CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7350 |
0.7332 |
-0.0018 |
-0.2% |
0.7496 |
| High |
0.7360 |
0.7366 |
0.0006 |
0.1% |
0.7507 |
| Low |
0.7305 |
0.7294 |
-0.0011 |
-0.1% |
0.7398 |
| Close |
0.7334 |
0.7361 |
0.0027 |
0.4% |
0.7405 |
| Range |
0.0056 |
0.0072 |
0.0017 |
29.7% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
44 |
75 |
31 |
70.5% |
237 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7531 |
0.7401 |
|
| R3 |
0.7484 |
0.7459 |
0.7381 |
|
| R2 |
0.7412 |
0.7412 |
0.7374 |
|
| R1 |
0.7387 |
0.7387 |
0.7368 |
0.7400 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7347 |
| S1 |
0.7315 |
0.7315 |
0.7354 |
0.7328 |
| S2 |
0.7268 |
0.7268 |
0.7348 |
|
| S3 |
0.7196 |
0.7243 |
0.7341 |
|
| S4 |
0.7124 |
0.7171 |
0.7321 |
|
|
| 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 |
0.7294 |
0.0197 |
2.7% |
0.0065 |
0.9% |
34% |
False |
True |
50 |
| 10 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0065 |
0.9% |
31% |
False |
True |
47 |
| 20 |
0.7621 |
0.7294 |
0.0327 |
4.4% |
0.0061 |
0.8% |
20% |
False |
True |
44 |
| 40 |
0.7800 |
0.7294 |
0.0506 |
6.9% |
0.0061 |
0.8% |
13% |
False |
True |
46 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
11% |
False |
True |
34 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
11% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7554 |
|
1.618 |
0.7482 |
|
1.000 |
0.7438 |
|
0.618 |
0.7410 |
|
HIGH |
0.7366 |
|
0.618 |
0.7338 |
|
0.500 |
0.7330 |
|
0.382 |
0.7322 |
|
LOW |
0.7294 |
|
0.618 |
0.7250 |
|
1.000 |
0.7222 |
|
1.618 |
0.7178 |
|
2.618 |
0.7106 |
|
4.250 |
0.6988 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7357 |
| PP |
0.7340 |
0.7352 |
| S1 |
0.7330 |
0.7348 |
|