CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7449 |
0.7488 |
0.0039 |
0.5% |
0.7528 |
| High |
0.7490 |
0.7491 |
0.0002 |
0.0% |
0.7603 |
| Low |
0.7436 |
0.7416 |
-0.0020 |
-0.3% |
0.7415 |
| Close |
0.7482 |
0.7422 |
-0.0061 |
-0.8% |
0.7495 |
| Range |
0.0054 |
0.0075 |
0.0022 |
40.2% |
0.0189 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
27 |
42 |
15 |
55.6% |
189 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7620 |
0.7463 |
|
| R3 |
0.7593 |
0.7545 |
0.7442 |
|
| R2 |
0.7518 |
0.7518 |
0.7435 |
|
| R1 |
0.7470 |
0.7470 |
0.7428 |
0.7456 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7436 |
| S1 |
0.7395 |
0.7395 |
0.7415 |
0.7381 |
| S2 |
0.7368 |
0.7368 |
0.7408 |
|
| S3 |
0.7293 |
0.7320 |
0.7401 |
|
| S4 |
0.7218 |
0.7245 |
0.7380 |
|
|
| 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 |
0.7507 |
0.7415 |
0.0093 |
1.2% |
0.0066 |
0.9% |
8% |
False |
False |
44 |
| 10 |
0.7603 |
0.7415 |
0.0189 |
2.5% |
0.0072 |
1.0% |
4% |
False |
False |
47 |
| 20 |
0.7646 |
0.7415 |
0.0232 |
3.1% |
0.0065 |
0.9% |
3% |
False |
False |
50 |
| 40 |
0.7800 |
0.7415 |
0.0386 |
5.2% |
0.0060 |
0.8% |
2% |
False |
False |
42 |
| 60 |
0.7895 |
0.7415 |
0.0481 |
6.5% |
0.0059 |
0.8% |
1% |
False |
False |
31 |
| 80 |
0.7895 |
0.7415 |
0.0481 |
6.5% |
0.0059 |
0.8% |
1% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7810 |
|
2.618 |
0.7687 |
|
1.618 |
0.7612 |
|
1.000 |
0.7566 |
|
0.618 |
0.7537 |
|
HIGH |
0.7491 |
|
0.618 |
0.7462 |
|
0.500 |
0.7454 |
|
0.382 |
0.7445 |
|
LOW |
0.7416 |
|
0.618 |
0.7370 |
|
1.000 |
0.7341 |
|
1.618 |
0.7295 |
|
2.618 |
0.7220 |
|
4.250 |
0.7097 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7462 |
| PP |
0.7443 |
0.7448 |
| S1 |
0.7432 |
0.7435 |
|