CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7239 |
0.7312 |
0.0073 |
1.0% |
0.7136 |
| High |
0.7317 |
0.7319 |
0.0002 |
0.0% |
0.7317 |
| Low |
0.7223 |
0.7285 |
0.0063 |
0.9% |
0.7130 |
| Close |
0.7313 |
0.7299 |
-0.0014 |
-0.2% |
0.7313 |
| Range |
0.0095 |
0.0034 |
-0.0061 |
-64.0% |
0.0188 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
83,780 |
58,165 |
-25,615 |
-30.6% |
354,405 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7385 |
0.7317 |
|
| R3 |
0.7369 |
0.7351 |
0.7308 |
|
| R2 |
0.7335 |
0.7335 |
0.7305 |
|
| R1 |
0.7317 |
0.7317 |
0.7302 |
0.7309 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7297 |
| S1 |
0.7283 |
0.7283 |
0.7295 |
0.7275 |
| S2 |
0.7267 |
0.7267 |
0.7292 |
|
| S3 |
0.7233 |
0.7249 |
0.7289 |
|
| S4 |
0.7199 |
0.7215 |
0.7280 |
|
|
| 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 |
0.7319 |
0.7202 |
0.0118 |
1.6% |
0.0058 |
0.8% |
83% |
True |
False |
67,288 |
| 10 |
0.7342 |
0.7107 |
0.0236 |
3.2% |
0.0067 |
0.9% |
82% |
False |
False |
82,711 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0058 |
0.8% |
60% |
False |
False |
74,502 |
| 40 |
0.7602 |
0.7107 |
0.0495 |
6.8% |
0.0062 |
0.8% |
39% |
False |
False |
77,622 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.2% |
0.0061 |
0.8% |
29% |
False |
False |
78,316 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0062 |
0.9% |
24% |
False |
False |
58,990 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0063 |
0.9% |
24% |
False |
False |
47,210 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.8% |
0.0064 |
0.9% |
24% |
False |
False |
39,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7464 |
|
2.618 |
0.7408 |
|
1.618 |
0.7374 |
|
1.000 |
0.7353 |
|
0.618 |
0.7340 |
|
HIGH |
0.7319 |
|
0.618 |
0.7306 |
|
0.500 |
0.7302 |
|
0.382 |
0.7298 |
|
LOW |
0.7285 |
|
0.618 |
0.7264 |
|
1.000 |
0.7251 |
|
1.618 |
0.7230 |
|
2.618 |
0.7196 |
|
4.250 |
0.7141 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7302 |
0.7289 |
| PP |
0.7301 |
0.7280 |
| S1 |
0.7300 |
0.7271 |
|