CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7312 |
0.7296 |
-0.0016 |
-0.2% |
0.7136 |
| High |
0.7319 |
0.7342 |
0.0023 |
0.3% |
0.7317 |
| Low |
0.7285 |
0.7289 |
0.0004 |
0.0% |
0.7130 |
| Close |
0.7299 |
0.7321 |
0.0023 |
0.3% |
0.7313 |
| Range |
0.0034 |
0.0053 |
0.0019 |
55.9% |
0.0188 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
58,165 |
83,532 |
25,367 |
43.6% |
354,405 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7476 |
0.7452 |
0.7350 |
|
| R3 |
0.7423 |
0.7399 |
0.7336 |
|
| R2 |
0.7370 |
0.7370 |
0.7331 |
|
| R1 |
0.7346 |
0.7346 |
0.7326 |
0.7358 |
| PP |
0.7317 |
0.7317 |
0.7317 |
0.7323 |
| S1 |
0.7293 |
0.7293 |
0.7316 |
0.7305 |
| S2 |
0.7264 |
0.7264 |
0.7311 |
|
| S3 |
0.7211 |
0.7240 |
0.7306 |
|
| S4 |
0.7158 |
0.7187 |
0.7292 |
|
|
| 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 |
0.7342 |
0.7223 |
0.0119 |
1.6% |
0.0054 |
0.7% |
83% |
True |
False |
70,792 |
| 10 |
0.7342 |
0.7107 |
0.0235 |
3.2% |
0.0062 |
0.8% |
91% |
True |
False |
79,193 |
| 20 |
0.7428 |
0.7107 |
0.0322 |
4.4% |
0.0058 |
0.8% |
67% |
False |
False |
74,563 |
| 40 |
0.7537 |
0.7107 |
0.0430 |
5.9% |
0.0060 |
0.8% |
50% |
False |
False |
75,816 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.2% |
0.0061 |
0.8% |
32% |
False |
False |
79,562 |
| 80 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0062 |
0.8% |
27% |
False |
False |
60,033 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
27% |
False |
False |
48,045 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
27% |
False |
False |
40,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7567 |
|
2.618 |
0.7480 |
|
1.618 |
0.7427 |
|
1.000 |
0.7395 |
|
0.618 |
0.7374 |
|
HIGH |
0.7342 |
|
0.618 |
0.7321 |
|
0.500 |
0.7315 |
|
0.382 |
0.7309 |
|
LOW |
0.7289 |
|
0.618 |
0.7256 |
|
1.000 |
0.7236 |
|
1.618 |
0.7203 |
|
2.618 |
0.7150 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7319 |
0.7308 |
| PP |
0.7317 |
0.7295 |
| S1 |
0.7315 |
0.7282 |
|