CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7330 |
-0.0005 |
-0.1% |
0.7342 |
| High |
0.7359 |
0.7394 |
0.0035 |
0.5% |
0.7430 |
| Low |
0.7320 |
0.7328 |
0.0008 |
0.1% |
0.7334 |
| Close |
0.7354 |
0.7376 |
0.0022 |
0.3% |
0.7355 |
| Range |
0.0039 |
0.0066 |
0.0027 |
69.2% |
0.0096 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
155 |
22 |
-133 |
-85.8% |
423 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7536 |
0.7412 |
|
| R3 |
0.7498 |
0.7470 |
0.7394 |
|
| R2 |
0.7432 |
0.7432 |
0.7388 |
|
| R1 |
0.7404 |
0.7404 |
0.7382 |
0.7418 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7373 |
| S1 |
0.7338 |
0.7338 |
0.7369 |
0.7352 |
| S2 |
0.7300 |
0.7300 |
0.7363 |
|
| S3 |
0.7234 |
0.7272 |
0.7357 |
|
| S4 |
0.7168 |
0.7206 |
0.7339 |
|
|
| 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 |
0.7419 |
0.7320 |
0.0099 |
1.3% |
0.0047 |
0.6% |
56% |
False |
False |
104 |
| 10 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0052 |
0.7% |
51% |
False |
False |
85 |
| 20 |
0.7491 |
0.7294 |
0.0197 |
2.7% |
0.0055 |
0.7% |
41% |
False |
False |
64 |
| 40 |
0.7719 |
0.7294 |
0.0425 |
5.8% |
0.0061 |
0.8% |
19% |
False |
False |
57 |
| 60 |
0.7818 |
0.7294 |
0.0524 |
7.1% |
0.0057 |
0.8% |
16% |
False |
False |
49 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0059 |
0.8% |
14% |
False |
False |
39 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0058 |
0.8% |
14% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7566 |
|
1.618 |
0.7500 |
|
1.000 |
0.7460 |
|
0.618 |
0.7434 |
|
HIGH |
0.7394 |
|
0.618 |
0.7368 |
|
0.500 |
0.7361 |
|
0.382 |
0.7353 |
|
LOW |
0.7328 |
|
0.618 |
0.7287 |
|
1.000 |
0.7262 |
|
1.618 |
0.7221 |
|
2.618 |
0.7155 |
|
4.250 |
0.7047 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7371 |
0.7369 |
| PP |
0.7366 |
0.7363 |
| S1 |
0.7361 |
0.7357 |
|