CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7280 |
0.0019 |
0.3% |
0.7374 |
| High |
0.7284 |
0.7283 |
-0.0001 |
0.0% |
0.7377 |
| Low |
0.7242 |
0.7238 |
-0.0004 |
0.0% |
0.7111 |
| Close |
0.7284 |
0.7241 |
-0.0043 |
-0.6% |
0.7140 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0266 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
445 |
283 |
-162 |
-36.4% |
1,559 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7389 |
0.7360 |
0.7266 |
|
| R3 |
0.7344 |
0.7315 |
0.7253 |
|
| R2 |
0.7299 |
0.7299 |
0.7249 |
|
| R1 |
0.7270 |
0.7270 |
0.7245 |
0.7262 |
| PP |
0.7254 |
0.7254 |
0.7254 |
0.7250 |
| S1 |
0.7225 |
0.7225 |
0.7237 |
0.7217 |
| S2 |
0.7209 |
0.7209 |
0.7233 |
|
| S3 |
0.7164 |
0.7180 |
0.7229 |
|
| S4 |
0.7119 |
0.7135 |
0.7216 |
|
|
| 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% |
0.0058 |
0.8% |
75% |
False |
False |
454 |
| 10 |
0.7385 |
0.7111 |
0.0275 |
3.8% |
0.0062 |
0.9% |
48% |
False |
False |
356 |
| 20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0057 |
0.8% |
41% |
False |
False |
219 |
| 40 |
0.7603 |
0.7111 |
0.0493 |
6.8% |
0.0060 |
0.8% |
26% |
False |
False |
133 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0059 |
0.8% |
20% |
False |
False |
103 |
| 80 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
83 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
67 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.8% |
0.0059 |
0.8% |
17% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7474 |
|
2.618 |
0.7401 |
|
1.618 |
0.7356 |
|
1.000 |
0.7328 |
|
0.618 |
0.7311 |
|
HIGH |
0.7283 |
|
0.618 |
0.7266 |
|
0.500 |
0.7261 |
|
0.382 |
0.7255 |
|
LOW |
0.7238 |
|
0.618 |
0.7210 |
|
1.000 |
0.7193 |
|
1.618 |
0.7165 |
|
2.618 |
0.7120 |
|
4.250 |
0.7047 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7261 |
0.7244 |
| PP |
0.7254 |
0.7243 |
| S1 |
0.7248 |
0.7242 |
|