CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 03-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7342 |
0.7366 |
0.0024 |
0.3% |
0.7372 |
High |
0.7385 |
0.7412 |
0.0027 |
0.4% |
0.7417 |
Low |
0.7334 |
0.7362 |
0.0029 |
0.4% |
0.7323 |
Close |
0.7369 |
0.7398 |
0.0030 |
0.4% |
0.7339 |
Range |
0.0052 |
0.0050 |
-0.0002 |
-2.9% |
0.0095 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
28 |
60 |
32 |
114.3% |
211 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7519 |
0.7426 |
|
R3 |
0.7491 |
0.7469 |
0.7412 |
|
R2 |
0.7441 |
0.7441 |
0.7407 |
|
R1 |
0.7419 |
0.7419 |
0.7403 |
0.7430 |
PP |
0.7391 |
0.7391 |
0.7391 |
0.7396 |
S1 |
0.7369 |
0.7369 |
0.7393 |
0.7380 |
S2 |
0.7341 |
0.7341 |
0.7389 |
|
S3 |
0.7291 |
0.7319 |
0.7384 |
|
S4 |
0.7241 |
0.7269 |
0.7371 |
|
|
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% |
80% |
False |
False |
49 |
10 |
0.7417 |
0.7294 |
0.0123 |
1.7% |
0.0055 |
0.7% |
85% |
False |
False |
46 |
20 |
0.7537 |
0.7294 |
0.0243 |
3.3% |
0.0060 |
0.8% |
43% |
False |
False |
44 |
40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0060 |
0.8% |
21% |
False |
False |
45 |
60 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
17% |
False |
False |
39 |
80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
17% |
False |
False |
31 |
100 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
17% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7543 |
1.618 |
0.7493 |
1.000 |
0.7462 |
0.618 |
0.7443 |
HIGH |
0.7412 |
0.618 |
0.7393 |
0.500 |
0.7387 |
0.382 |
0.7381 |
LOW |
0.7362 |
0.618 |
0.7331 |
1.000 |
0.7312 |
1.618 |
0.7281 |
2.618 |
0.7231 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7394 |
0.7390 |
PP |
0.7391 |
0.7381 |
S1 |
0.7387 |
0.7373 |
|