CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7390 |
-0.0010 |
-0.1% |
0.7372 |
| High |
0.7430 |
0.7419 |
-0.0011 |
-0.1% |
0.7417 |
| Low |
0.7375 |
0.7381 |
0.0006 |
0.1% |
0.7323 |
| Close |
0.7386 |
0.7408 |
0.0022 |
0.3% |
0.7339 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.3% |
0.0095 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
130 |
39 |
-91 |
-70.0% |
211 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7500 |
0.7428 |
|
| R3 |
0.7479 |
0.7462 |
0.7418 |
|
| R2 |
0.7441 |
0.7441 |
0.7414 |
|
| R1 |
0.7424 |
0.7424 |
0.7411 |
0.7432 |
| PP |
0.7403 |
0.7403 |
0.7403 |
0.7407 |
| S1 |
0.7386 |
0.7386 |
0.7404 |
0.7394 |
| S2 |
0.7365 |
0.7365 |
0.7401 |
|
| S3 |
0.7327 |
0.7348 |
0.7397 |
|
| S4 |
0.7289 |
0.7310 |
0.7387 |
|
|
| 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% |
0.0053 |
0.7% |
77% |
False |
False |
63 |
| 10 |
0.7430 |
0.7323 |
0.0107 |
1.4% |
0.0052 |
0.7% |
79% |
False |
False |
49 |
| 20 |
0.7507 |
0.7294 |
0.0213 |
2.9% |
0.0058 |
0.8% |
53% |
False |
False |
49 |
| 40 |
0.7779 |
0.7294 |
0.0485 |
6.5% |
0.0060 |
0.8% |
23% |
False |
False |
47 |
| 60 |
0.7852 |
0.7294 |
0.0558 |
7.5% |
0.0059 |
0.8% |
20% |
False |
False |
42 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
19% |
False |
False |
33 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
19% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7518 |
|
1.618 |
0.7480 |
|
1.000 |
0.7457 |
|
0.618 |
0.7442 |
|
HIGH |
0.7419 |
|
0.618 |
0.7404 |
|
0.500 |
0.7400 |
|
0.382 |
0.7396 |
|
LOW |
0.7381 |
|
0.618 |
0.7358 |
|
1.000 |
0.7343 |
|
1.618 |
0.7320 |
|
2.618 |
0.7282 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7404 |
| PP |
0.7403 |
0.7400 |
| S1 |
0.7400 |
0.7396 |
|