CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7663 |
0.0010 |
0.1% |
0.7640 |
| High |
0.7671 |
0.7679 |
0.0008 |
0.1% |
0.7667 |
| Low |
0.7608 |
0.7603 |
-0.0005 |
-0.1% |
0.7534 |
| Close |
0.7666 |
0.7608 |
-0.0059 |
-0.8% |
0.7619 |
| Range |
0.0064 |
0.0077 |
0.0013 |
20.5% |
0.0133 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
75,634 |
85,434 |
9,800 |
13.0% |
334,239 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7810 |
0.7650 |
|
| R3 |
0.7783 |
0.7733 |
0.7629 |
|
| R2 |
0.7706 |
0.7706 |
0.7622 |
|
| R1 |
0.7657 |
0.7657 |
0.7615 |
0.7643 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7623 |
| S1 |
0.7580 |
0.7580 |
0.7600 |
0.7567 |
| S2 |
0.7553 |
0.7553 |
0.7593 |
|
| S3 |
0.7477 |
0.7504 |
0.7586 |
|
| S4 |
0.7400 |
0.7427 |
0.7565 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7944 |
0.7691 |
|
| R3 |
0.7871 |
0.7811 |
0.7655 |
|
| R2 |
0.7739 |
0.7739 |
0.7643 |
|
| R1 |
0.7679 |
0.7679 |
0.7631 |
0.7643 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7588 |
| S1 |
0.7546 |
0.7546 |
0.7606 |
0.7510 |
| S2 |
0.7474 |
0.7474 |
0.7594 |
|
| S3 |
0.7341 |
0.7414 |
0.7582 |
|
| S4 |
0.7209 |
0.7281 |
0.7546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7679 |
0.7534 |
0.0145 |
1.9% |
0.0068 |
0.9% |
51% |
True |
False |
77,771 |
| 10 |
0.7679 |
0.7534 |
0.0145 |
1.9% |
0.0063 |
0.8% |
51% |
True |
False |
80,754 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0071 |
0.9% |
23% |
False |
False |
85,876 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0077 |
1.0% |
15% |
False |
False |
45,074 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0076 |
1.0% |
15% |
False |
False |
30,099 |
| 80 |
0.8009 |
0.7446 |
0.0563 |
7.4% |
0.0074 |
1.0% |
29% |
False |
False |
22,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8004 |
|
2.618 |
0.7879 |
|
1.618 |
0.7803 |
|
1.000 |
0.7756 |
|
0.618 |
0.7726 |
|
HIGH |
0.7679 |
|
0.618 |
0.7650 |
|
0.500 |
0.7641 |
|
0.382 |
0.7632 |
|
LOW |
0.7603 |
|
0.618 |
0.7555 |
|
1.000 |
0.7526 |
|
1.618 |
0.7479 |
|
2.618 |
0.7402 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7640 |
| PP |
0.7630 |
0.7629 |
| S1 |
0.7619 |
0.7618 |
|