CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7496 |
-0.0033 |
-0.4% |
0.7591 |
| High |
0.7603 |
0.7537 |
-0.0066 |
-0.9% |
0.7606 |
| Low |
0.7487 |
0.7470 |
-0.0017 |
-0.2% |
0.7449 |
| Close |
0.7502 |
0.7492 |
-0.0010 |
-0.1% |
0.7506 |
| Range |
0.0116 |
0.0067 |
-0.0049 |
-42.2% |
0.0157 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
89 |
42 |
-47 |
-52.8% |
168 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7663 |
0.7528 |
|
| R3 |
0.7634 |
0.7596 |
0.7510 |
|
| R2 |
0.7567 |
0.7567 |
0.7504 |
|
| R1 |
0.7529 |
0.7529 |
0.7498 |
0.7514 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7492 |
| S1 |
0.7462 |
0.7462 |
0.7485 |
0.7447 |
| S2 |
0.7433 |
0.7433 |
0.7479 |
|
| S3 |
0.7366 |
0.7395 |
0.7473 |
|
| S4 |
0.7299 |
0.7328 |
0.7455 |
|
|
| 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 |
0.7603 |
0.7449 |
0.0154 |
2.1% |
0.0070 |
0.9% |
28% |
False |
False |
52 |
| 10 |
0.7621 |
0.7449 |
0.0172 |
2.3% |
0.0057 |
0.8% |
25% |
False |
False |
41 |
| 20 |
0.7779 |
0.7449 |
0.0330 |
4.4% |
0.0061 |
0.8% |
13% |
False |
False |
45 |
| 40 |
0.7859 |
0.7449 |
0.0410 |
5.5% |
0.0059 |
0.8% |
10% |
False |
False |
37 |
| 60 |
0.7895 |
0.7449 |
0.0446 |
6.0% |
0.0060 |
0.8% |
10% |
False |
False |
27 |
| 80 |
0.7895 |
0.7449 |
0.0446 |
6.0% |
0.0059 |
0.8% |
10% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7712 |
|
1.618 |
0.7645 |
|
1.000 |
0.7604 |
|
0.618 |
0.7578 |
|
HIGH |
0.7537 |
|
0.618 |
0.7511 |
|
0.500 |
0.7504 |
|
0.382 |
0.7496 |
|
LOW |
0.7470 |
|
0.618 |
0.7429 |
|
1.000 |
0.7403 |
|
1.618 |
0.7362 |
|
2.618 |
0.7295 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7504 |
0.7526 |
| PP |
0.7500 |
0.7515 |
| S1 |
0.7496 |
0.7503 |
|