CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7244 |
0.7152 |
-0.0092 |
-1.3% |
0.7374 |
High |
0.7246 |
0.7160 |
-0.0087 |
-1.2% |
0.7377 |
Low |
0.7147 |
0.7111 |
-0.0037 |
-0.5% |
0.7111 |
Close |
0.7154 |
0.7140 |
-0.0014 |
-0.2% |
0.7140 |
Range |
0.0099 |
0.0049 |
-0.0050 |
-50.5% |
0.0266 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
503 |
290 |
-213 |
-42.3% |
1,559 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7284 |
0.7261 |
0.7167 |
|
R3 |
0.7235 |
0.7212 |
0.7153 |
|
R2 |
0.7186 |
0.7186 |
0.7149 |
|
R1 |
0.7163 |
0.7163 |
0.7144 |
0.7150 |
PP |
0.7137 |
0.7137 |
0.7137 |
0.7130 |
S1 |
0.7114 |
0.7114 |
0.7136 |
0.7101 |
S2 |
0.7088 |
0.7088 |
0.7131 |
|
S3 |
0.7039 |
0.7065 |
0.7127 |
|
S4 |
0.6990 |
0.7016 |
0.7113 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8007 |
0.7840 |
0.7286 |
|
R3 |
0.7741 |
0.7574 |
0.7213 |
|
R2 |
0.7475 |
0.7475 |
0.7189 |
|
R1 |
0.7308 |
0.7308 |
0.7164 |
0.7258 |
PP |
0.7209 |
0.7209 |
0.7209 |
0.7184 |
S1 |
0.7042 |
0.7042 |
0.7116 |
0.6992 |
S2 |
0.6943 |
0.6943 |
0.7091 |
|
S3 |
0.6677 |
0.6776 |
0.7067 |
|
S4 |
0.6411 |
0.6510 |
0.6994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7377 |
0.7111 |
0.0266 |
3.7% |
0.0068 |
0.9% |
11% |
False |
True |
311 |
10 |
0.7394 |
0.7111 |
0.0283 |
4.0% |
0.0057 |
0.8% |
10% |
False |
True |
193 |
20 |
0.7430 |
0.7111 |
0.0319 |
4.5% |
0.0056 |
0.8% |
9% |
False |
True |
128 |
40 |
0.7621 |
0.7111 |
0.0511 |
7.1% |
0.0059 |
0.8% |
6% |
False |
True |
86 |
60 |
0.7779 |
0.7111 |
0.0669 |
9.4% |
0.0059 |
0.8% |
4% |
False |
True |
74 |
80 |
0.7895 |
0.7111 |
0.0785 |
11.0% |
0.0059 |
0.8% |
4% |
False |
True |
58 |
100 |
0.7895 |
0.7111 |
0.0785 |
11.0% |
0.0059 |
0.8% |
4% |
False |
True |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7368 |
2.618 |
0.7288 |
1.618 |
0.7239 |
1.000 |
0.7209 |
0.618 |
0.7190 |
HIGH |
0.7160 |
0.618 |
0.7141 |
0.500 |
0.7135 |
0.382 |
0.7129 |
LOW |
0.7111 |
0.618 |
0.7080 |
1.000 |
0.7062 |
1.618 |
0.7031 |
2.618 |
0.6982 |
4.250 |
0.6902 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7138 |
0.7192 |
PP |
0.7137 |
0.7174 |
S1 |
0.7135 |
0.7157 |
|