CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7141 |
-0.0012 |
-0.2% |
0.7374 |
| High |
0.7160 |
0.7221 |
0.0062 |
0.9% |
0.7377 |
| Low |
0.7111 |
0.7138 |
0.0028 |
0.4% |
0.7111 |
| Close |
0.7140 |
0.7221 |
0.0081 |
1.1% |
0.7140 |
| Range |
0.0049 |
0.0083 |
0.0034 |
69.4% |
0.0266 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.0% |
0.0000 |
| Volume |
290 |
425 |
135 |
46.6% |
1,559 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7442 |
0.7414 |
0.7266 |
|
| R3 |
0.7359 |
0.7331 |
0.7243 |
|
| R2 |
0.7276 |
0.7276 |
0.7236 |
|
| R1 |
0.7248 |
0.7248 |
0.7228 |
0.7262 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7200 |
| S1 |
0.7165 |
0.7165 |
0.7213 |
0.7179 |
| S2 |
0.7110 |
0.7110 |
0.7205 |
|
| S3 |
0.7027 |
0.7082 |
0.7198 |
|
| S4 |
0.6944 |
0.6999 |
0.7175 |
|
|
| 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 |
0.7345 |
0.7111 |
0.0234 |
3.2% |
0.0074 |
1.0% |
47% |
False |
False |
379 |
| 10 |
0.7394 |
0.7111 |
0.0283 |
3.9% |
0.0061 |
0.9% |
39% |
False |
False |
222 |
| 20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0057 |
0.8% |
34% |
False |
False |
148 |
| 40 |
0.7606 |
0.7111 |
0.0496 |
6.9% |
0.0060 |
0.8% |
22% |
False |
False |
96 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.3% |
0.0060 |
0.8% |
16% |
False |
False |
81 |
| 80 |
0.7895 |
0.7111 |
0.0785 |
10.9% |
0.0059 |
0.8% |
14% |
False |
False |
64 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.9% |
0.0059 |
0.8% |
14% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7438 |
|
1.618 |
0.7355 |
|
1.000 |
0.7304 |
|
0.618 |
0.7272 |
|
HIGH |
0.7221 |
|
0.618 |
0.7189 |
|
0.500 |
0.7180 |
|
0.382 |
0.7170 |
|
LOW |
0.7138 |
|
0.618 |
0.7087 |
|
1.000 |
0.7055 |
|
1.618 |
0.7004 |
|
2.618 |
0.6921 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7207 |
0.7206 |
| PP |
0.7193 |
0.7192 |
| S1 |
0.7180 |
0.7178 |
|