CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7141 |
0.7218 |
0.0077 |
1.1% |
0.7374 |
| High |
0.7221 |
0.7275 |
0.0054 |
0.7% |
0.7377 |
| Low |
0.7138 |
0.7204 |
0.0066 |
0.9% |
0.7111 |
| Close |
0.7221 |
0.7261 |
0.0040 |
0.6% |
0.7140 |
| Range |
0.0083 |
0.0071 |
-0.0013 |
-15.1% |
0.0266 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
| Volume |
425 |
830 |
405 |
95.3% |
1,559 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7458 |
0.7430 |
0.7299 |
|
| R3 |
0.7387 |
0.7359 |
0.7280 |
|
| R2 |
0.7317 |
0.7317 |
0.7273 |
|
| R1 |
0.7289 |
0.7289 |
0.7267 |
0.7303 |
| PP |
0.7246 |
0.7246 |
0.7246 |
0.7253 |
| S1 |
0.7218 |
0.7218 |
0.7254 |
0.7232 |
| S2 |
0.7176 |
0.7176 |
0.7248 |
|
| S3 |
0.7105 |
0.7148 |
0.7241 |
|
| S4 |
0.7035 |
0.7077 |
0.7222 |
|
|
| 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 |
0.7275 |
0.7111 |
0.0164 |
2.3% |
0.0068 |
0.9% |
91% |
True |
False |
471 |
| 10 |
0.7394 |
0.7111 |
0.0283 |
3.9% |
0.0065 |
0.9% |
53% |
False |
False |
289 |
| 20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0058 |
0.8% |
47% |
False |
False |
188 |
| 40 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0060 |
0.8% |
30% |
False |
False |
116 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0060 |
0.8% |
22% |
False |
False |
93 |
| 80 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
19% |
False |
False |
74 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
19% |
False |
False |
60 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
19% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7459 |
|
1.618 |
0.7389 |
|
1.000 |
0.7345 |
|
0.618 |
0.7318 |
|
HIGH |
0.7275 |
|
0.618 |
0.7248 |
|
0.500 |
0.7239 |
|
0.382 |
0.7231 |
|
LOW |
0.7204 |
|
0.618 |
0.7160 |
|
1.000 |
0.7134 |
|
1.618 |
0.7090 |
|
2.618 |
0.7019 |
|
4.250 |
0.6904 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7253 |
0.7238 |
| PP |
0.7246 |
0.7215 |
| S1 |
0.7239 |
0.7193 |
|