CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7314 |
0.7368 |
0.0054 |
0.7% |
0.7136 |
| High |
0.7384 |
0.7411 |
0.0027 |
0.4% |
0.7317 |
| Low |
0.7309 |
0.7357 |
0.0048 |
0.7% |
0.7130 |
| Close |
0.7375 |
0.7404 |
0.0030 |
0.4% |
0.7313 |
| Range |
0.0076 |
0.0055 |
-0.0021 |
-27.8% |
0.0188 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
79,455 |
76,679 |
-2,776 |
-3.5% |
354,405 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7534 |
0.7434 |
|
| R3 |
0.7500 |
0.7479 |
0.7419 |
|
| R2 |
0.7445 |
0.7445 |
0.7414 |
|
| R1 |
0.7425 |
0.7425 |
0.7409 |
0.7435 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7396 |
| S1 |
0.7370 |
0.7370 |
0.7399 |
0.7380 |
| S2 |
0.7336 |
0.7336 |
0.7394 |
|
| S3 |
0.7282 |
0.7316 |
0.7389 |
|
| S4 |
0.7227 |
0.7261 |
0.7374 |
|
|
| 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 |
0.7411 |
0.7223 |
0.0189 |
2.5% |
0.0062 |
0.8% |
96% |
True |
False |
76,322 |
| 10 |
0.7411 |
0.7107 |
0.0305 |
4.1% |
0.0061 |
0.8% |
98% |
True |
False |
73,792 |
| 20 |
0.7411 |
0.7107 |
0.0305 |
4.1% |
0.0060 |
0.8% |
98% |
True |
False |
75,456 |
| 40 |
0.7505 |
0.7107 |
0.0399 |
5.4% |
0.0060 |
0.8% |
75% |
False |
False |
75,001 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.1% |
0.0062 |
0.8% |
44% |
False |
False |
79,743 |
| 80 |
0.7842 |
0.7107 |
0.0735 |
9.9% |
0.0062 |
0.8% |
40% |
False |
False |
61,982 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.6% |
0.0063 |
0.9% |
38% |
False |
False |
49,606 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.6% |
0.0064 |
0.9% |
38% |
False |
False |
41,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7554 |
|
1.618 |
0.7499 |
|
1.000 |
0.7466 |
|
0.618 |
0.7445 |
|
HIGH |
0.7411 |
|
0.618 |
0.7390 |
|
0.500 |
0.7384 |
|
0.382 |
0.7377 |
|
LOW |
0.7357 |
|
0.618 |
0.7323 |
|
1.000 |
0.7302 |
|
1.618 |
0.7268 |
|
2.618 |
0.7214 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7397 |
0.7386 |
| PP |
0.7391 |
0.7368 |
| S1 |
0.7384 |
0.7350 |
|