CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7393 |
-0.0067 |
-0.9% |
0.7319 |
| High |
0.7472 |
0.7407 |
-0.0065 |
-0.9% |
0.7482 |
| Low |
0.7379 |
0.7348 |
-0.0031 |
-0.4% |
0.7289 |
| Close |
0.7393 |
0.7378 |
-0.0015 |
-0.2% |
0.7462 |
| Range |
0.0093 |
0.0060 |
-0.0034 |
-36.0% |
0.0193 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
34,162 |
137,264 |
103,102 |
301.8% |
10,868 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7526 |
0.7410 |
|
| R3 |
0.7496 |
0.7467 |
0.7394 |
|
| R2 |
0.7437 |
0.7437 |
0.7388 |
|
| R1 |
0.7407 |
0.7407 |
0.7383 |
0.7392 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7370 |
| S1 |
0.7348 |
0.7348 |
0.7372 |
0.7333 |
| S2 |
0.7318 |
0.7318 |
0.7367 |
|
| S3 |
0.7258 |
0.7288 |
0.7361 |
|
| S4 |
0.7199 |
0.7229 |
0.7345 |
|
|
| 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 |
0.7312 |
0.0170 |
2.3% |
0.0073 |
1.0% |
39% |
False |
False |
36,069 |
| 10 |
0.7482 |
0.7226 |
0.0256 |
3.5% |
0.0063 |
0.9% |
59% |
False |
False |
18,348 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0064 |
0.9% |
72% |
False |
False |
9,319 |
| 40 |
0.7491 |
0.7111 |
0.0381 |
5.2% |
0.0059 |
0.8% |
70% |
False |
False |
4,691 |
| 60 |
0.7721 |
0.7111 |
0.0610 |
8.3% |
0.0061 |
0.8% |
44% |
False |
False |
3,144 |
| 80 |
0.7818 |
0.7111 |
0.0708 |
9.6% |
0.0059 |
0.8% |
38% |
False |
False |
2,366 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0060 |
0.8% |
34% |
False |
False |
1,894 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
34% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7660 |
|
2.618 |
0.7563 |
|
1.618 |
0.7503 |
|
1.000 |
0.7467 |
|
0.618 |
0.7444 |
|
HIGH |
0.7407 |
|
0.618 |
0.7384 |
|
0.500 |
0.7377 |
|
0.382 |
0.7370 |
|
LOW |
0.7348 |
|
0.618 |
0.7311 |
|
1.000 |
0.7288 |
|
1.618 |
0.7251 |
|
2.618 |
0.7192 |
|
4.250 |
0.7095 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7415 |
| PP |
0.7377 |
0.7402 |
| S1 |
0.7377 |
0.7390 |
|