CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7366 |
0.7372 |
0.0007 |
0.1% |
0.7453 |
High |
0.7394 |
0.7409 |
0.0015 |
0.2% |
0.7469 |
Low |
0.7347 |
0.7349 |
0.0003 |
0.0% |
0.7345 |
Close |
0.7372 |
0.7365 |
-0.0007 |
-0.1% |
0.7365 |
Range |
0.0048 |
0.0060 |
0.0013 |
26.3% |
0.0124 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
Volume |
125,238 |
125,238 |
0 |
0.0% |
609,920 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7519 |
0.7398 |
|
R3 |
0.7494 |
0.7459 |
0.7381 |
|
R2 |
0.7434 |
0.7434 |
0.7376 |
|
R1 |
0.7399 |
0.7399 |
0.7370 |
0.7387 |
PP |
0.7374 |
0.7374 |
0.7374 |
0.7368 |
S1 |
0.7339 |
0.7339 |
0.7359 |
0.7327 |
S2 |
0.7314 |
0.7314 |
0.7354 |
|
S3 |
0.7254 |
0.7279 |
0.7348 |
|
S4 |
0.7194 |
0.7219 |
0.7332 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7763 |
0.7687 |
0.7432 |
|
R3 |
0.7640 |
0.7564 |
0.7398 |
|
R2 |
0.7516 |
0.7516 |
0.7387 |
|
R1 |
0.7440 |
0.7440 |
0.7376 |
0.7417 |
PP |
0.7393 |
0.7393 |
0.7393 |
0.7381 |
S1 |
0.7317 |
0.7317 |
0.7353 |
0.7293 |
S2 |
0.7269 |
0.7269 |
0.7342 |
|
S3 |
0.7146 |
0.7193 |
0.7331 |
|
S4 |
0.7022 |
0.7070 |
0.7297 |
|
|
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% |
0.0069 |
0.9% |
15% |
False |
False |
142,204 |
10 |
0.7479 |
0.7223 |
0.0256 |
3.5% |
0.0065 |
0.9% |
55% |
False |
False |
109,263 |
20 |
0.7479 |
0.7107 |
0.0372 |
5.1% |
0.0065 |
0.9% |
69% |
False |
False |
95,134 |
40 |
0.7479 |
0.7107 |
0.0372 |
5.1% |
0.0060 |
0.8% |
69% |
False |
False |
83,979 |
60 |
0.7656 |
0.7107 |
0.0549 |
7.5% |
0.0062 |
0.8% |
47% |
False |
False |
84,573 |
80 |
0.7801 |
0.7107 |
0.0695 |
9.4% |
0.0062 |
0.8% |
37% |
False |
False |
70,852 |
100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
33% |
False |
False |
56,713 |
120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0064 |
0.9% |
33% |
False |
False |
47,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7664 |
2.618 |
0.7566 |
1.618 |
0.7506 |
1.000 |
0.7469 |
0.618 |
0.7446 |
HIGH |
0.7409 |
0.618 |
0.7386 |
0.500 |
0.7379 |
0.382 |
0.7372 |
LOW |
0.7349 |
0.618 |
0.7312 |
1.000 |
0.7289 |
1.618 |
0.7252 |
2.618 |
0.7192 |
4.250 |
0.7094 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7379 |
0.7377 |
PP |
0.7374 |
0.7373 |
S1 |
0.7369 |
0.7369 |
|