CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7213 |
0.7258 |
0.0045 |
0.6% |
0.7371 |
| High |
0.7272 |
0.7281 |
0.0009 |
0.1% |
0.7374 |
| Low |
0.7202 |
0.7238 |
0.0037 |
0.5% |
0.7107 |
| Close |
0.7258 |
0.7281 |
0.0023 |
0.3% |
0.7137 |
| Range |
0.0071 |
0.0043 |
-0.0028 |
-39.0% |
0.0268 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
66,010 |
66,869 |
859 |
1.3% |
479,493 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7381 |
0.7304 |
|
| R3 |
0.7353 |
0.7338 |
0.7292 |
|
| R2 |
0.7310 |
0.7310 |
0.7288 |
|
| R1 |
0.7295 |
0.7295 |
0.7284 |
0.7302 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7270 |
| S1 |
0.7252 |
0.7252 |
0.7277 |
0.7259 |
| S2 |
0.7224 |
0.7224 |
0.7273 |
|
| S3 |
0.7181 |
0.7209 |
0.7269 |
|
| S4 |
0.7138 |
0.7166 |
0.7257 |
|
|
| 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 |
0.7281 |
0.7107 |
0.0175 |
2.4% |
0.0071 |
1.0% |
100% |
True |
False |
82,893 |
| 10 |
0.7383 |
0.7107 |
0.0276 |
3.8% |
0.0064 |
0.9% |
63% |
False |
False |
80,011 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0059 |
0.8% |
54% |
False |
False |
75,320 |
| 40 |
0.7602 |
0.7107 |
0.0495 |
6.8% |
0.0062 |
0.8% |
35% |
False |
False |
78,552 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.2% |
0.0062 |
0.9% |
26% |
False |
False |
75,155 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
22% |
False |
False |
56,453 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
22% |
False |
False |
45,175 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0064 |
0.9% |
22% |
False |
False |
37,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7394 |
|
1.618 |
0.7351 |
|
1.000 |
0.7324 |
|
0.618 |
0.7308 |
|
HIGH |
0.7281 |
|
0.618 |
0.7265 |
|
0.500 |
0.7260 |
|
0.382 |
0.7254 |
|
LOW |
0.7238 |
|
0.618 |
0.7211 |
|
1.000 |
0.7195 |
|
1.618 |
0.7168 |
|
2.618 |
0.7125 |
|
4.250 |
0.7055 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7274 |
0.7255 |
| PP |
0.7267 |
0.7230 |
| S1 |
0.7260 |
0.7205 |
|