CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7342 |
-0.0061 |
-0.8% |
0.7372 |
| High |
0.7408 |
0.7385 |
-0.0023 |
-0.3% |
0.7417 |
| Low |
0.7336 |
0.7334 |
-0.0003 |
0.0% |
0.7323 |
| Close |
0.7339 |
0.7369 |
0.0030 |
0.4% |
0.7339 |
| Range |
0.0072 |
0.0052 |
-0.0021 |
-28.5% |
0.0095 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
58 |
28 |
-30 |
-51.7% |
211 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7494 |
0.7397 |
|
| R3 |
0.7465 |
0.7443 |
0.7383 |
|
| R2 |
0.7414 |
0.7414 |
0.7378 |
|
| R1 |
0.7391 |
0.7391 |
0.7373 |
0.7403 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7368 |
| S1 |
0.7340 |
0.7340 |
0.7364 |
0.7351 |
| S2 |
0.7311 |
0.7311 |
0.7359 |
|
| S3 |
0.7259 |
0.7288 |
0.7354 |
|
| S4 |
0.7208 |
0.7237 |
0.7340 |
|
|
| 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% |
0.0058 |
0.8% |
49% |
False |
False |
42 |
| 10 |
0.7417 |
0.7294 |
0.0123 |
1.7% |
0.0056 |
0.8% |
61% |
False |
False |
44 |
| 20 |
0.7603 |
0.7294 |
0.0309 |
4.2% |
0.0063 |
0.9% |
24% |
False |
False |
46 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0059 |
0.8% |
15% |
False |
False |
45 |
| 60 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
12% |
False |
False |
39 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0060 |
0.8% |
12% |
False |
False |
30 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0059 |
0.8% |
12% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7604 |
|
2.618 |
0.7520 |
|
1.618 |
0.7468 |
|
1.000 |
0.7437 |
|
0.618 |
0.7417 |
|
HIGH |
0.7385 |
|
0.618 |
0.7365 |
|
0.500 |
0.7359 |
|
0.382 |
0.7353 |
|
LOW |
0.7334 |
|
0.618 |
0.7302 |
|
1.000 |
0.7282 |
|
1.618 |
0.7250 |
|
2.618 |
0.7199 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7375 |
| PP |
0.7362 |
0.7373 |
| S1 |
0.7359 |
0.7371 |
|