CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7437 |
-0.0048 |
-0.6% |
0.7528 |
| High |
0.7493 |
0.7498 |
0.0005 |
0.1% |
0.7603 |
| Low |
0.7422 |
0.7415 |
-0.0008 |
-0.1% |
0.7415 |
| Close |
0.7429 |
0.7495 |
0.0066 |
0.9% |
0.7495 |
| Range |
0.0071 |
0.0083 |
0.0013 |
17.7% |
0.0189 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
38 |
20 |
-18 |
-47.4% |
189 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7690 |
0.7541 |
|
| R3 |
0.7635 |
0.7607 |
0.7518 |
|
| R2 |
0.7552 |
0.7552 |
0.7510 |
|
| R1 |
0.7524 |
0.7524 |
0.7503 |
0.7538 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7476 |
| S1 |
0.7441 |
0.7441 |
0.7487 |
0.7455 |
| S2 |
0.7386 |
0.7386 |
0.7480 |
|
| S3 |
0.7303 |
0.7358 |
0.7472 |
|
| S4 |
0.7220 |
0.7275 |
0.7449 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.7971 |
0.7599 |
|
| R3 |
0.7881 |
0.7782 |
0.7547 |
|
| R2 |
0.7693 |
0.7693 |
0.7530 |
|
| R1 |
0.7594 |
0.7594 |
0.7512 |
0.7549 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7482 |
| S1 |
0.7405 |
0.7405 |
0.7478 |
0.7361 |
| S2 |
0.7316 |
0.7316 |
0.7460 |
|
| S3 |
0.7127 |
0.7217 |
0.7443 |
|
| S4 |
0.6939 |
0.7028 |
0.7391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7603 |
0.7415 |
0.0189 |
2.5% |
0.0085 |
1.1% |
43% |
False |
True |
47 |
| 10 |
0.7621 |
0.7415 |
0.0207 |
2.8% |
0.0064 |
0.9% |
39% |
False |
True |
38 |
| 20 |
0.7779 |
0.7415 |
0.0365 |
4.9% |
0.0065 |
0.9% |
22% |
False |
True |
43 |
| 40 |
0.7818 |
0.7415 |
0.0404 |
5.4% |
0.0059 |
0.8% |
20% |
False |
True |
38 |
| 60 |
0.7895 |
0.7415 |
0.0481 |
6.4% |
0.0060 |
0.8% |
17% |
False |
True |
27 |
| 80 |
0.7895 |
0.7415 |
0.0481 |
6.4% |
0.0060 |
0.8% |
17% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7715 |
|
1.618 |
0.7632 |
|
1.000 |
0.7581 |
|
0.618 |
0.7549 |
|
HIGH |
0.7498 |
|
0.618 |
0.7466 |
|
0.500 |
0.7456 |
|
0.382 |
0.7446 |
|
LOW |
0.7415 |
|
0.618 |
0.7363 |
|
1.000 |
0.7332 |
|
1.618 |
0.7280 |
|
2.618 |
0.7197 |
|
4.250 |
0.7062 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7489 |
| PP |
0.7469 |
0.7482 |
| S1 |
0.7456 |
0.7476 |
|