CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7374 |
0.0026 |
0.3% |
0.7359 |
| High |
0.7385 |
0.7377 |
-0.0009 |
-0.1% |
0.7394 |
| Low |
0.7341 |
0.7324 |
-0.0017 |
-0.2% |
0.7320 |
| Close |
0.7377 |
0.7340 |
-0.0038 |
-0.5% |
0.7377 |
| Range |
0.0045 |
0.0053 |
0.0009 |
19.1% |
0.0074 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
26 |
89 |
63 |
242.3% |
375 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7476 |
0.7369 |
|
| R3 |
0.7453 |
0.7423 |
0.7354 |
|
| R2 |
0.7400 |
0.7400 |
0.7349 |
|
| R1 |
0.7370 |
0.7370 |
0.7344 |
0.7358 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7341 |
| S1 |
0.7317 |
0.7317 |
0.7335 |
0.7305 |
| S2 |
0.7294 |
0.7294 |
0.7330 |
|
| S3 |
0.7241 |
0.7264 |
0.7325 |
|
| S4 |
0.7188 |
0.7211 |
0.7310 |
|
|
| 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% |
0.0049 |
0.7% |
27% |
False |
False |
65 |
| 10 |
0.7430 |
0.7320 |
0.0110 |
1.5% |
0.0048 |
0.7% |
18% |
False |
False |
85 |
| 20 |
0.7430 |
0.7294 |
0.0136 |
1.8% |
0.0052 |
0.7% |
34% |
False |
False |
65 |
| 40 |
0.7621 |
0.7294 |
0.0327 |
4.5% |
0.0057 |
0.8% |
14% |
False |
False |
54 |
| 60 |
0.7800 |
0.7294 |
0.0506 |
6.9% |
0.0058 |
0.8% |
9% |
False |
False |
51 |
| 80 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0058 |
0.8% |
8% |
False |
False |
40 |
| 100 |
0.7895 |
0.7294 |
0.0601 |
8.2% |
0.0058 |
0.8% |
8% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7515 |
|
1.618 |
0.7462 |
|
1.000 |
0.7430 |
|
0.618 |
0.7409 |
|
HIGH |
0.7377 |
|
0.618 |
0.7356 |
|
0.500 |
0.7350 |
|
0.382 |
0.7344 |
|
LOW |
0.7324 |
|
0.618 |
0.7291 |
|
1.000 |
0.7271 |
|
1.618 |
0.7238 |
|
2.618 |
0.7185 |
|
4.250 |
0.7098 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7350 |
0.7354 |
| PP |
0.7347 |
0.7349 |
| S1 |
0.7343 |
0.7344 |
|