CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7366 |
-0.0024 |
-0.3% |
0.7312 |
| High |
0.7404 |
0.7394 |
-0.0010 |
-0.1% |
0.7479 |
| Low |
0.7345 |
0.7347 |
0.0002 |
0.0% |
0.7285 |
| Close |
0.7375 |
0.7372 |
-0.0003 |
0.0% |
0.7459 |
| Range |
0.0059 |
0.0048 |
-0.0012 |
-19.5% |
0.0194 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
198,172 |
125,238 |
-72,934 |
-36.8% |
398,932 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7490 |
0.7398 |
|
| R3 |
0.7466 |
0.7442 |
0.7385 |
|
| R2 |
0.7418 |
0.7418 |
0.7380 |
|
| R1 |
0.7395 |
0.7395 |
0.7376 |
0.7407 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7377 |
| S1 |
0.7347 |
0.7347 |
0.7367 |
0.7359 |
| S2 |
0.7323 |
0.7323 |
0.7363 |
|
| S3 |
0.7276 |
0.7300 |
0.7358 |
|
| S4 |
0.7228 |
0.7252 |
0.7345 |
|
|
| 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 |
0.7345 |
0.0134 |
1.8% |
0.0067 |
0.9% |
20% |
False |
False |
132,492 |
| 10 |
0.7479 |
0.7223 |
0.0256 |
3.5% |
0.0064 |
0.9% |
58% |
False |
False |
102,901 |
| 20 |
0.7479 |
0.7107 |
0.0372 |
5.0% |
0.0064 |
0.9% |
71% |
False |
False |
91,456 |
| 40 |
0.7489 |
0.7107 |
0.0383 |
5.2% |
0.0060 |
0.8% |
69% |
False |
False |
82,522 |
| 60 |
0.7719 |
0.7107 |
0.0612 |
8.3% |
0.0063 |
0.9% |
43% |
False |
False |
84,413 |
| 80 |
0.7818 |
0.7107 |
0.0711 |
9.6% |
0.0062 |
0.8% |
37% |
False |
False |
69,289 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
34% |
False |
False |
55,461 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
34% |
False |
False |
46,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7518 |
|
1.618 |
0.7471 |
|
1.000 |
0.7442 |
|
0.618 |
0.7423 |
|
HIGH |
0.7394 |
|
0.618 |
0.7376 |
|
0.500 |
0.7370 |
|
0.382 |
0.7365 |
|
LOW |
0.7347 |
|
0.618 |
0.7317 |
|
1.000 |
0.7299 |
|
1.618 |
0.7270 |
|
2.618 |
0.7222 |
|
4.250 |
0.7145 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7371 |
0.7407 |
| PP |
0.7371 |
0.7395 |
| S1 |
0.7370 |
0.7383 |
|