CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7401 |
0.7453 |
0.0052 |
0.7% |
0.7312 |
| High |
0.7479 |
0.7469 |
-0.0010 |
-0.1% |
0.7479 |
| Low |
0.7396 |
0.7375 |
-0.0021 |
-0.3% |
0.7285 |
| Close |
0.7459 |
0.7389 |
-0.0070 |
-0.9% |
0.7459 |
| Range |
0.0083 |
0.0094 |
0.0011 |
13.3% |
0.0194 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
101,101 |
161,272 |
60,171 |
59.5% |
398,932 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7634 |
0.7440 |
|
| R3 |
0.7598 |
0.7540 |
0.7415 |
|
| R2 |
0.7504 |
0.7504 |
0.7406 |
|
| R1 |
0.7447 |
0.7447 |
0.7398 |
0.7429 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7402 |
| S1 |
0.7353 |
0.7353 |
0.7380 |
0.7335 |
| S2 |
0.7317 |
0.7317 |
0.7372 |
|
| S3 |
0.7224 |
0.7260 |
0.7363 |
|
| S4 |
0.7130 |
0.7166 |
0.7338 |
|
|
| 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 |
0.7289 |
0.0190 |
2.6% |
0.0072 |
1.0% |
53% |
False |
False |
100,407 |
| 10 |
0.7479 |
0.7202 |
0.0277 |
3.7% |
0.0065 |
0.9% |
68% |
False |
False |
83,848 |
| 20 |
0.7479 |
0.7107 |
0.0372 |
5.0% |
0.0064 |
0.9% |
76% |
False |
False |
81,949 |
| 40 |
0.7505 |
0.7107 |
0.0399 |
5.4% |
0.0061 |
0.8% |
71% |
False |
False |
78,330 |
| 60 |
0.7729 |
0.7107 |
0.0622 |
8.4% |
0.0063 |
0.8% |
45% |
False |
False |
81,110 |
| 80 |
0.7818 |
0.7107 |
0.0711 |
9.6% |
0.0062 |
0.8% |
40% |
False |
False |
65,251 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
36% |
False |
False |
52,228 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
36% |
False |
False |
43,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7866 |
|
2.618 |
0.7713 |
|
1.618 |
0.7620 |
|
1.000 |
0.7562 |
|
0.618 |
0.7526 |
|
HIGH |
0.7469 |
|
0.618 |
0.7433 |
|
0.500 |
0.7422 |
|
0.382 |
0.7411 |
|
LOW |
0.7375 |
|
0.618 |
0.7317 |
|
1.000 |
0.7282 |
|
1.618 |
0.7224 |
|
2.618 |
0.7130 |
|
4.250 |
0.6978 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7418 |
| PP |
0.7411 |
0.7408 |
| S1 |
0.7400 |
0.7399 |
|