CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7357 |
-0.0015 |
-0.2% |
0.7453 |
| High |
0.7409 |
0.7409 |
0.0000 |
0.0% |
0.7469 |
| Low |
0.7349 |
0.7337 |
-0.0013 |
-0.2% |
0.7345 |
| Close |
0.7365 |
0.7360 |
-0.0005 |
-0.1% |
0.7365 |
| Range |
0.0060 |
0.0073 |
0.0013 |
20.8% |
0.0124 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
125,238 |
15,183 |
-110,055 |
-87.9% |
609,920 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7545 |
0.7399 |
|
| R3 |
0.7513 |
0.7473 |
0.7379 |
|
| R2 |
0.7441 |
0.7441 |
0.7373 |
|
| R1 |
0.7400 |
0.7400 |
0.7366 |
0.7421 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7379 |
| S1 |
0.7328 |
0.7328 |
0.7353 |
0.7348 |
| S2 |
0.7296 |
0.7296 |
0.7346 |
|
| S3 |
0.7223 |
0.7255 |
0.7340 |
|
| S4 |
0.7151 |
0.7183 |
0.7320 |
|
|
| 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 |
0.7469 |
0.7337 |
0.0132 |
1.8% |
0.0067 |
0.9% |
17% |
False |
True |
125,020 |
| 10 |
0.7479 |
0.7285 |
0.0194 |
2.6% |
0.0063 |
0.9% |
39% |
False |
False |
102,403 |
| 20 |
0.7479 |
0.7107 |
0.0372 |
5.1% |
0.0066 |
0.9% |
68% |
False |
False |
92,896 |
| 40 |
0.7479 |
0.7107 |
0.0372 |
5.1% |
0.0060 |
0.8% |
68% |
False |
False |
82,587 |
| 60 |
0.7620 |
0.7107 |
0.0513 |
7.0% |
0.0062 |
0.8% |
49% |
False |
False |
82,670 |
| 80 |
0.7799 |
0.7107 |
0.0693 |
9.4% |
0.0062 |
0.8% |
37% |
False |
False |
71,037 |
| 100 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
32% |
False |
False |
56,864 |
| 120 |
0.7894 |
0.7107 |
0.0787 |
10.7% |
0.0063 |
0.9% |
32% |
False |
False |
47,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7599 |
|
1.618 |
0.7526 |
|
1.000 |
0.7482 |
|
0.618 |
0.7454 |
|
HIGH |
0.7409 |
|
0.618 |
0.7381 |
|
0.500 |
0.7373 |
|
0.382 |
0.7364 |
|
LOW |
0.7337 |
|
0.618 |
0.7292 |
|
1.000 |
0.7264 |
|
1.618 |
0.7219 |
|
2.618 |
0.7147 |
|
4.250 |
0.7028 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7373 |
| PP |
0.7368 |
0.7368 |
| S1 |
0.7364 |
0.7364 |
|