CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7380 |
0.0050 |
0.7% |
0.7342 |
| High |
0.7394 |
0.7381 |
-0.0013 |
-0.2% |
0.7430 |
| Low |
0.7328 |
0.7336 |
0.0009 |
0.1% |
0.7334 |
| Close |
0.7376 |
0.7336 |
-0.0040 |
-0.5% |
0.7355 |
| Range |
0.0066 |
0.0045 |
-0.0022 |
-32.6% |
0.0096 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
22 |
33 |
11 |
50.0% |
423 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7455 |
0.7360 |
|
| R3 |
0.7440 |
0.7410 |
0.7348 |
|
| R2 |
0.7395 |
0.7395 |
0.7344 |
|
| R1 |
0.7366 |
0.7366 |
0.7340 |
0.7358 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7347 |
| S1 |
0.7321 |
0.7321 |
0.7332 |
0.7314 |
| S2 |
0.7306 |
0.7306 |
0.7328 |
|
| S3 |
0.7262 |
0.7277 |
0.7324 |
|
| S4 |
0.7217 |
0.7232 |
0.7312 |
|
|
| 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 |
0.7410 |
0.7320 |
0.0090 |
1.2% |
0.0049 |
0.7% |
18% |
False |
False |
103 |
| 10 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0051 |
0.7% |
15% |
False |
False |
83 |
| 20 |
0.7446 |
0.7294 |
0.0152 |
2.1% |
0.0053 |
0.7% |
28% |
False |
False |
64 |
| 40 |
0.7646 |
0.7294 |
0.0352 |
4.8% |
0.0059 |
0.8% |
12% |
False |
False |
57 |
| 60 |
0.7800 |
0.7294 |
0.0506 |
6.9% |
0.0058 |
0.8% |
8% |
False |
False |
49 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0058 |
0.8% |
7% |
False |
False |
39 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0058 |
0.8% |
7% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7570 |
|
2.618 |
0.7497 |
|
1.618 |
0.7453 |
|
1.000 |
0.7425 |
|
0.618 |
0.7408 |
|
HIGH |
0.7381 |
|
0.618 |
0.7364 |
|
0.500 |
0.7358 |
|
0.382 |
0.7353 |
|
LOW |
0.7336 |
|
0.618 |
0.7308 |
|
1.000 |
0.7292 |
|
1.618 |
0.7264 |
|
2.618 |
0.7219 |
|
4.250 |
0.7147 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7358 |
0.7357 |
| PP |
0.7351 |
0.7350 |
| S1 |
0.7343 |
0.7343 |
|