CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7730 |
-0.0024 |
-0.3% |
0.7623 |
| High |
0.7761 |
0.7787 |
0.0026 |
0.3% |
0.7763 |
| Low |
0.7726 |
0.7708 |
-0.0018 |
-0.2% |
0.7587 |
| Close |
0.7735 |
0.7762 |
0.0027 |
0.3% |
0.7735 |
| Range |
0.0035 |
0.0079 |
0.0044 |
124.3% |
0.0177 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
1.0% |
0.0000 |
| Volume |
67,925 |
81,208 |
13,283 |
19.6% |
411,986 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7953 |
0.7805 |
|
| R3 |
0.7909 |
0.7875 |
0.7783 |
|
| R2 |
0.7831 |
0.7831 |
0.7776 |
|
| R1 |
0.7796 |
0.7796 |
0.7769 |
0.7813 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7761 |
| S1 |
0.7718 |
0.7718 |
0.7754 |
0.7735 |
| S2 |
0.7674 |
0.7674 |
0.7747 |
|
| S3 |
0.7595 |
0.7639 |
0.7740 |
|
| S4 |
0.7517 |
0.7561 |
0.7718 |
|
|
| 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 |
0.7787 |
0.7587 |
0.0200 |
2.6% |
0.0067 |
0.9% |
88% |
True |
False |
86,085 |
| 10 |
0.7787 |
0.7587 |
0.0200 |
2.6% |
0.0065 |
0.8% |
88% |
True |
False |
79,909 |
| 20 |
0.7787 |
0.7534 |
0.0253 |
3.3% |
0.0066 |
0.9% |
90% |
True |
False |
80,864 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0078 |
1.0% |
48% |
False |
False |
60,942 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
48% |
False |
False |
40,717 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
48% |
False |
False |
30,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8120 |
|
2.618 |
0.7992 |
|
1.618 |
0.7914 |
|
1.000 |
0.7865 |
|
0.618 |
0.7835 |
|
HIGH |
0.7787 |
|
0.618 |
0.7757 |
|
0.500 |
0.7747 |
|
0.382 |
0.7738 |
|
LOW |
0.7708 |
|
0.618 |
0.7659 |
|
1.000 |
0.7630 |
|
1.618 |
0.7581 |
|
2.618 |
0.7502 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7757 |
| PP |
0.7752 |
0.7752 |
| S1 |
0.7747 |
0.7747 |
|