CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7453 |
0.7389 |
-0.0064 |
-0.9% |
0.7312 |
| High |
0.7469 |
0.7404 |
-0.0065 |
-0.9% |
0.7479 |
| Low |
0.7375 |
0.7345 |
-0.0030 |
-0.4% |
0.7285 |
| Close |
0.7389 |
0.7375 |
-0.0015 |
-0.2% |
0.7459 |
| Range |
0.0094 |
0.0059 |
-0.0035 |
-36.9% |
0.0194 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
161,272 |
198,172 |
36,900 |
22.9% |
398,932 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7522 |
0.7407 |
|
| R3 |
0.7493 |
0.7463 |
0.7391 |
|
| R2 |
0.7434 |
0.7434 |
0.7385 |
|
| R1 |
0.7404 |
0.7404 |
0.7380 |
0.7389 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7367 |
| S1 |
0.7345 |
0.7345 |
0.7369 |
0.7330 |
| S2 |
0.7316 |
0.7316 |
0.7364 |
|
| S3 |
0.7257 |
0.7286 |
0.7358 |
|
| S4 |
0.7198 |
0.7227 |
0.7342 |
|
|
| 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 |
0.7309 |
0.0170 |
2.3% |
0.0073 |
1.0% |
39% |
False |
False |
123,335 |
| 10 |
0.7479 |
0.7223 |
0.0256 |
3.5% |
0.0064 |
0.9% |
59% |
False |
False |
97,064 |
| 20 |
0.7479 |
0.7107 |
0.0372 |
5.0% |
0.0065 |
0.9% |
72% |
False |
False |
88,786 |
| 40 |
0.7489 |
0.7107 |
0.0383 |
5.2% |
0.0060 |
0.8% |
70% |
False |
False |
81,224 |
| 60 |
0.7720 |
0.7107 |
0.0613 |
8.3% |
0.0063 |
0.9% |
44% |
False |
False |
83,529 |
| 80 |
0.7818 |
0.7107 |
0.0711 |
9.6% |
0.0062 |
0.8% |
38% |
False |
False |
67,725 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
34% |
False |
False |
54,210 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
34% |
False |
False |
45,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7558 |
|
1.618 |
0.7499 |
|
1.000 |
0.7463 |
|
0.618 |
0.7440 |
|
HIGH |
0.7404 |
|
0.618 |
0.7381 |
|
0.500 |
0.7375 |
|
0.382 |
0.7368 |
|
LOW |
0.7345 |
|
0.618 |
0.7309 |
|
1.000 |
0.7286 |
|
1.618 |
0.7250 |
|
2.618 |
0.7191 |
|
4.250 |
0.7094 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7375 |
0.7412 |
| PP |
0.7375 |
0.7399 |
| S1 |
0.7375 |
0.7387 |
|