CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7218 |
0.7261 |
0.0043 |
0.6% |
0.7374 |
| High |
0.7275 |
0.7284 |
0.0009 |
0.1% |
0.7377 |
| Low |
0.7204 |
0.7242 |
0.0038 |
0.5% |
0.7111 |
| Close |
0.7261 |
0.7284 |
0.0023 |
0.3% |
0.7140 |
| Range |
0.0071 |
0.0042 |
-0.0029 |
-40.4% |
0.0266 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
830 |
445 |
-385 |
-46.4% |
1,559 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7382 |
0.7307 |
|
| R3 |
0.7354 |
0.7340 |
0.7295 |
|
| R2 |
0.7312 |
0.7312 |
0.7291 |
|
| R1 |
0.7298 |
0.7298 |
0.7287 |
0.7305 |
| PP |
0.7270 |
0.7270 |
0.7270 |
0.7273 |
| S1 |
0.7256 |
0.7256 |
0.7280 |
0.7263 |
| S2 |
0.7228 |
0.7228 |
0.7276 |
|
| S3 |
0.7186 |
0.7214 |
0.7272 |
|
| S4 |
0.7144 |
0.7172 |
0.7260 |
|
|
| 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 |
0.7284 |
0.7111 |
0.0173 |
2.4% |
0.0069 |
0.9% |
100% |
True |
False |
498 |
| 10 |
0.7385 |
0.7111 |
0.0275 |
3.8% |
0.0062 |
0.9% |
63% |
False |
False |
331 |
| 20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0057 |
0.8% |
54% |
False |
False |
208 |
| 40 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0060 |
0.8% |
35% |
False |
False |
127 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0059 |
0.8% |
26% |
False |
False |
99 |
| 80 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
22% |
False |
False |
79 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
22% |
False |
False |
64 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
22% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7393 |
|
1.618 |
0.7351 |
|
1.000 |
0.7326 |
|
0.618 |
0.7309 |
|
HIGH |
0.7284 |
|
0.618 |
0.7267 |
|
0.500 |
0.7263 |
|
0.382 |
0.7258 |
|
LOW |
0.7242 |
|
0.618 |
0.7216 |
|
1.000 |
0.7200 |
|
1.618 |
0.7174 |
|
2.618 |
0.7132 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7259 |
| PP |
0.7270 |
0.7235 |
| S1 |
0.7263 |
0.7211 |
|