CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7300 |
-0.0019 |
-0.3% |
0.7141 |
| High |
0.7322 |
0.7345 |
0.0023 |
0.3% |
0.7320 |
| Low |
0.7289 |
0.7292 |
0.0003 |
0.0% |
0.7138 |
| Close |
0.7302 |
0.7324 |
0.0023 |
0.3% |
0.7316 |
| Range |
0.0033 |
0.0053 |
0.0020 |
59.1% |
0.0182 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
895 |
1,053 |
158 |
17.7% |
2,448 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7453 |
0.7353 |
|
| R3 |
0.7425 |
0.7401 |
0.7338 |
|
| R2 |
0.7373 |
0.7373 |
0.7334 |
|
| R1 |
0.7348 |
0.7348 |
0.7329 |
0.7361 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7326 |
| S1 |
0.7296 |
0.7296 |
0.7319 |
0.7308 |
| S2 |
0.7268 |
0.7268 |
0.7314 |
|
| S3 |
0.7215 |
0.7243 |
0.7310 |
|
| S4 |
0.7163 |
0.7191 |
0.7295 |
|
|
| 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 |
0.7345 |
0.7226 |
0.0119 |
1.6% |
0.0053 |
0.7% |
83% |
True |
False |
628 |
| 10 |
0.7345 |
0.7111 |
0.0234 |
3.2% |
0.0061 |
0.8% |
91% |
True |
False |
549 |
| 20 |
0.7430 |
0.7111 |
0.0319 |
4.4% |
0.0057 |
0.8% |
67% |
False |
False |
333 |
| 40 |
0.7537 |
0.7111 |
0.0427 |
5.8% |
0.0058 |
0.8% |
50% |
False |
False |
189 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.1% |
0.0059 |
0.8% |
32% |
False |
False |
141 |
| 80 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0058 |
0.8% |
27% |
False |
False |
113 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
27% |
False |
False |
91 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.7% |
0.0059 |
0.8% |
27% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7568 |
|
2.618 |
0.7482 |
|
1.618 |
0.7429 |
|
1.000 |
0.7397 |
|
0.618 |
0.7377 |
|
HIGH |
0.7345 |
|
0.618 |
0.7324 |
|
0.500 |
0.7318 |
|
0.382 |
0.7312 |
|
LOW |
0.7292 |
|
0.618 |
0.7260 |
|
1.000 |
0.7240 |
|
1.618 |
0.7207 |
|
2.618 |
0.7155 |
|
4.250 |
0.7069 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7311 |
| PP |
0.7320 |
0.7298 |
| S1 |
0.7318 |
0.7285 |
|