CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7372 |
-0.0019 |
-0.3% |
0.7401 |
| High |
0.7394 |
0.7394 |
0.0001 |
0.0% |
0.7401 |
| Low |
0.7362 |
0.7336 |
-0.0027 |
-0.4% |
0.7294 |
| Close |
0.7369 |
0.7383 |
0.0015 |
0.2% |
0.7369 |
| Range |
0.0032 |
0.0059 |
0.0027 |
85.7% |
0.0107 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
28 |
26 |
-2 |
-7.1% |
263 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7523 |
0.7415 |
|
| R3 |
0.7488 |
0.7465 |
0.7399 |
|
| R2 |
0.7429 |
0.7429 |
0.7394 |
|
| R1 |
0.7406 |
0.7406 |
0.7388 |
0.7418 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7377 |
| S1 |
0.7348 |
0.7348 |
0.7378 |
0.7359 |
| S2 |
0.7312 |
0.7312 |
0.7372 |
|
| S3 |
0.7254 |
0.7289 |
0.7367 |
|
| S4 |
0.7195 |
0.7231 |
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 |
0.7400 |
0.7294 |
0.0106 |
1.4% |
0.0054 |
0.7% |
84% |
False |
False |
46 |
| 10 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0060 |
0.8% |
42% |
False |
False |
45 |
| 20 |
0.7606 |
0.7294 |
0.0312 |
4.2% |
0.0063 |
0.8% |
29% |
False |
False |
44 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0061 |
0.8% |
18% |
False |
False |
47 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0060 |
0.8% |
15% |
False |
False |
36 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0060 |
0.8% |
15% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7547 |
|
1.618 |
0.7489 |
|
1.000 |
0.7453 |
|
0.618 |
0.7430 |
|
HIGH |
0.7394 |
|
0.618 |
0.7372 |
|
0.500 |
0.7365 |
|
0.382 |
0.7358 |
|
LOW |
0.7336 |
|
0.618 |
0.7299 |
|
1.000 |
0.7277 |
|
1.618 |
0.7241 |
|
2.618 |
0.7182 |
|
4.250 |
0.7087 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7378 |
| PP |
0.7371 |
0.7373 |
| S1 |
0.7365 |
0.7368 |
|