CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7393 |
0.7371 |
-0.0022 |
-0.3% |
0.7319 |
| High |
0.7407 |
0.7397 |
-0.0011 |
-0.1% |
0.7482 |
| Low |
0.7348 |
0.7350 |
0.0002 |
0.0% |
0.7289 |
| Close |
0.7378 |
0.7374 |
-0.0004 |
0.0% |
0.7462 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.0% |
0.0193 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
137,264 |
75,897 |
-61,367 |
-44.7% |
10,868 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7514 |
0.7491 |
0.7400 |
|
| R3 |
0.7467 |
0.7444 |
0.7387 |
|
| R2 |
0.7420 |
0.7420 |
0.7383 |
|
| R1 |
0.7397 |
0.7397 |
0.7378 |
0.7409 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7379 |
| S1 |
0.7350 |
0.7350 |
0.7370 |
0.7362 |
| S2 |
0.7326 |
0.7326 |
0.7365 |
|
| S3 |
0.7279 |
0.7303 |
0.7361 |
|
| S4 |
0.7232 |
0.7256 |
0.7348 |
|
|
| 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 |
0.7348 |
0.0135 |
1.8% |
0.0067 |
0.9% |
20% |
False |
False |
50,875 |
| 10 |
0.7482 |
0.7226 |
0.0256 |
3.5% |
0.0063 |
0.9% |
58% |
False |
False |
25,893 |
| 20 |
0.7482 |
0.7111 |
0.0372 |
5.0% |
0.0063 |
0.9% |
71% |
False |
False |
13,112 |
| 40 |
0.7491 |
0.7111 |
0.0381 |
5.2% |
0.0059 |
0.8% |
69% |
False |
False |
6,588 |
| 60 |
0.7719 |
0.7111 |
0.0608 |
8.2% |
0.0061 |
0.8% |
43% |
False |
False |
4,409 |
| 80 |
0.7818 |
0.7111 |
0.0708 |
9.6% |
0.0059 |
0.8% |
37% |
False |
False |
3,315 |
| 100 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0060 |
0.8% |
34% |
False |
False |
2,653 |
| 120 |
0.7895 |
0.7111 |
0.0785 |
10.6% |
0.0059 |
0.8% |
34% |
False |
False |
2,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7520 |
|
1.618 |
0.7473 |
|
1.000 |
0.7444 |
|
0.618 |
0.7426 |
|
HIGH |
0.7397 |
|
0.618 |
0.7379 |
|
0.500 |
0.7373 |
|
0.382 |
0.7367 |
|
LOW |
0.7350 |
|
0.618 |
0.7320 |
|
1.000 |
0.7303 |
|
1.618 |
0.7273 |
|
2.618 |
0.7226 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7410 |
| PP |
0.7373 |
0.7398 |
| S1 |
0.7373 |
0.7386 |
|