CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7663 |
0.7612 |
-0.0051 |
-0.7% |
0.7640 |
| High |
0.7679 |
0.7662 |
-0.0017 |
-0.2% |
0.7667 |
| Low |
0.7603 |
0.7605 |
0.0003 |
0.0% |
0.7534 |
| Close |
0.7608 |
0.7653 |
0.0045 |
0.6% |
0.7619 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-25.5% |
0.0133 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
85,434 |
63,405 |
-22,029 |
-25.8% |
334,239 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7789 |
0.7684 |
|
| R3 |
0.7754 |
0.7732 |
0.7668 |
|
| R2 |
0.7697 |
0.7697 |
0.7663 |
|
| R1 |
0.7675 |
0.7675 |
0.7658 |
0.7686 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7645 |
| S1 |
0.7618 |
0.7618 |
0.7647 |
0.7629 |
| S2 |
0.7583 |
0.7583 |
0.7642 |
|
| S3 |
0.7526 |
0.7561 |
0.7637 |
|
| S4 |
0.7469 |
0.7504 |
0.7621 |
|
|
| 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% |
0.0070 |
0.9% |
82% |
False |
False |
73,344 |
| 10 |
0.7679 |
0.7534 |
0.0145 |
1.9% |
0.0063 |
0.8% |
82% |
False |
False |
77,423 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0070 |
0.9% |
37% |
False |
False |
84,652 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0077 |
1.0% |
25% |
False |
False |
46,657 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0075 |
1.0% |
25% |
False |
False |
31,155 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
7.0% |
0.0074 |
1.0% |
33% |
False |
False |
23,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7904 |
|
2.618 |
0.7811 |
|
1.618 |
0.7754 |
|
1.000 |
0.7719 |
|
0.618 |
0.7697 |
|
HIGH |
0.7662 |
|
0.618 |
0.7640 |
|
0.500 |
0.7634 |
|
0.382 |
0.7627 |
|
LOW |
0.7605 |
|
0.618 |
0.7570 |
|
1.000 |
0.7548 |
|
1.618 |
0.7513 |
|
2.618 |
0.7456 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7649 |
| PP |
0.7640 |
0.7645 |
| S1 |
0.7634 |
0.7641 |
|