CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7399 |
0.0033 |
0.4% |
0.7372 |
| High |
0.7412 |
0.7430 |
0.0018 |
0.2% |
0.7417 |
| Low |
0.7362 |
0.7375 |
0.0013 |
0.2% |
0.7323 |
| Close |
0.7398 |
0.7386 |
-0.0012 |
-0.2% |
0.7339 |
| Range |
0.0050 |
0.0055 |
0.0005 |
9.0% |
0.0095 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
60 |
130 |
70 |
116.7% |
211 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7528 |
0.7416 |
|
| R3 |
0.7506 |
0.7473 |
0.7401 |
|
| R2 |
0.7451 |
0.7451 |
0.7396 |
|
| R1 |
0.7419 |
0.7419 |
0.7391 |
0.7408 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7391 |
| S1 |
0.7364 |
0.7364 |
0.7381 |
0.7353 |
| S2 |
0.7342 |
0.7342 |
0.7376 |
|
| S3 |
0.7288 |
0.7310 |
0.7371 |
|
| S4 |
0.7233 |
0.7255 |
0.7356 |
|
|
| 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 |
0.7430 |
0.7334 |
0.0096 |
1.3% |
0.0056 |
0.8% |
55% |
True |
False |
67 |
| 10 |
0.7430 |
0.7323 |
0.0107 |
1.4% |
0.0054 |
0.7% |
59% |
True |
False |
51 |
| 20 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0059 |
0.8% |
43% |
False |
False |
49 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.6% |
0.0060 |
0.8% |
19% |
False |
False |
47 |
| 60 |
0.7859 |
0.7294 |
0.0565 |
7.6% |
0.0059 |
0.8% |
16% |
False |
False |
41 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0060 |
0.8% |
15% |
False |
False |
32 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
15% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7572 |
|
1.618 |
0.7518 |
|
1.000 |
0.7484 |
|
0.618 |
0.7463 |
|
HIGH |
0.7430 |
|
0.618 |
0.7409 |
|
0.500 |
0.7402 |
|
0.382 |
0.7396 |
|
LOW |
0.7375 |
|
0.618 |
0.7341 |
|
1.000 |
0.7321 |
|
1.618 |
0.7287 |
|
2.618 |
0.7232 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7402 |
0.7385 |
| PP |
0.7397 |
0.7383 |
| S1 |
0.7391 |
0.7382 |
|