CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7401 |
-0.0029 |
-0.4% |
0.7496 |
| High |
0.7446 |
0.7401 |
-0.0045 |
-0.6% |
0.7507 |
| Low |
0.7398 |
0.7328 |
-0.0070 |
-0.9% |
0.7398 |
| Close |
0.7405 |
0.7333 |
-0.0072 |
-1.0% |
0.7405 |
| Range |
0.0049 |
0.0074 |
0.0025 |
51.5% |
0.0110 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
36 |
57 |
21 |
58.3% |
237 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7527 |
0.7373 |
|
| R3 |
0.7501 |
0.7453 |
0.7353 |
|
| R2 |
0.7427 |
0.7427 |
0.7346 |
|
| R1 |
0.7380 |
0.7380 |
0.7339 |
0.7367 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7347 |
| S1 |
0.7306 |
0.7306 |
0.7326 |
0.7293 |
| S2 |
0.7280 |
0.7280 |
0.7319 |
|
| S3 |
0.7207 |
0.7233 |
0.7312 |
|
| S4 |
0.7133 |
0.7159 |
0.7292 |
|
|
| 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 |
0.7328 |
0.0180 |
2.4% |
0.0065 |
0.9% |
3% |
False |
True |
45 |
| 10 |
0.7603 |
0.7328 |
0.0276 |
3.8% |
0.0071 |
1.0% |
2% |
False |
True |
48 |
| 20 |
0.7621 |
0.7328 |
0.0294 |
4.0% |
0.0062 |
0.8% |
2% |
False |
True |
43 |
| 40 |
0.7800 |
0.7328 |
0.0473 |
6.4% |
0.0060 |
0.8% |
1% |
False |
True |
44 |
| 60 |
0.7895 |
0.7328 |
0.0568 |
7.7% |
0.0059 |
0.8% |
1% |
False |
True |
32 |
| 80 |
0.7895 |
0.7328 |
0.0568 |
7.7% |
0.0059 |
0.8% |
1% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7713 |
|
2.618 |
0.7593 |
|
1.618 |
0.7520 |
|
1.000 |
0.7475 |
|
0.618 |
0.7446 |
|
HIGH |
0.7401 |
|
0.618 |
0.7373 |
|
0.500 |
0.7364 |
|
0.382 |
0.7356 |
|
LOW |
0.7328 |
|
0.618 |
0.7282 |
|
1.000 |
0.7254 |
|
1.618 |
0.7209 |
|
2.618 |
0.7135 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7409 |
| PP |
0.7354 |
0.7384 |
| S1 |
0.7343 |
0.7358 |
|