CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7348 |
-0.0032 |
-0.4% |
0.7359 |
| High |
0.7381 |
0.7385 |
0.0005 |
0.1% |
0.7394 |
| Low |
0.7336 |
0.7341 |
0.0005 |
0.1% |
0.7320 |
| Close |
0.7336 |
0.7377 |
0.0041 |
0.6% |
0.7377 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0074 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
33 |
26 |
-7 |
-21.2% |
375 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7484 |
0.7401 |
|
| R3 |
0.7457 |
0.7439 |
0.7389 |
|
| R2 |
0.7412 |
0.7412 |
0.7385 |
|
| R1 |
0.7395 |
0.7395 |
0.7381 |
0.7403 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7372 |
| S1 |
0.7350 |
0.7350 |
0.7373 |
0.7359 |
| S2 |
0.7323 |
0.7323 |
0.7369 |
|
| S3 |
0.7279 |
0.7306 |
0.7365 |
|
| S4 |
0.7234 |
0.7261 |
0.7353 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7554 |
0.7417 |
|
| R3 |
0.7511 |
0.7481 |
0.7397 |
|
| R2 |
0.7437 |
0.7437 |
0.7390 |
|
| R1 |
0.7407 |
0.7407 |
0.7384 |
0.7422 |
| PP |
0.7364 |
0.7364 |
0.7364 |
0.7371 |
| S1 |
0.7334 |
0.7334 |
0.7370 |
0.7349 |
| S2 |
0.7290 |
0.7290 |
0.7364 |
|
| S3 |
0.7217 |
0.7260 |
0.7357 |
|
| S4 |
0.7143 |
0.7187 |
0.7337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7394 |
0.7320 |
0.0074 |
1.0% |
0.0046 |
0.6% |
78% |
False |
False |
75 |
| 10 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0048 |
0.7% |
52% |
False |
False |
79 |
| 20 |
0.7430 |
0.7294 |
0.0136 |
1.8% |
0.0053 |
0.7% |
61% |
False |
False |
63 |
| 40 |
0.7621 |
0.7294 |
0.0327 |
4.4% |
0.0058 |
0.8% |
25% |
False |
False |
55 |
| 60 |
0.7800 |
0.7294 |
0.0506 |
6.9% |
0.0058 |
0.8% |
16% |
False |
False |
49 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0058 |
0.8% |
14% |
False |
False |
39 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.1% |
0.0058 |
0.8% |
14% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7502 |
|
1.618 |
0.7457 |
|
1.000 |
0.7430 |
|
0.618 |
0.7413 |
|
HIGH |
0.7385 |
|
0.618 |
0.7368 |
|
0.500 |
0.7363 |
|
0.382 |
0.7357 |
|
LOW |
0.7341 |
|
0.618 |
0.7313 |
|
1.000 |
0.7296 |
|
1.618 |
0.7268 |
|
2.618 |
0.7224 |
|
4.250 |
0.7151 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7372 |
| PP |
0.7368 |
0.7366 |
| S1 |
0.7363 |
0.7361 |
|