CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7460 |
0.0053 |
0.7% |
0.7319 |
| High |
0.7482 |
0.7472 |
-0.0011 |
-0.1% |
0.7482 |
| Low |
0.7400 |
0.7379 |
-0.0022 |
-0.3% |
0.7289 |
| Close |
0.7462 |
0.7393 |
-0.0070 |
-0.9% |
0.7462 |
| Range |
0.0082 |
0.0093 |
0.0011 |
13.4% |
0.0193 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.8% |
0.0000 |
| Volume |
5,806 |
34,162 |
28,356 |
488.4% |
10,868 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7636 |
0.7444 |
|
| R3 |
0.7600 |
0.7543 |
0.7418 |
|
| R2 |
0.7507 |
0.7507 |
0.7410 |
|
| R1 |
0.7450 |
0.7450 |
0.7401 |
0.7432 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7405 |
| S1 |
0.7357 |
0.7357 |
0.7384 |
0.7339 |
| S2 |
0.7321 |
0.7321 |
0.7375 |
|
| S3 |
0.7228 |
0.7264 |
0.7367 |
|
| S4 |
0.7135 |
0.7171 |
0.7341 |
|
|
| 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 |
0.7292 |
0.0190 |
2.6% |
0.0071 |
1.0% |
53% |
False |
False |
8,827 |
| 10 |
0.7482 |
0.7204 |
0.0278 |
3.8% |
0.0064 |
0.9% |
68% |
False |
False |
4,705 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0063 |
0.8% |
76% |
False |
False |
2,463 |
| 40 |
0.7507 |
0.7111 |
0.0397 |
5.4% |
0.0059 |
0.8% |
71% |
False |
False |
1,261 |
| 60 |
0.7729 |
0.7111 |
0.0619 |
8.4% |
0.0061 |
0.8% |
46% |
False |
False |
856 |
| 80 |
0.7818 |
0.7111 |
0.0708 |
9.6% |
0.0059 |
0.8% |
40% |
False |
False |
651 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
36% |
False |
False |
522 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
36% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7867 |
|
2.618 |
0.7715 |
|
1.618 |
0.7622 |
|
1.000 |
0.7565 |
|
0.618 |
0.7529 |
|
HIGH |
0.7472 |
|
0.618 |
0.7436 |
|
0.500 |
0.7425 |
|
0.382 |
0.7414 |
|
LOW |
0.7379 |
|
0.618 |
0.7321 |
|
1.000 |
0.7286 |
|
1.618 |
0.7228 |
|
2.618 |
0.7135 |
|
4.250 |
0.6983 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7425 |
0.7421 |
| PP |
0.7414 |
0.7412 |
| S1 |
0.7403 |
0.7402 |
|