CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7401 |
0.0033 |
0.4% |
0.7312 |
| High |
0.7411 |
0.7479 |
0.0068 |
0.9% |
0.7479 |
| Low |
0.7357 |
0.7396 |
0.0040 |
0.5% |
0.7285 |
| Close |
0.7404 |
0.7459 |
0.0055 |
0.7% |
0.7459 |
| Range |
0.0055 |
0.0083 |
0.0028 |
51.4% |
0.0194 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
76,679 |
101,101 |
24,422 |
31.8% |
398,932 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7658 |
0.7504 |
|
| R3 |
0.7610 |
0.7576 |
0.7482 |
|
| R2 |
0.7527 |
0.7527 |
0.7474 |
|
| R1 |
0.7493 |
0.7493 |
0.7467 |
0.7510 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7453 |
| S1 |
0.7411 |
0.7411 |
0.7451 |
0.7428 |
| S2 |
0.7362 |
0.7362 |
0.7444 |
|
| S3 |
0.7280 |
0.7328 |
0.7436 |
|
| S4 |
0.7197 |
0.7246 |
0.7414 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7917 |
0.7565 |
|
| R3 |
0.7795 |
0.7724 |
0.7512 |
|
| R2 |
0.7601 |
0.7601 |
0.7494 |
|
| R1 |
0.7530 |
0.7530 |
0.7477 |
0.7566 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7425 |
| S1 |
0.7337 |
0.7337 |
0.7441 |
0.7372 |
| S2 |
0.7214 |
0.7214 |
0.7424 |
|
| S3 |
0.7021 |
0.7143 |
0.7406 |
|
| S4 |
0.6827 |
0.6950 |
0.7353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7479 |
0.7285 |
0.0194 |
2.6% |
0.0060 |
0.8% |
90% |
True |
False |
79,786 |
| 10 |
0.7479 |
0.7130 |
0.0349 |
4.7% |
0.0064 |
0.9% |
94% |
True |
False |
75,333 |
| 20 |
0.7479 |
0.7107 |
0.0372 |
5.0% |
0.0061 |
0.8% |
95% |
True |
False |
77,172 |
| 40 |
0.7505 |
0.7107 |
0.0399 |
5.3% |
0.0060 |
0.8% |
88% |
False |
False |
75,833 |
| 60 |
0.7779 |
0.7107 |
0.0672 |
9.0% |
0.0063 |
0.8% |
52% |
False |
False |
80,446 |
| 80 |
0.7818 |
0.7107 |
0.0711 |
9.5% |
0.0062 |
0.8% |
50% |
False |
False |
63,243 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.6% |
0.0063 |
0.8% |
45% |
False |
False |
50,616 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.6% |
0.0064 |
0.9% |
45% |
False |
False |
42,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7694 |
|
1.618 |
0.7612 |
|
1.000 |
0.7561 |
|
0.618 |
0.7529 |
|
HIGH |
0.7479 |
|
0.618 |
0.7447 |
|
0.500 |
0.7437 |
|
0.382 |
0.7428 |
|
LOW |
0.7396 |
|
0.618 |
0.7345 |
|
1.000 |
0.7314 |
|
1.618 |
0.7263 |
|
2.618 |
0.7180 |
|
4.250 |
0.7045 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7437 |
| PP |
0.7445 |
0.7415 |
| S1 |
0.7437 |
0.7394 |
|