CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 30-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7247 |
0.7319 |
0.0072 |
1.0% |
0.7141 |
High |
0.7320 |
0.7322 |
0.0002 |
0.0% |
0.7320 |
Low |
0.7226 |
0.7289 |
0.0063 |
0.9% |
0.7138 |
Close |
0.7316 |
0.7302 |
-0.0014 |
-0.2% |
0.7316 |
Range |
0.0094 |
0.0033 |
-0.0061 |
-64.9% |
0.0182 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
465 |
895 |
430 |
92.5% |
2,448 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7403 |
0.7385 |
0.7320 |
|
R3 |
0.7370 |
0.7352 |
0.7311 |
|
R2 |
0.7337 |
0.7337 |
0.7308 |
|
R1 |
0.7319 |
0.7319 |
0.7305 |
0.7312 |
PP |
0.7304 |
0.7304 |
0.7304 |
0.7300 |
S1 |
0.7286 |
0.7286 |
0.7298 |
0.7279 |
S2 |
0.7271 |
0.7271 |
0.7295 |
|
S3 |
0.7238 |
0.7253 |
0.7292 |
|
S4 |
0.7205 |
0.7220 |
0.7283 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7804 |
0.7742 |
0.7416 |
|
R3 |
0.7622 |
0.7560 |
0.7366 |
|
R2 |
0.7440 |
0.7440 |
0.7349 |
|
R1 |
0.7378 |
0.7378 |
0.7332 |
0.7409 |
PP |
0.7258 |
0.7258 |
0.7258 |
0.7273 |
S1 |
0.7196 |
0.7196 |
0.7299 |
0.7227 |
S2 |
0.7076 |
0.7076 |
0.7282 |
|
S3 |
0.6894 |
0.7014 |
0.7265 |
|
S4 |
0.6712 |
0.6832 |
0.7215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7322 |
0.7204 |
0.0118 |
1.6% |
0.0057 |
0.8% |
83% |
True |
False |
583 |
10 |
0.7345 |
0.7111 |
0.0234 |
3.2% |
0.0065 |
0.9% |
82% |
False |
False |
481 |
20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0057 |
0.8% |
60% |
False |
False |
283 |
40 |
0.7603 |
0.7111 |
0.0493 |
6.7% |
0.0060 |
0.8% |
39% |
False |
False |
165 |
60 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0058 |
0.8% |
29% |
False |
False |
125 |
80 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
24% |
False |
False |
100 |
100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
24% |
False |
False |
80 |
120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
24% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7462 |
2.618 |
0.7408 |
1.618 |
0.7375 |
1.000 |
0.7355 |
0.618 |
0.7342 |
HIGH |
0.7322 |
0.618 |
0.7309 |
0.500 |
0.7306 |
0.382 |
0.7302 |
LOW |
0.7289 |
0.618 |
0.7269 |
1.000 |
0.7256 |
1.618 |
0.7236 |
2.618 |
0.7203 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7306 |
0.7292 |
PP |
0.7304 |
0.7283 |
S1 |
0.7303 |
0.7274 |
|