CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7296 |
0.7314 |
0.0018 |
0.2% |
0.7136 |
| High |
0.7342 |
0.7384 |
0.0043 |
0.6% |
0.7317 |
| Low |
0.7289 |
0.7309 |
0.0020 |
0.3% |
0.7130 |
| Close |
0.7321 |
0.7375 |
0.0054 |
0.7% |
0.7313 |
| Range |
0.0053 |
0.0076 |
0.0023 |
42.5% |
0.0188 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
83,532 |
79,455 |
-4,077 |
-4.9% |
354,405 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7554 |
0.7416 |
|
| R3 |
0.7507 |
0.7478 |
0.7395 |
|
| R2 |
0.7431 |
0.7431 |
0.7388 |
|
| R1 |
0.7403 |
0.7403 |
0.7381 |
0.7417 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7363 |
| S1 |
0.7327 |
0.7327 |
0.7368 |
0.7342 |
| S2 |
0.7280 |
0.7280 |
0.7361 |
|
| S3 |
0.7205 |
0.7252 |
0.7354 |
|
| S4 |
0.7129 |
0.7176 |
0.7333 |
|
|
| 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 |
0.7384 |
0.7223 |
0.0162 |
2.2% |
0.0061 |
0.8% |
94% |
True |
False |
73,310 |
| 10 |
0.7384 |
0.7107 |
0.0278 |
3.8% |
0.0066 |
0.9% |
97% |
True |
False |
78,101 |
| 20 |
0.7418 |
0.7107 |
0.0311 |
4.2% |
0.0059 |
0.8% |
86% |
False |
False |
74,377 |
| 40 |
0.7505 |
0.7107 |
0.0399 |
5.4% |
0.0060 |
0.8% |
67% |
False |
False |
75,626 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.1% |
0.0062 |
0.8% |
40% |
False |
False |
80,058 |
| 80 |
0.7860 |
0.7107 |
0.0753 |
10.2% |
0.0062 |
0.8% |
36% |
False |
False |
61,025 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
34% |
False |
False |
48,839 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
34% |
False |
False |
40,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7705 |
|
2.618 |
0.7582 |
|
1.618 |
0.7506 |
|
1.000 |
0.7460 |
|
0.618 |
0.7431 |
|
HIGH |
0.7384 |
|
0.618 |
0.7355 |
|
0.500 |
0.7346 |
|
0.382 |
0.7337 |
|
LOW |
0.7309 |
|
0.618 |
0.7262 |
|
1.000 |
0.7233 |
|
1.618 |
0.7186 |
|
2.618 |
0.7111 |
|
4.250 |
0.6988 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7361 |
| PP |
0.7356 |
0.7348 |
| S1 |
0.7346 |
0.7335 |
|