CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7356 |
-0.0031 |
-0.4% |
0.7401 |
| High |
0.7392 |
0.7385 |
-0.0008 |
-0.1% |
0.7401 |
| Low |
0.7342 |
0.7323 |
-0.0019 |
-0.3% |
0.7294 |
| Close |
0.7365 |
0.7373 |
0.0008 |
0.1% |
0.7369 |
| Range |
0.0051 |
0.0062 |
0.0012 |
22.8% |
0.0107 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
27 |
41 |
14 |
51.9% |
263 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7521 |
0.7407 |
|
| R3 |
0.7484 |
0.7459 |
0.7390 |
|
| R2 |
0.7422 |
0.7422 |
0.7384 |
|
| R1 |
0.7397 |
0.7397 |
0.7378 |
0.7410 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7366 |
| S1 |
0.7335 |
0.7335 |
0.7367 |
0.7348 |
| S2 |
0.7298 |
0.7298 |
0.7361 |
|
| S3 |
0.7236 |
0.7273 |
0.7355 |
|
| S4 |
0.7174 |
0.7211 |
0.7338 |
|
|
| 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 |
0.7323 |
0.0077 |
1.0% |
0.0051 |
0.7% |
65% |
False |
True |
36 |
| 10 |
0.7491 |
0.7294 |
0.0197 |
2.7% |
0.0058 |
0.8% |
40% |
False |
False |
43 |
| 20 |
0.7603 |
0.7294 |
0.0309 |
4.2% |
0.0063 |
0.9% |
25% |
False |
False |
45 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0061 |
0.8% |
16% |
False |
False |
44 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0059 |
0.8% |
13% |
False |
False |
36 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
13% |
False |
False |
28 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
13% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7547 |
|
1.618 |
0.7485 |
|
1.000 |
0.7447 |
|
0.618 |
0.7423 |
|
HIGH |
0.7385 |
|
0.618 |
0.7361 |
|
0.500 |
0.7354 |
|
0.382 |
0.7346 |
|
LOW |
0.7323 |
|
0.618 |
0.7284 |
|
1.000 |
0.7261 |
|
1.618 |
0.7222 |
|
2.618 |
0.7160 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7368 |
| PP |
0.7360 |
0.7363 |
| S1 |
0.7354 |
0.7358 |
|