CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7136 |
-0.0013 |
-0.2% |
0.7371 |
| High |
0.7157 |
0.7219 |
0.0062 |
0.9% |
0.7374 |
| Low |
0.7107 |
0.7130 |
0.0023 |
0.3% |
0.7107 |
| Close |
0.7137 |
0.7218 |
0.0081 |
1.1% |
0.7137 |
| Range |
0.0050 |
0.0089 |
0.0039 |
78.0% |
0.0268 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
85,693 |
76,128 |
-9,565 |
-11.2% |
479,493 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7426 |
0.7266 |
|
| R3 |
0.7367 |
0.7337 |
0.7242 |
|
| R2 |
0.7278 |
0.7278 |
0.7234 |
|
| R1 |
0.7248 |
0.7248 |
0.7226 |
0.7263 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7196 |
| S1 |
0.7159 |
0.7159 |
0.7209 |
0.7174 |
| S2 |
0.7100 |
0.7100 |
0.7201 |
|
| S3 |
0.7011 |
0.7070 |
0.7193 |
|
| S4 |
0.6922 |
0.6981 |
0.7169 |
|
|
| 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 |
0.7342 |
0.7107 |
0.0236 |
3.3% |
0.0076 |
1.0% |
47% |
False |
False |
98,134 |
| 10 |
0.7391 |
0.7107 |
0.0284 |
3.9% |
0.0063 |
0.9% |
39% |
False |
False |
80,051 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.5% |
0.0059 |
0.8% |
35% |
False |
False |
77,418 |
| 40 |
0.7604 |
0.7107 |
0.0498 |
6.9% |
0.0062 |
0.9% |
22% |
False |
False |
78,311 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.3% |
0.0062 |
0.9% |
17% |
False |
False |
72,975 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0063 |
0.9% |
14% |
False |
False |
54,794 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0064 |
0.9% |
14% |
False |
False |
43,847 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0065 |
0.9% |
14% |
False |
False |
36,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7452 |
|
1.618 |
0.7363 |
|
1.000 |
0.7308 |
|
0.618 |
0.7274 |
|
HIGH |
0.7219 |
|
0.618 |
0.7185 |
|
0.500 |
0.7174 |
|
0.382 |
0.7163 |
|
LOW |
0.7130 |
|
0.618 |
0.7074 |
|
1.000 |
0.7041 |
|
1.618 |
0.6985 |
|
2.618 |
0.6896 |
|
4.250 |
0.6751 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7203 |
| PP |
0.7189 |
0.7189 |
| S1 |
0.7174 |
0.7175 |
|