CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7374 |
0.7335 |
-0.0039 |
-0.5% |
0.7359 |
High |
0.7377 |
0.7345 |
-0.0032 |
-0.4% |
0.7394 |
Low |
0.7324 |
0.7247 |
-0.0077 |
-1.0% |
0.7320 |
Close |
0.7340 |
0.7256 |
-0.0084 |
-1.1% |
0.7377 |
Range |
0.0053 |
0.0098 |
0.0045 |
84.0% |
0.0074 |
ATR |
0.0054 |
0.0057 |
0.0003 |
5.7% |
0.0000 |
Volume |
89 |
368 |
279 |
313.5% |
375 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7575 |
0.7513 |
0.7309 |
|
R3 |
0.7477 |
0.7415 |
0.7282 |
|
R2 |
0.7380 |
0.7380 |
0.7273 |
|
R1 |
0.7318 |
0.7318 |
0.7264 |
0.7300 |
PP |
0.7282 |
0.7282 |
0.7282 |
0.7274 |
S1 |
0.7220 |
0.7220 |
0.7247 |
0.7203 |
S2 |
0.7185 |
0.7185 |
0.7238 |
|
S3 |
0.7087 |
0.7123 |
0.7229 |
|
S4 |
0.6990 |
0.7025 |
0.7202 |
|
|
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 |
0.7247 |
0.0147 |
2.0% |
0.0061 |
0.8% |
6% |
False |
True |
107 |
10 |
0.7430 |
0.7247 |
0.0183 |
2.5% |
0.0053 |
0.7% |
5% |
False |
True |
116 |
20 |
0.7430 |
0.7247 |
0.0183 |
2.5% |
0.0054 |
0.7% |
5% |
False |
True |
81 |
40 |
0.7621 |
0.7247 |
0.0374 |
5.2% |
0.0058 |
0.8% |
2% |
False |
True |
61 |
60 |
0.7800 |
0.7247 |
0.0553 |
7.6% |
0.0058 |
0.8% |
2% |
False |
True |
56 |
80 |
0.7895 |
0.7247 |
0.0648 |
8.9% |
0.0058 |
0.8% |
1% |
False |
True |
45 |
100 |
0.7895 |
0.7247 |
0.0648 |
8.9% |
0.0058 |
0.8% |
1% |
False |
True |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7759 |
2.618 |
0.7600 |
1.618 |
0.7502 |
1.000 |
0.7442 |
0.618 |
0.7405 |
HIGH |
0.7345 |
0.618 |
0.7307 |
0.500 |
0.7296 |
0.382 |
0.7284 |
LOW |
0.7247 |
0.618 |
0.7187 |
1.000 |
0.7150 |
1.618 |
0.7089 |
2.618 |
0.6992 |
4.250 |
0.6833 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7296 |
0.7316 |
PP |
0.7282 |
0.7296 |
S1 |
0.7269 |
0.7276 |
|