CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7359 |
0.7335 |
-0.0024 |
-0.3% |
0.7342 |
| High |
0.7367 |
0.7359 |
-0.0008 |
-0.1% |
0.7430 |
| Low |
0.7332 |
0.7320 |
-0.0012 |
-0.2% |
0.7334 |
| Close |
0.7339 |
0.7354 |
0.0015 |
0.2% |
0.7355 |
| Range |
0.0035 |
0.0039 |
0.0005 |
13.0% |
0.0096 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
139 |
155 |
16 |
11.5% |
423 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7461 |
0.7446 |
0.7375 |
|
| R3 |
0.7422 |
0.7407 |
0.7364 |
|
| R2 |
0.7383 |
0.7383 |
0.7361 |
|
| R1 |
0.7368 |
0.7368 |
0.7357 |
0.7376 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7348 |
| S1 |
0.7329 |
0.7329 |
0.7350 |
0.7337 |
| S2 |
0.7305 |
0.7305 |
0.7346 |
|
| S3 |
0.7266 |
0.7290 |
0.7343 |
|
| S4 |
0.7227 |
0.7251 |
0.7332 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7604 |
0.7408 |
|
| R3 |
0.7565 |
0.7508 |
0.7381 |
|
| R2 |
0.7469 |
0.7469 |
0.7373 |
|
| R1 |
0.7412 |
0.7412 |
0.7364 |
0.7440 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7387 |
| S1 |
0.7316 |
0.7316 |
0.7346 |
0.7344 |
| S2 |
0.7277 |
0.7277 |
0.7337 |
|
| S3 |
0.7181 |
0.7220 |
0.7329 |
|
| S4 |
0.7085 |
0.7124 |
0.7302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0045 |
0.6% |
31% |
False |
True |
125 |
| 10 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0051 |
0.7% |
31% |
False |
True |
87 |
| 20 |
0.7491 |
0.7294 |
0.0197 |
2.7% |
0.0054 |
0.7% |
30% |
False |
False |
64 |
| 40 |
0.7721 |
0.7294 |
0.0427 |
5.8% |
0.0060 |
0.8% |
14% |
False |
False |
56 |
| 60 |
0.7818 |
0.7294 |
0.0524 |
7.1% |
0.0057 |
0.8% |
11% |
False |
False |
48 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0059 |
0.8% |
10% |
False |
False |
38 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0058 |
0.8% |
10% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7525 |
|
2.618 |
0.7461 |
|
1.618 |
0.7422 |
|
1.000 |
0.7398 |
|
0.618 |
0.7383 |
|
HIGH |
0.7359 |
|
0.618 |
0.7344 |
|
0.500 |
0.7340 |
|
0.382 |
0.7335 |
|
LOW |
0.7320 |
|
0.618 |
0.7296 |
|
1.000 |
0.7281 |
|
1.618 |
0.7257 |
|
2.618 |
0.7218 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7365 |
| PP |
0.7344 |
0.7361 |
| S1 |
0.7340 |
0.7357 |
|