CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7259 |
0.7244 |
-0.0015 |
-0.2% |
0.7359 |
| High |
0.7273 |
0.7246 |
-0.0027 |
-0.4% |
0.7394 |
| Low |
0.7234 |
0.7147 |
-0.0087 |
-1.2% |
0.7320 |
| Close |
0.7248 |
0.7154 |
-0.0094 |
-1.3% |
0.7377 |
| Range |
0.0039 |
0.0099 |
0.0060 |
153.8% |
0.0074 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.7% |
0.0000 |
| Volume |
309 |
503 |
194 |
62.8% |
375 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7416 |
0.7208 |
|
| R3 |
0.7380 |
0.7317 |
0.7181 |
|
| R2 |
0.7281 |
0.7281 |
0.7172 |
|
| R1 |
0.7218 |
0.7218 |
0.7163 |
0.7200 |
| PP |
0.7182 |
0.7182 |
0.7182 |
0.7174 |
| S1 |
0.7119 |
0.7119 |
0.7145 |
0.7101 |
| S2 |
0.7083 |
0.7083 |
0.7136 |
|
| S3 |
0.6984 |
0.7020 |
0.7127 |
|
| S4 |
0.6885 |
0.6921 |
0.7100 |
|
|
| 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 |
0.7385 |
0.7147 |
0.0238 |
3.3% |
0.0067 |
0.9% |
3% |
False |
True |
259 |
| 10 |
0.7410 |
0.7147 |
0.0263 |
3.7% |
0.0058 |
0.8% |
3% |
False |
True |
181 |
| 20 |
0.7430 |
0.7147 |
0.0283 |
3.9% |
0.0055 |
0.8% |
2% |
False |
True |
115 |
| 40 |
0.7621 |
0.7147 |
0.0474 |
6.6% |
0.0058 |
0.8% |
1% |
False |
True |
79 |
| 60 |
0.7800 |
0.7147 |
0.0653 |
9.1% |
0.0059 |
0.8% |
1% |
False |
True |
70 |
| 80 |
0.7895 |
0.7147 |
0.0748 |
10.5% |
0.0059 |
0.8% |
1% |
False |
True |
55 |
| 100 |
0.7895 |
0.7147 |
0.0748 |
10.5% |
0.0059 |
0.8% |
1% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7667 |
|
2.618 |
0.7505 |
|
1.618 |
0.7406 |
|
1.000 |
0.7345 |
|
0.618 |
0.7307 |
|
HIGH |
0.7246 |
|
0.618 |
0.7208 |
|
0.500 |
0.7197 |
|
0.382 |
0.7185 |
|
LOW |
0.7147 |
|
0.618 |
0.7086 |
|
1.000 |
0.7048 |
|
1.618 |
0.6987 |
|
2.618 |
0.6888 |
|
4.250 |
0.6726 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7197 |
0.7246 |
| PP |
0.7182 |
0.7215 |
| S1 |
0.7168 |
0.7185 |
|