CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7644 |
0.7724 |
0.0081 |
1.1% |
0.7610 |
| High |
0.7740 |
0.7763 |
0.0023 |
0.3% |
0.7679 |
| Low |
0.7637 |
0.7708 |
0.0072 |
0.9% |
0.7590 |
| Close |
0.7727 |
0.7756 |
0.0029 |
0.4% |
0.7627 |
| Range |
0.0104 |
0.0055 |
-0.0049 |
-46.9% |
0.0090 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
102,923 |
97,619 |
-5,304 |
-5.2% |
351,702 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7887 |
0.7786 |
|
| R3 |
0.7852 |
0.7832 |
0.7771 |
|
| R2 |
0.7797 |
0.7797 |
0.7766 |
|
| R1 |
0.7777 |
0.7777 |
0.7761 |
0.7787 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7748 |
| S1 |
0.7722 |
0.7722 |
0.7751 |
0.7732 |
| S2 |
0.7687 |
0.7687 |
0.7746 |
|
| S3 |
0.7632 |
0.7667 |
0.7741 |
|
| S4 |
0.7577 |
0.7612 |
0.7726 |
|
|
| 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 |
0.7763 |
0.7587 |
0.0177 |
2.3% |
0.0067 |
0.9% |
96% |
True |
False |
85,097 |
| 10 |
0.7763 |
0.7534 |
0.0229 |
3.0% |
0.0068 |
0.9% |
97% |
True |
False |
79,220 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0068 |
0.9% |
70% |
False |
False |
84,294 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0079 |
1.0% |
47% |
False |
False |
57,261 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
47% |
False |
False |
38,236 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0075 |
1.0% |
53% |
False |
False |
28,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7997 |
|
2.618 |
0.7907 |
|
1.618 |
0.7852 |
|
1.000 |
0.7818 |
|
0.618 |
0.7797 |
|
HIGH |
0.7763 |
|
0.618 |
0.7742 |
|
0.500 |
0.7736 |
|
0.382 |
0.7729 |
|
LOW |
0.7708 |
|
0.618 |
0.7674 |
|
1.000 |
0.7653 |
|
1.618 |
0.7619 |
|
2.618 |
0.7564 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7729 |
| PP |
0.7742 |
0.7702 |
| S1 |
0.7736 |
0.7675 |
|