CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7754 |
0.0030 |
0.4% |
0.7623 |
| High |
0.7763 |
0.7761 |
-0.0002 |
0.0% |
0.7763 |
| Low |
0.7708 |
0.7726 |
0.0018 |
0.2% |
0.7587 |
| Close |
0.7756 |
0.7735 |
-0.0022 |
-0.3% |
0.7735 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.4% |
0.0177 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
97,619 |
67,925 |
-29,694 |
-30.4% |
411,986 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7846 |
0.7825 |
0.7754 |
|
| R3 |
0.7811 |
0.7790 |
0.7744 |
|
| R2 |
0.7776 |
0.7776 |
0.7741 |
|
| R1 |
0.7755 |
0.7755 |
0.7738 |
0.7748 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7737 |
| S1 |
0.7720 |
0.7720 |
0.7731 |
0.7713 |
| S2 |
0.7706 |
0.7706 |
0.7728 |
|
| S3 |
0.7671 |
0.7685 |
0.7725 |
|
| S4 |
0.7636 |
0.7650 |
0.7715 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8224 |
0.8156 |
0.7832 |
|
| R3 |
0.8048 |
0.7979 |
0.7783 |
|
| R2 |
0.7871 |
0.7871 |
0.7767 |
|
| R1 |
0.7803 |
0.7803 |
0.7751 |
0.7837 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7712 |
| S1 |
0.7626 |
0.7626 |
0.7718 |
0.7661 |
| S2 |
0.7518 |
0.7518 |
0.7702 |
|
| S3 |
0.7342 |
0.7450 |
0.7686 |
|
| S4 |
0.7165 |
0.7273 |
0.7637 |
|
|
| 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% |
0.0060 |
0.8% |
84% |
False |
False |
82,397 |
| 10 |
0.7763 |
0.7587 |
0.0177 |
2.3% |
0.0063 |
0.8% |
84% |
False |
False |
76,368 |
| 20 |
0.7775 |
0.7534 |
0.0241 |
3.1% |
0.0065 |
0.8% |
83% |
False |
False |
81,435 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0079 |
1.0% |
42% |
False |
False |
58,952 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
42% |
False |
False |
39,366 |
| 80 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0075 |
1.0% |
49% |
False |
False |
29,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7910 |
|
2.618 |
0.7853 |
|
1.618 |
0.7818 |
|
1.000 |
0.7796 |
|
0.618 |
0.7783 |
|
HIGH |
0.7761 |
|
0.618 |
0.7748 |
|
0.500 |
0.7744 |
|
0.382 |
0.7739 |
|
LOW |
0.7726 |
|
0.618 |
0.7704 |
|
1.000 |
0.7691 |
|
1.618 |
0.7669 |
|
2.618 |
0.7634 |
|
4.250 |
0.7577 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7723 |
| PP |
0.7741 |
0.7711 |
| S1 |
0.7738 |
0.7700 |
|