CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7730 |
0.7757 |
0.0027 |
0.3% |
0.7623 |
| High |
0.7787 |
0.7818 |
0.0031 |
0.4% |
0.7763 |
| Low |
0.7708 |
0.7711 |
0.0003 |
0.0% |
0.7587 |
| Close |
0.7762 |
0.7717 |
-0.0045 |
-0.6% |
0.7735 |
| Range |
0.0079 |
0.0107 |
0.0028 |
35.7% |
0.0177 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
3.8% |
0.0000 |
| Volume |
81,208 |
96,556 |
15,348 |
18.9% |
411,986 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.7999 |
0.7775 |
|
| R3 |
0.7961 |
0.7892 |
0.7746 |
|
| R2 |
0.7855 |
0.7855 |
0.7736 |
|
| R1 |
0.7786 |
0.7786 |
0.7726 |
0.7767 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7739 |
| S1 |
0.7679 |
0.7679 |
0.7707 |
0.7661 |
| S2 |
0.7642 |
0.7642 |
0.7697 |
|
| S3 |
0.7535 |
0.7573 |
0.7687 |
|
| S4 |
0.7429 |
0.7466 |
0.7658 |
|
|
| 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 |
0.7818 |
0.7637 |
0.0181 |
2.3% |
0.0076 |
1.0% |
44% |
True |
False |
89,246 |
| 10 |
0.7818 |
0.7587 |
0.0231 |
3.0% |
0.0069 |
0.9% |
56% |
True |
False |
82,001 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.7% |
0.0069 |
0.9% |
64% |
True |
False |
82,514 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0079 |
1.0% |
38% |
False |
False |
63,339 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
38% |
False |
False |
42,325 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
38% |
False |
False |
31,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8096 |
|
1.618 |
0.7990 |
|
1.000 |
0.7924 |
|
0.618 |
0.7883 |
|
HIGH |
0.7818 |
|
0.618 |
0.7777 |
|
0.500 |
0.7764 |
|
0.382 |
0.7752 |
|
LOW |
0.7711 |
|
0.618 |
0.7645 |
|
1.000 |
0.7605 |
|
1.618 |
0.7539 |
|
2.618 |
0.7432 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7763 |
| PP |
0.7748 |
0.7747 |
| S1 |
0.7732 |
0.7732 |
|