CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7332 |
0.7357 |
0.0025 |
0.3% |
0.7496 |
| High |
0.7366 |
0.7400 |
0.0034 |
0.5% |
0.7507 |
| Low |
0.7294 |
0.7347 |
0.0053 |
0.7% |
0.7398 |
| Close |
0.7361 |
0.7392 |
0.0031 |
0.4% |
0.7405 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-26.4% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
75 |
59 |
-16 |
-21.3% |
237 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7518 |
0.7421 |
|
| R3 |
0.7485 |
0.7465 |
0.7407 |
|
| R2 |
0.7432 |
0.7432 |
0.7402 |
|
| R1 |
0.7412 |
0.7412 |
0.7397 |
0.7422 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7384 |
| S1 |
0.7359 |
0.7359 |
0.7387 |
0.7369 |
| S2 |
0.7326 |
0.7326 |
0.7382 |
|
| S3 |
0.7273 |
0.7306 |
0.7377 |
|
| S4 |
0.7220 |
0.7253 |
0.7363 |
|
|
| 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 |
0.7446 |
0.7294 |
0.0152 |
2.1% |
0.0061 |
0.8% |
64% |
False |
False |
54 |
| 10 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0063 |
0.9% |
46% |
False |
False |
49 |
| 20 |
0.7621 |
0.7294 |
0.0327 |
4.4% |
0.0061 |
0.8% |
30% |
False |
False |
43 |
| 40 |
0.7800 |
0.7294 |
0.0506 |
6.8% |
0.0061 |
0.8% |
19% |
False |
False |
47 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0060 |
0.8% |
16% |
False |
False |
35 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0060 |
0.8% |
16% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7625 |
|
2.618 |
0.7538 |
|
1.618 |
0.7485 |
|
1.000 |
0.7453 |
|
0.618 |
0.7432 |
|
HIGH |
0.7400 |
|
0.618 |
0.7379 |
|
0.500 |
0.7373 |
|
0.382 |
0.7367 |
|
LOW |
0.7347 |
|
0.618 |
0.7314 |
|
1.000 |
0.7294 |
|
1.618 |
0.7261 |
|
2.618 |
0.7208 |
|
4.250 |
0.7121 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7377 |
| PP |
0.7379 |
0.7362 |
| S1 |
0.7373 |
0.7347 |
|