CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7623 |
0.7624 |
0.0001 |
0.0% |
0.7610 |
| High |
0.7638 |
0.7651 |
0.0014 |
0.2% |
0.7679 |
| Low |
0.7597 |
0.7587 |
-0.0011 |
-0.1% |
0.7590 |
| Close |
0.7618 |
0.7645 |
0.0027 |
0.4% |
0.7627 |
| Range |
0.0041 |
0.0065 |
0.0024 |
59.3% |
0.0090 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
62,766 |
80,753 |
17,987 |
28.7% |
351,702 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7797 |
0.7680 |
|
| R3 |
0.7756 |
0.7733 |
0.7662 |
|
| R2 |
0.7692 |
0.7692 |
0.7656 |
|
| R1 |
0.7668 |
0.7668 |
0.7650 |
0.7680 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7633 |
| S1 |
0.7604 |
0.7604 |
0.7639 |
0.7616 |
| S2 |
0.7563 |
0.7563 |
0.7633 |
|
| S3 |
0.7498 |
0.7539 |
0.7627 |
|
| S4 |
0.7434 |
0.7475 |
0.7609 |
|
|
| 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 |
0.7587 |
0.0093 |
1.2% |
0.0062 |
0.8% |
63% |
False |
True |
74,756 |
| 10 |
0.7679 |
0.7534 |
0.0145 |
1.9% |
0.0065 |
0.9% |
76% |
False |
False |
75,644 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0068 |
0.9% |
35% |
False |
False |
82,985 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0078 |
1.0% |
23% |
False |
False |
52,261 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0075 |
1.0% |
23% |
False |
False |
34,900 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
7.0% |
0.0074 |
1.0% |
32% |
False |
False |
26,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7820 |
|
1.618 |
0.7755 |
|
1.000 |
0.7716 |
|
0.618 |
0.7691 |
|
HIGH |
0.7651 |
|
0.618 |
0.7626 |
|
0.500 |
0.7619 |
|
0.382 |
0.7611 |
|
LOW |
0.7587 |
|
0.618 |
0.7547 |
|
1.000 |
0.7522 |
|
1.618 |
0.7482 |
|
2.618 |
0.7418 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7638 |
| PP |
0.7627 |
0.7631 |
| S1 |
0.7619 |
0.7625 |
|