CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7623 |
-0.0032 |
-0.4% |
0.7610 |
| High |
0.7663 |
0.7638 |
-0.0026 |
-0.3% |
0.7679 |
| Low |
0.7590 |
0.7597 |
0.0008 |
0.1% |
0.7590 |
| Close |
0.7627 |
0.7618 |
-0.0010 |
-0.1% |
0.7627 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.9% |
0.0090 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
81,425 |
62,766 |
-18,659 |
-22.9% |
351,702 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7719 |
0.7640 |
|
| R3 |
0.7698 |
0.7678 |
0.7629 |
|
| R2 |
0.7658 |
0.7658 |
0.7625 |
|
| R1 |
0.7638 |
0.7638 |
0.7621 |
0.7628 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7612 |
| S1 |
0.7597 |
0.7597 |
0.7614 |
0.7587 |
| S2 |
0.7577 |
0.7577 |
0.7610 |
|
| S3 |
0.7536 |
0.7557 |
0.7606 |
|
| S4 |
0.7496 |
0.7516 |
0.7595 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7853 |
0.7676 |
|
| R3 |
0.7811 |
0.7764 |
0.7652 |
|
| R2 |
0.7721 |
0.7721 |
0.7643 |
|
| R1 |
0.7674 |
0.7674 |
0.7635 |
0.7698 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7644 |
| S1 |
0.7585 |
0.7585 |
0.7619 |
0.7608 |
| S2 |
0.7542 |
0.7542 |
0.7611 |
|
| S3 |
0.7453 |
0.7495 |
0.7602 |
|
| S4 |
0.7363 |
0.7406 |
0.7578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7679 |
0.7590 |
0.0090 |
1.2% |
0.0062 |
0.8% |
31% |
False |
False |
73,732 |
| 10 |
0.7679 |
0.7534 |
0.0145 |
1.9% |
0.0063 |
0.8% |
58% |
False |
False |
74,870 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0068 |
0.9% |
26% |
False |
False |
82,397 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0078 |
1.0% |
18% |
False |
False |
50,253 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0075 |
1.0% |
18% |
False |
False |
33,556 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
7.0% |
0.0074 |
1.0% |
27% |
False |
False |
25,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7810 |
|
2.618 |
0.7744 |
|
1.618 |
0.7703 |
|
1.000 |
0.7678 |
|
0.618 |
0.7663 |
|
HIGH |
0.7638 |
|
0.618 |
0.7622 |
|
0.500 |
0.7617 |
|
0.382 |
0.7612 |
|
LOW |
0.7597 |
|
0.618 |
0.7572 |
|
1.000 |
0.7557 |
|
1.618 |
0.7531 |
|
2.618 |
0.7491 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7626 |
| PP |
0.7617 |
0.7623 |
| S1 |
0.7617 |
0.7620 |
|