CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 02-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7504 |
0.7471 |
-0.0033 |
-0.4% |
0.7591 |
High |
0.7511 |
0.7537 |
0.0026 |
0.3% |
0.7606 |
Low |
0.7465 |
0.7449 |
-0.0016 |
-0.2% |
0.7449 |
Close |
0.7466 |
0.7506 |
0.0040 |
0.5% |
0.7506 |
Range |
0.0046 |
0.0088 |
0.0042 |
90.2% |
0.0157 |
ATR |
0.0056 |
0.0058 |
0.0002 |
4.0% |
0.0000 |
Volume |
37 |
47 |
10 |
27.0% |
168 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7760 |
0.7720 |
0.7554 |
|
R3 |
0.7672 |
0.7633 |
0.7530 |
|
R2 |
0.7585 |
0.7585 |
0.7522 |
|
R1 |
0.7545 |
0.7545 |
0.7514 |
0.7565 |
PP |
0.7497 |
0.7497 |
0.7497 |
0.7507 |
S1 |
0.7458 |
0.7458 |
0.7497 |
0.7477 |
S2 |
0.7410 |
0.7410 |
0.7489 |
|
S3 |
0.7322 |
0.7370 |
0.7481 |
|
S4 |
0.7235 |
0.7283 |
0.7457 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7991 |
0.7905 |
0.7592 |
|
R3 |
0.7834 |
0.7748 |
0.7549 |
|
R2 |
0.7677 |
0.7677 |
0.7534 |
|
R1 |
0.7591 |
0.7591 |
0.7520 |
0.7556 |
PP |
0.7520 |
0.7520 |
0.7520 |
0.7502 |
S1 |
0.7434 |
0.7434 |
0.7491 |
0.7399 |
S2 |
0.7363 |
0.7363 |
0.7477 |
|
S3 |
0.7206 |
0.7277 |
0.7462 |
|
S4 |
0.7049 |
0.7120 |
0.7419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7606 |
0.7449 |
0.0157 |
2.1% |
0.0054 |
0.7% |
36% |
False |
True |
33 |
10 |
0.7621 |
0.7449 |
0.0172 |
2.3% |
0.0053 |
0.7% |
33% |
False |
True |
38 |
20 |
0.7779 |
0.7449 |
0.0330 |
4.4% |
0.0055 |
0.7% |
17% |
False |
True |
45 |
40 |
0.7895 |
0.7449 |
0.0446 |
5.9% |
0.0058 |
0.8% |
13% |
False |
True |
35 |
60 |
0.7895 |
0.7449 |
0.0446 |
5.9% |
0.0058 |
0.8% |
13% |
False |
True |
24 |
80 |
0.7895 |
0.7449 |
0.0446 |
5.9% |
0.0058 |
0.8% |
13% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7908 |
2.618 |
0.7766 |
1.618 |
0.7678 |
1.000 |
0.7624 |
0.618 |
0.7591 |
HIGH |
0.7537 |
0.618 |
0.7503 |
0.500 |
0.7493 |
0.382 |
0.7482 |
LOW |
0.7449 |
0.618 |
0.7395 |
1.000 |
0.7362 |
1.618 |
0.7307 |
2.618 |
0.7220 |
4.250 |
0.7077 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7501 |
0.7501 |
PP |
0.7497 |
0.7497 |
S1 |
0.7493 |
0.7493 |
|