CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7381 |
0.7403 |
0.0023 |
0.3% |
0.7372 |
| High |
0.7417 |
0.7408 |
-0.0009 |
-0.1% |
0.7417 |
| Low |
0.7365 |
0.7336 |
-0.0029 |
-0.4% |
0.7323 |
| Close |
0.7406 |
0.7339 |
-0.0067 |
-0.9% |
0.7339 |
| Range |
0.0053 |
0.0072 |
0.0020 |
37.1% |
0.0095 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
59 |
58 |
-1 |
-1.7% |
211 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7530 |
0.7378 |
|
| R3 |
0.7505 |
0.7458 |
0.7358 |
|
| R2 |
0.7433 |
0.7433 |
0.7352 |
|
| R1 |
0.7386 |
0.7386 |
0.7345 |
0.7373 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7355 |
| S1 |
0.7314 |
0.7314 |
0.7332 |
0.7301 |
| S2 |
0.7289 |
0.7289 |
0.7325 |
|
| S3 |
0.7217 |
0.7242 |
0.7319 |
|
| S4 |
0.7145 |
0.7170 |
0.7299 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7585 |
0.7390 |
|
| R3 |
0.7548 |
0.7491 |
0.7364 |
|
| R2 |
0.7454 |
0.7454 |
0.7356 |
|
| R1 |
0.7396 |
0.7396 |
0.7347 |
0.7378 |
| PP |
0.7359 |
0.7359 |
0.7359 |
0.7350 |
| S1 |
0.7302 |
0.7302 |
0.7330 |
0.7283 |
| S2 |
0.7265 |
0.7265 |
0.7321 |
|
| S3 |
0.7170 |
0.7207 |
0.7313 |
|
| S4 |
0.7076 |
0.7113 |
0.7287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7417 |
0.7323 |
0.0095 |
1.3% |
0.0059 |
0.8% |
17% |
False |
False |
42 |
| 10 |
0.7417 |
0.7294 |
0.0123 |
1.7% |
0.0058 |
0.8% |
36% |
False |
False |
47 |
| 20 |
0.7603 |
0.7294 |
0.0309 |
4.2% |
0.0065 |
0.9% |
14% |
False |
False |
47 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0060 |
0.8% |
9% |
False |
False |
46 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
7% |
False |
False |
38 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0059 |
0.8% |
7% |
False |
False |
30 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0059 |
0.8% |
7% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7596 |
|
1.618 |
0.7524 |
|
1.000 |
0.7480 |
|
0.618 |
0.7452 |
|
HIGH |
0.7408 |
|
0.618 |
0.7380 |
|
0.500 |
0.7372 |
|
0.382 |
0.7364 |
|
LOW |
0.7336 |
|
0.618 |
0.7292 |
|
1.000 |
0.7264 |
|
1.618 |
0.7220 |
|
2.618 |
0.7148 |
|
4.250 |
0.7030 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7370 |
| PP |
0.7361 |
0.7359 |
| S1 |
0.7350 |
0.7349 |
|