
0.7391 |
0.7107 |
0.0284 |
4.0% |
0.0058 |
0.8% |
11% |
False |
True |
79,011 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.5% |
0.0057 |
0.8% |
9% |
False |
True |
76,809 |
| 40 |
0.7620 |
0.7107 |
0.0513 |
7.2% |
0.0060 |
0.8% |
6% |
False |
True |
77,960 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.4% |
0.0062 |
0.9% |
5% |
False |
True |
71,717 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
11.0% |
0.0063 |
0.9% |
4% |
False |
True |
53,845 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
11.0% |
0.0063 |
0.9% |
4% |
False |
True |
43,086 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
11.0% |
0.0065 |
0.9% |
4% |
False |
True |
35,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7369 |
|
2.618 |
0.7287 |
|
1.618 |
0.7237 |
|
1.000 |
0.7207 |
|
0.618 |
0.7187 |
|
HIGH |
0.7157 |
|
0.618 |
0.7137 |
|
0.500 |
0.7132 |
|
0.382 |
0.7126 |
|
LOW |
0.7107 |
|
0.618 |
0.7076 |
|
1.000 |
0.7057 |
|
1.618 |
0.7026 |
|
2.618 |
0.6976 |
|
4.250 |
0.6894 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7135 |
0.7188 |
| PP |
0.7133 |
0.7171 |
| S1 |
0.7132 |
0.7154 |
|