CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7300 |
0.7319 |
0.0019 |
0.3% |
0.7141 |
| High |
0.7345 |
0.7387 |
0.0043 |
0.6% |
0.7320 |
| Low |
0.7292 |
0.7312 |
0.0020 |
0.3% |
0.7138 |
| Close |
0.7324 |
0.7378 |
0.0054 |
0.7% |
0.7316 |
| Range |
0.0053 |
0.0075 |
0.0023 |
42.9% |
0.0182 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,053 |
1,865 |
812 |
77.1% |
2,448 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7556 |
0.7419 |
|
| R3 |
0.7509 |
0.7481 |
0.7398 |
|
| R2 |
0.7434 |
0.7434 |
0.7391 |
|
| R1 |
0.7406 |
0.7406 |
0.7384 |
0.7420 |
| PP |
0.7359 |
0.7359 |
0.7359 |
0.7366 |
| S1 |
0.7331 |
0.7331 |
0.7371 |
0.7345 |
| S2 |
0.7284 |
0.7284 |
0.7364 |
|
| S3 |
0.7209 |
0.7256 |
0.7357 |
|
| S4 |
0.7134 |
0.7181 |
0.7336 |
|
|
| 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 |
0.7387 |
0.7226 |
0.0161 |
2.2% |
0.0060 |
0.8% |
94% |
True |
False |
912 |
| 10 |
0.7387 |
0.7111 |
0.0277 |
3.7% |
0.0064 |
0.9% |
97% |
True |
False |
705 |
| 20 |
0.7419 |
0.7111 |
0.0309 |
4.2% |
0.0058 |
0.8% |
87% |
False |
False |
420 |
| 40 |
0.7507 |
0.7111 |
0.0397 |
5.4% |
0.0059 |
0.8% |
67% |
False |
False |
234 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.1% |
0.0060 |
0.8% |
40% |
False |
False |
171 |
| 80 |
0.7859 |
0.7111 |
0.0748 |
10.1% |
0.0059 |
0.8% |
36% |
False |
False |
136 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
34% |
False |
False |
110 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
34% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7583 |
|
1.618 |
0.7508 |
|
1.000 |
0.7462 |
|
0.618 |
0.7433 |
|
HIGH |
0.7387 |
|
0.618 |
0.7358 |
|
0.500 |
0.7350 |
|
0.382 |
0.7341 |
|
LOW |
0.7312 |
|
0.618 |
0.7266 |
|
1.000 |
0.7237 |
|
1.618 |
0.7191 |
|
2.618 |
0.7116 |
|
4.250 |
0.6993 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7364 |
| PP |
0.7359 |
0.7351 |
| S1 |
0.7350 |
0.7338 |
|