CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7276 |
0.7239 |
-0.0038 |
-0.5% |
0.7136 |
| High |
0.7281 |
0.7317 |
0.0037 |
0.5% |
0.7317 |
| Low |
0.7235 |
0.7223 |
-0.0012 |
-0.2% |
0.7130 |
| Close |
0.7238 |
0.7313 |
0.0075 |
1.0% |
0.7313 |
| Range |
0.0046 |
0.0095 |
0.0049 |
105.4% |
0.0188 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
| Volume |
61,618 |
83,780 |
22,162 |
36.0% |
354,405 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7568 |
0.7535 |
0.7364 |
|
| R3 |
0.7473 |
0.7440 |
0.7338 |
|
| R2 |
0.7379 |
0.7379 |
0.7330 |
|
| R1 |
0.7346 |
0.7346 |
0.7321 |
0.7362 |
| PP |
0.7284 |
0.7284 |
0.7284 |
0.7292 |
| S1 |
0.7251 |
0.7251 |
0.7304 |
0.7268 |
| S2 |
0.7190 |
0.7190 |
0.7295 |
|
| S3 |
0.7095 |
0.7157 |
0.7287 |
|
| S4 |
0.7001 |
0.7062 |
0.7261 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7752 |
0.7416 |
|
| R3 |
0.7628 |
0.7564 |
0.7364 |
|
| R2 |
0.7441 |
0.7441 |
0.7347 |
|
| R1 |
0.7377 |
0.7377 |
0.7330 |
0.7409 |
| PP |
0.7253 |
0.7253 |
0.7253 |
0.7269 |
| S1 |
0.7189 |
0.7189 |
0.7295 |
0.7221 |
| S2 |
0.7066 |
0.7066 |
0.7278 |
|
| S3 |
0.6878 |
0.7002 |
0.7261 |
|
| S4 |
0.6691 |
0.6814 |
0.7209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7317 |
0.7130 |
0.0188 |
2.6% |
0.0069 |
0.9% |
98% |
True |
False |
70,881 |
| 10 |
0.7374 |
0.7107 |
0.0268 |
3.7% |
0.0069 |
0.9% |
77% |
False |
False |
83,389 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0059 |
0.8% |
64% |
False |
False |
75,022 |
| 40 |
0.7602 |
0.7107 |
0.0495 |
6.8% |
0.0063 |
0.9% |
42% |
False |
False |
78,569 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.2% |
0.0062 |
0.8% |
31% |
False |
False |
77,423 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
26% |
False |
False |
58,266 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
26% |
False |
False |
46,628 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0064 |
0.9% |
26% |
False |
False |
38,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7719 |
|
2.618 |
0.7564 |
|
1.618 |
0.7470 |
|
1.000 |
0.7412 |
|
0.618 |
0.7375 |
|
HIGH |
0.7317 |
|
0.618 |
0.7281 |
|
0.500 |
0.7270 |
|
0.382 |
0.7259 |
|
LOW |
0.7223 |
|
0.618 |
0.7164 |
|
1.000 |
0.7128 |
|
1.618 |
0.7070 |
|
2.618 |
0.6975 |
|
4.250 |
0.6821 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7298 |
| PP |
0.7284 |
0.7284 |
| S1 |
0.7270 |
0.7270 |
|