CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7599 |
-0.0001 |
0.0% |
0.7723 |
| High |
0.7639 |
0.7623 |
-0.0017 |
-0.2% |
0.7759 |
| Low |
0.7591 |
0.7534 |
-0.0057 |
-0.7% |
0.7566 |
| Close |
0.7602 |
0.7619 |
0.0017 |
0.2% |
0.7626 |
| Range |
0.0049 |
0.0089 |
0.0040 |
82.5% |
0.0194 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0000 |
| Volume |
85,543 |
96,443 |
10,900 |
12.7% |
438,148 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7826 |
0.7667 |
|
| R3 |
0.7769 |
0.7738 |
0.7643 |
|
| R2 |
0.7680 |
0.7680 |
0.7635 |
|
| R1 |
0.7649 |
0.7649 |
0.7627 |
0.7665 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7599 |
| S1 |
0.7561 |
0.7561 |
0.7610 |
0.7576 |
| S2 |
0.7503 |
0.7503 |
0.7602 |
|
| S3 |
0.7415 |
0.7472 |
0.7594 |
|
| S4 |
0.7326 |
0.7384 |
0.7570 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8122 |
0.7732 |
|
| R3 |
0.8037 |
0.7928 |
0.7679 |
|
| R2 |
0.7844 |
0.7844 |
0.7661 |
|
| R1 |
0.7735 |
0.7735 |
0.7643 |
0.7692 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7629 |
| S1 |
0.7541 |
0.7541 |
0.7608 |
0.7499 |
| S2 |
0.7457 |
0.7457 |
0.7590 |
|
| S3 |
0.7263 |
0.7348 |
0.7572 |
|
| S4 |
0.7070 |
0.7154 |
0.7519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7667 |
0.7534 |
0.0133 |
1.7% |
0.0065 |
0.8% |
64% |
False |
True |
82,358 |
| 10 |
0.7775 |
0.7534 |
0.0241 |
3.2% |
0.0067 |
0.9% |
35% |
False |
True |
86,502 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0076 |
1.0% |
27% |
False |
True |
78,217 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0077 |
1.0% |
18% |
False |
True |
39,913 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0077 |
1.0% |
18% |
False |
True |
26,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7999 |
|
2.618 |
0.7854 |
|
1.618 |
0.7766 |
|
1.000 |
0.7711 |
|
0.618 |
0.7677 |
|
HIGH |
0.7623 |
|
0.618 |
0.7589 |
|
0.500 |
0.7578 |
|
0.382 |
0.7568 |
|
LOW |
0.7534 |
|
0.618 |
0.7479 |
|
1.000 |
0.7446 |
|
1.618 |
0.7391 |
|
2.618 |
0.7302 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7612 |
| PP |
0.7592 |
0.7606 |
| S1 |
0.7578 |
0.7600 |
|