CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7372 |
0.0053 |
0.7% |
0.7141 |
| High |
0.7387 |
0.7414 |
0.0027 |
0.4% |
0.7320 |
| Low |
0.7312 |
0.7360 |
0.0048 |
0.7% |
0.7138 |
| Close |
0.7378 |
0.7407 |
0.0030 |
0.4% |
0.7316 |
| Range |
0.0075 |
0.0054 |
-0.0022 |
-28.7% |
0.0182 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1,865 |
1,249 |
-616 |
-33.0% |
2,448 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7534 |
0.7436 |
|
| R3 |
0.7501 |
0.7481 |
0.7422 |
|
| R2 |
0.7447 |
0.7447 |
0.7417 |
|
| R1 |
0.7427 |
0.7427 |
0.7412 |
0.7437 |
| PP |
0.7394 |
0.7394 |
0.7394 |
0.7399 |
| S1 |
0.7374 |
0.7374 |
0.7402 |
0.7384 |
| S2 |
0.7340 |
0.7340 |
0.7397 |
|
| S3 |
0.7287 |
0.7320 |
0.7392 |
|
| S4 |
0.7233 |
0.7267 |
0.7378 |
|
|
| 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 |
0.7414 |
0.7226 |
0.0188 |
2.5% |
0.0062 |
0.8% |
97% |
True |
False |
1,105 |
| 10 |
0.7414 |
0.7111 |
0.0303 |
4.1% |
0.0060 |
0.8% |
98% |
True |
False |
780 |
| 20 |
0.7414 |
0.7111 |
0.0303 |
4.1% |
0.0059 |
0.8% |
98% |
True |
False |
480 |
| 40 |
0.7507 |
0.7111 |
0.0397 |
5.4% |
0.0058 |
0.8% |
75% |
False |
False |
264 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.0% |
0.0060 |
0.8% |
44% |
False |
False |
191 |
| 80 |
0.7852 |
0.7111 |
0.0741 |
10.0% |
0.0059 |
0.8% |
40% |
False |
False |
151 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
38% |
False |
False |
122 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
38% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7641 |
|
2.618 |
0.7554 |
|
1.618 |
0.7500 |
|
1.000 |
0.7467 |
|
0.618 |
0.7447 |
|
HIGH |
0.7414 |
|
0.618 |
0.7393 |
|
0.500 |
0.7387 |
|
0.382 |
0.7380 |
|
LOW |
0.7360 |
|
0.618 |
0.7327 |
|
1.000 |
0.7307 |
|
1.618 |
0.7273 |
|
2.618 |
0.7220 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7400 |
0.7389 |
| PP |
0.7394 |
0.7371 |
| S1 |
0.7387 |
0.7353 |
|