CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7258 |
0.7276 |
0.0018 |
0.2% |
0.7371 |
| High |
0.7281 |
0.7281 |
-0.0001 |
0.0% |
0.7374 |
| Low |
0.7238 |
0.7235 |
-0.0004 |
0.0% |
0.7107 |
| Close |
0.7281 |
0.7238 |
-0.0043 |
-0.6% |
0.7137 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0268 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
66,869 |
61,618 |
-5,251 |
-7.9% |
479,493 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7360 |
0.7263 |
|
| R3 |
0.7343 |
0.7314 |
0.7251 |
|
| R2 |
0.7297 |
0.7297 |
0.7246 |
|
| R1 |
0.7268 |
0.7268 |
0.7242 |
0.7259 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7247 |
| S1 |
0.7222 |
0.7222 |
0.7234 |
0.7213 |
| S2 |
0.7205 |
0.7205 |
0.7230 |
|
| S3 |
0.7159 |
0.7176 |
0.7225 |
|
| S4 |
0.7113 |
0.7130 |
0.7213 |
|
|
| 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% |
0.0060 |
0.8% |
75% |
False |
False |
71,263 |
| 10 |
0.7383 |
0.7107 |
0.0276 |
3.8% |
0.0064 |
0.9% |
48% |
False |
False |
81,006 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0058 |
0.8% |
41% |
False |
False |
74,924 |
| 40 |
0.7602 |
0.7107 |
0.0495 |
6.8% |
0.0062 |
0.9% |
27% |
False |
False |
78,324 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.3% |
0.0062 |
0.9% |
20% |
False |
False |
76,103 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0062 |
0.9% |
17% |
False |
False |
57,221 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0063 |
0.9% |
17% |
False |
False |
45,791 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.9% |
0.0064 |
0.9% |
17% |
False |
False |
38,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7476 |
|
2.618 |
0.7401 |
|
1.618 |
0.7355 |
|
1.000 |
0.7327 |
|
0.618 |
0.7309 |
|
HIGH |
0.7281 |
|
0.618 |
0.7263 |
|
0.500 |
0.7258 |
|
0.382 |
0.7252 |
|
LOW |
0.7235 |
|
0.618 |
0.7206 |
|
1.000 |
0.7189 |
|
1.618 |
0.7160 |
|
2.618 |
0.7114 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7258 |
0.7241 |
| PP |
0.7251 |
0.7240 |
| S1 |
0.7245 |
0.7239 |
|