CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 14-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2021 |
14-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7644 |
0.0020 |
0.3% |
0.7610 |
| High |
0.7651 |
0.7740 |
0.0089 |
1.2% |
0.7679 |
| Low |
0.7587 |
0.7637 |
0.0050 |
0.7% |
0.7590 |
| Close |
0.7645 |
0.7727 |
0.0083 |
1.1% |
0.7627 |
| Range |
0.0065 |
0.0104 |
0.0039 |
60.5% |
0.0090 |
| ATR |
0.0070 |
0.0073 |
0.0002 |
3.4% |
0.0000 |
| Volume |
80,753 |
102,923 |
22,170 |
27.5% |
351,702 |
|
| Daily Pivots for day following 14-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7973 |
0.7784 |
|
| R3 |
0.7908 |
0.7869 |
0.7755 |
|
| R2 |
0.7805 |
0.7805 |
0.7746 |
|
| R1 |
0.7766 |
0.7766 |
0.7736 |
0.7785 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7711 |
| S1 |
0.7662 |
0.7662 |
0.7718 |
0.7682 |
| S2 |
0.7598 |
0.7598 |
0.7708 |
|
| S3 |
0.7494 |
0.7559 |
0.7699 |
|
| S4 |
0.7391 |
0.7455 |
0.7670 |
|
|
| 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 |
0.7740 |
0.7587 |
0.0154 |
2.0% |
0.0068 |
0.9% |
92% |
True |
False |
78,254 |
| 10 |
0.7740 |
0.7534 |
0.0206 |
2.7% |
0.0068 |
0.9% |
94% |
True |
False |
78,013 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0071 |
0.9% |
61% |
False |
False |
84,457 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0079 |
1.0% |
41% |
False |
False |
54,826 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
41% |
False |
False |
36,612 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0075 |
1.0% |
47% |
False |
False |
27,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8180 |
|
2.618 |
0.8011 |
|
1.618 |
0.7907 |
|
1.000 |
0.7844 |
|
0.618 |
0.7804 |
|
HIGH |
0.7740 |
|
0.618 |
0.7700 |
|
0.500 |
0.7688 |
|
0.382 |
0.7676 |
|
LOW |
0.7637 |
|
0.618 |
0.7573 |
|
1.000 |
0.7533 |
|
1.618 |
0.7469 |
|
2.618 |
0.7366 |
|
4.250 |
0.7197 |
|
|
| Fisher Pivots for day following 14-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7714 |
0.7706 |
| PP |
0.7701 |
0.7685 |
| S1 |
0.7688 |
0.7663 |
|