CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 16-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7488 |
0.7430 |
-0.0058 |
-0.8% |
0.7496 |
High |
0.7491 |
0.7446 |
-0.0045 |
-0.6% |
0.7507 |
Low |
0.7416 |
0.7398 |
-0.0019 |
-0.2% |
0.7398 |
Close |
0.7422 |
0.7405 |
-0.0017 |
-0.2% |
0.7405 |
Range |
0.0075 |
0.0049 |
-0.0027 |
-35.3% |
0.0110 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
42 |
36 |
-6 |
-14.3% |
237 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7562 |
0.7532 |
0.7431 |
|
R3 |
0.7513 |
0.7483 |
0.7418 |
|
R2 |
0.7465 |
0.7465 |
0.7413 |
|
R1 |
0.7435 |
0.7435 |
0.7409 |
0.7425 |
PP |
0.7416 |
0.7416 |
0.7416 |
0.7411 |
S1 |
0.7386 |
0.7386 |
0.7400 |
0.7377 |
S2 |
0.7368 |
0.7368 |
0.7396 |
|
S3 |
0.7319 |
0.7338 |
0.7391 |
|
S4 |
0.7271 |
0.7289 |
0.7378 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7765 |
0.7694 |
0.7465 |
|
R3 |
0.7655 |
0.7585 |
0.7435 |
|
R2 |
0.7546 |
0.7546 |
0.7425 |
|
R1 |
0.7475 |
0.7475 |
0.7415 |
0.7456 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7427 |
S1 |
0.7366 |
0.7366 |
0.7394 |
0.7346 |
S2 |
0.7327 |
0.7327 |
0.7384 |
|
S3 |
0.7217 |
0.7256 |
0.7374 |
|
S4 |
0.7108 |
0.7147 |
0.7344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7507 |
0.7398 |
0.0110 |
1.5% |
0.0060 |
0.8% |
6% |
False |
True |
47 |
10 |
0.7603 |
0.7398 |
0.0206 |
2.8% |
0.0072 |
1.0% |
3% |
False |
True |
47 |
20 |
0.7621 |
0.7398 |
0.0224 |
3.0% |
0.0062 |
0.8% |
3% |
False |
True |
46 |
40 |
0.7800 |
0.7398 |
0.0403 |
5.4% |
0.0060 |
0.8% |
2% |
False |
True |
42 |
60 |
0.7895 |
0.7398 |
0.0498 |
6.7% |
0.0059 |
0.8% |
1% |
False |
True |
31 |
80 |
0.7895 |
0.7398 |
0.0498 |
6.7% |
0.0059 |
0.8% |
1% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7652 |
2.618 |
0.7573 |
1.618 |
0.7524 |
1.000 |
0.7495 |
0.618 |
0.7476 |
HIGH |
0.7446 |
0.618 |
0.7427 |
0.500 |
0.7422 |
0.382 |
0.7416 |
LOW |
0.7398 |
0.618 |
0.7368 |
1.000 |
0.7349 |
1.618 |
0.7319 |
2.618 |
0.7271 |
4.250 |
0.7191 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7422 |
0.7444 |
PP |
0.7416 |
0.7431 |
S1 |
0.7410 |
0.7418 |
|