CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7390 |
0.0034 |
0.5% |
0.7401 |
| High |
0.7400 |
0.7394 |
-0.0006 |
-0.1% |
0.7401 |
| Low |
0.7347 |
0.7362 |
0.0016 |
0.2% |
0.7294 |
| Close |
0.7392 |
0.7369 |
-0.0024 |
-0.3% |
0.7369 |
| Range |
0.0053 |
0.0032 |
-0.0022 |
-40.6% |
0.0107 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
59 |
28 |
-31 |
-52.5% |
263 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7450 |
0.7386 |
|
| R3 |
0.7438 |
0.7419 |
0.7377 |
|
| R2 |
0.7406 |
0.7406 |
0.7374 |
|
| R1 |
0.7387 |
0.7387 |
0.7371 |
0.7381 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7372 |
| S1 |
0.7356 |
0.7356 |
0.7366 |
0.7350 |
| S2 |
0.7343 |
0.7343 |
0.7363 |
|
| S3 |
0.7312 |
0.7324 |
0.7360 |
|
| S4 |
0.7280 |
0.7293 |
0.7351 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7676 |
0.7629 |
0.7427 |
|
| R3 |
0.7569 |
0.7522 |
0.7398 |
|
| R2 |
0.7462 |
0.7462 |
0.7388 |
|
| R1 |
0.7415 |
0.7415 |
0.7378 |
0.7385 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7339 |
| S1 |
0.7308 |
0.7308 |
0.7359 |
0.7278 |
| S2 |
0.7248 |
0.7248 |
0.7349 |
|
| S3 |
0.7141 |
0.7201 |
0.7339 |
|
| S4 |
0.7034 |
0.7094 |
0.7310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7401 |
0.7294 |
0.0107 |
1.5% |
0.0057 |
0.8% |
70% |
False |
False |
52 |
| 10 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0058 |
0.8% |
35% |
False |
False |
50 |
| 20 |
0.7621 |
0.7294 |
0.0327 |
4.4% |
0.0061 |
0.8% |
23% |
False |
False |
44 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0060 |
0.8% |
15% |
False |
False |
48 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
12% |
False |
False |
35 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
12% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7476 |
|
1.618 |
0.7444 |
|
1.000 |
0.7425 |
|
0.618 |
0.7413 |
|
HIGH |
0.7394 |
|
0.618 |
0.7381 |
|
0.500 |
0.7378 |
|
0.382 |
0.7374 |
|
LOW |
0.7362 |
|
0.618 |
0.7343 |
|
1.000 |
0.7331 |
|
1.618 |
0.7311 |
|
2.618 |
0.7280 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7361 |
| PP |
0.7375 |
0.7354 |
| S1 |
0.7372 |
0.7347 |
|