CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7496 |
0.7485 |
-0.0011 |
-0.1% |
0.7528 |
| High |
0.7499 |
0.7507 |
0.0008 |
0.1% |
0.7603 |
| Low |
0.7453 |
0.7433 |
-0.0021 |
-0.3% |
0.7415 |
| Close |
0.7479 |
0.7450 |
-0.0029 |
-0.4% |
0.7495 |
| Range |
0.0046 |
0.0075 |
0.0029 |
62.0% |
0.0189 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
67 |
65 |
-2 |
-3.0% |
189 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7687 |
0.7643 |
0.7491 |
|
| R3 |
0.7612 |
0.7568 |
0.7470 |
|
| R2 |
0.7538 |
0.7538 |
0.7464 |
|
| R1 |
0.7494 |
0.7494 |
0.7457 |
0.7479 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7456 |
| S1 |
0.7419 |
0.7419 |
0.7443 |
0.7404 |
| S2 |
0.7389 |
0.7389 |
0.7436 |
|
| S3 |
0.7314 |
0.7345 |
0.7430 |
|
| S4 |
0.7240 |
0.7270 |
0.7409 |
|
|
| 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 |
0.7537 |
0.7415 |
0.0123 |
1.6% |
0.0068 |
0.9% |
29% |
False |
False |
46 |
| 10 |
0.7603 |
0.7415 |
0.0189 |
2.5% |
0.0068 |
0.9% |
19% |
False |
False |
47 |
| 20 |
0.7721 |
0.7415 |
0.0306 |
4.1% |
0.0066 |
0.9% |
12% |
False |
False |
48 |
| 40 |
0.7818 |
0.7415 |
0.0404 |
5.4% |
0.0058 |
0.8% |
9% |
False |
False |
40 |
| 60 |
0.7895 |
0.7415 |
0.0481 |
6.4% |
0.0060 |
0.8% |
7% |
False |
False |
30 |
| 80 |
0.7895 |
0.7415 |
0.0481 |
6.4% |
0.0059 |
0.8% |
7% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7824 |
|
2.618 |
0.7702 |
|
1.618 |
0.7628 |
|
1.000 |
0.7582 |
|
0.618 |
0.7553 |
|
HIGH |
0.7507 |
|
0.618 |
0.7479 |
|
0.500 |
0.7470 |
|
0.382 |
0.7461 |
|
LOW |
0.7433 |
|
0.618 |
0.7386 |
|
1.000 |
0.7358 |
|
1.618 |
0.7312 |
|
2.618 |
0.7237 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7461 |
| PP |
0.7463 |
0.7457 |
| S1 |
0.7457 |
0.7454 |
|