CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7136 |
0.7213 |
0.0077 |
1.1% |
0.7371 |
| High |
0.7219 |
0.7272 |
0.0054 |
0.7% |
0.7374 |
| Low |
0.7130 |
0.7202 |
0.0072 |
1.0% |
0.7107 |
| Close |
0.7218 |
0.7258 |
0.0040 |
0.6% |
0.7137 |
| Range |
0.0089 |
0.0071 |
-0.0019 |
-20.8% |
0.0268 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
76,128 |
66,010 |
-10,118 |
-13.3% |
479,493 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7455 |
0.7427 |
0.7296 |
|
| R3 |
0.7385 |
0.7356 |
0.7277 |
|
| R2 |
0.7314 |
0.7314 |
0.7270 |
|
| R1 |
0.7286 |
0.7286 |
0.7264 |
0.7300 |
| PP |
0.7244 |
0.7244 |
0.7244 |
0.7251 |
| S1 |
0.7215 |
0.7215 |
0.7251 |
0.7230 |
| S2 |
0.7173 |
0.7173 |
0.7245 |
|
| S3 |
0.7103 |
0.7145 |
0.7238 |
|
| S4 |
0.7032 |
0.7074 |
0.7219 |
|
|
| 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 |
0.7272 |
0.7107 |
0.0166 |
2.3% |
0.0070 |
1.0% |
91% |
True |
False |
87,595 |
| 10 |
0.7391 |
0.7107 |
0.0284 |
3.9% |
0.0066 |
0.9% |
53% |
False |
False |
80,507 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0060 |
0.8% |
47% |
False |
False |
76,584 |
| 40 |
0.7602 |
0.7107 |
0.0495 |
6.8% |
0.0062 |
0.9% |
31% |
False |
False |
78,547 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.3% |
0.0063 |
0.9% |
22% |
False |
False |
74,068 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
19% |
False |
False |
55,619 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0064 |
0.9% |
19% |
False |
False |
44,507 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0065 |
0.9% |
19% |
False |
False |
37,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7572 |
|
2.618 |
0.7457 |
|
1.618 |
0.7386 |
|
1.000 |
0.7343 |
|
0.618 |
0.7316 |
|
HIGH |
0.7272 |
|
0.618 |
0.7245 |
|
0.500 |
0.7237 |
|
0.382 |
0.7228 |
|
LOW |
0.7202 |
|
0.618 |
0.7158 |
|
1.000 |
0.7131 |
|
1.618 |
0.7087 |
|
2.618 |
0.7017 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7251 |
0.7235 |
| PP |
0.7244 |
0.7212 |
| S1 |
0.7237 |
0.7189 |
|