CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7401 |
0.7350 |
-0.0051 |
-0.7% |
0.7496 |
High |
0.7401 |
0.7360 |
-0.0041 |
-0.6% |
0.7507 |
Low |
0.7328 |
0.7305 |
-0.0023 |
-0.3% |
0.7398 |
Close |
0.7333 |
0.7334 |
0.0002 |
0.0% |
0.7405 |
Range |
0.0074 |
0.0056 |
-0.0018 |
-24.5% |
0.0110 |
ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
57 |
44 |
-13 |
-22.8% |
237 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7499 |
0.7472 |
0.7365 |
|
R3 |
0.7444 |
0.7417 |
0.7349 |
|
R2 |
0.7388 |
0.7388 |
0.7344 |
|
R1 |
0.7361 |
0.7361 |
0.7339 |
0.7347 |
PP |
0.7333 |
0.7333 |
0.7333 |
0.7326 |
S1 |
0.7306 |
0.7306 |
0.7329 |
0.7292 |
S2 |
0.7277 |
0.7277 |
0.7324 |
|
S3 |
0.7222 |
0.7250 |
0.7319 |
|
S4 |
0.7166 |
0.7195 |
0.7303 |
|
|
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 |
0.7491 |
0.7305 |
0.0187 |
2.5% |
0.0061 |
0.8% |
16% |
False |
True |
41 |
10 |
0.7537 |
0.7305 |
0.0233 |
3.2% |
0.0065 |
0.9% |
13% |
False |
True |
43 |
20 |
0.7621 |
0.7305 |
0.0317 |
4.3% |
0.0061 |
0.8% |
9% |
False |
True |
42 |
40 |
0.7800 |
0.7305 |
0.0496 |
6.8% |
0.0060 |
0.8% |
6% |
False |
True |
44 |
60 |
0.7895 |
0.7305 |
0.0591 |
8.1% |
0.0059 |
0.8% |
5% |
False |
True |
33 |
80 |
0.7895 |
0.7305 |
0.0591 |
8.1% |
0.0059 |
0.8% |
5% |
False |
True |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7596 |
2.618 |
0.7505 |
1.618 |
0.7450 |
1.000 |
0.7416 |
0.618 |
0.7394 |
HIGH |
0.7360 |
0.618 |
0.7339 |
0.500 |
0.7332 |
0.382 |
0.7326 |
LOW |
0.7305 |
0.618 |
0.7270 |
1.000 |
0.7249 |
1.618 |
0.7215 |
2.618 |
0.7159 |
4.250 |
0.7069 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7333 |
0.7375 |
PP |
0.7333 |
0.7362 |
S1 |
0.7332 |
0.7348 |
|