CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7407 |
0.0036 |
0.5% |
0.7319 |
| High |
0.7414 |
0.7482 |
0.0069 |
0.9% |
0.7482 |
| Low |
0.7360 |
0.7400 |
0.0040 |
0.5% |
0.7289 |
| Close |
0.7407 |
0.7462 |
0.0055 |
0.7% |
0.7462 |
| Range |
0.0054 |
0.0082 |
0.0029 |
53.3% |
0.0193 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,249 |
5,806 |
4,557 |
364.9% |
10,868 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7660 |
0.7507 |
|
| R3 |
0.7612 |
0.7578 |
0.7485 |
|
| R2 |
0.7530 |
0.7530 |
0.7477 |
|
| R1 |
0.7496 |
0.7496 |
0.7470 |
0.7513 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7457 |
| S1 |
0.7414 |
0.7414 |
0.7454 |
0.7431 |
| S2 |
0.7366 |
0.7366 |
0.7447 |
|
| S3 |
0.7284 |
0.7332 |
0.7439 |
|
| S4 |
0.7202 |
0.7250 |
0.7417 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7919 |
0.7568 |
|
| R3 |
0.7797 |
0.7726 |
0.7515 |
|
| R2 |
0.7604 |
0.7604 |
0.7497 |
|
| R1 |
0.7533 |
0.7533 |
0.7480 |
0.7569 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7429 |
| S1 |
0.7340 |
0.7340 |
0.7444 |
0.7376 |
| S2 |
0.7218 |
0.7218 |
0.7427 |
|
| S3 |
0.7025 |
0.7147 |
0.7409 |
|
| S4 |
0.6832 |
0.6954 |
0.7356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7482 |
0.7289 |
0.0193 |
2.6% |
0.0059 |
0.8% |
90% |
True |
False |
2,173 |
| 10 |
0.7482 |
0.7138 |
0.0344 |
4.6% |
0.0063 |
0.8% |
94% |
True |
False |
1,331 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0060 |
0.8% |
95% |
True |
False |
762 |
| 40 |
0.7507 |
0.7111 |
0.0397 |
5.3% |
0.0058 |
0.8% |
89% |
False |
False |
409 |
| 60 |
0.7779 |
0.7111 |
0.0669 |
9.0% |
0.0060 |
0.8% |
53% |
False |
False |
287 |
| 80 |
0.7818 |
0.7111 |
0.0708 |
9.5% |
0.0058 |
0.8% |
50% |
False |
False |
224 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.5% |
0.0059 |
0.8% |
45% |
False |
False |
180 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.5% |
0.0059 |
0.8% |
45% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7831 |
|
2.618 |
0.7697 |
|
1.618 |
0.7615 |
|
1.000 |
0.7564 |
|
0.618 |
0.7533 |
|
HIGH |
0.7482 |
|
0.618 |
0.7451 |
|
0.500 |
0.7441 |
|
0.382 |
0.7431 |
|
LOW |
0.7400 |
|
0.618 |
0.7349 |
|
1.000 |
0.7318 |
|
1.618 |
0.7267 |
|
2.618 |
0.7185 |
|
4.250 |
0.7052 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7440 |
| PP |
0.7448 |
0.7419 |
| S1 |
0.7441 |
0.7397 |
|