CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7757 |
0.7728 |
-0.0030 |
-0.4% |
0.7623 |
| High |
0.7818 |
0.7764 |
-0.0054 |
-0.7% |
0.7763 |
| Low |
0.7711 |
0.7701 |
-0.0010 |
-0.1% |
0.7587 |
| Close |
0.7717 |
0.7753 |
0.0037 |
0.5% |
0.7735 |
| Range |
0.0107 |
0.0063 |
-0.0044 |
-40.8% |
0.0177 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
96,556 |
87,014 |
-9,542 |
-9.9% |
411,986 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7904 |
0.7788 |
|
| R3 |
0.7865 |
0.7841 |
0.7770 |
|
| R2 |
0.7802 |
0.7802 |
0.7765 |
|
| R1 |
0.7778 |
0.7778 |
0.7759 |
0.7790 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7746 |
| S1 |
0.7715 |
0.7715 |
0.7747 |
0.7727 |
| S2 |
0.7676 |
0.7676 |
0.7741 |
|
| S3 |
0.7613 |
0.7652 |
0.7736 |
|
| S4 |
0.7550 |
0.7589 |
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 |
0.7818 |
0.7701 |
0.0117 |
1.5% |
0.0068 |
0.9% |
45% |
False |
True |
86,064 |
| 10 |
0.7818 |
0.7587 |
0.0231 |
3.0% |
0.0068 |
0.9% |
72% |
False |
False |
82,159 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.7% |
0.0065 |
0.8% |
77% |
False |
False |
81,456 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0079 |
1.0% |
46% |
False |
False |
65,486 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
46% |
False |
False |
43,773 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
46% |
False |
False |
32,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7929 |
|
1.618 |
0.7866 |
|
1.000 |
0.7827 |
|
0.618 |
0.7803 |
|
HIGH |
0.7764 |
|
0.618 |
0.7740 |
|
0.500 |
0.7733 |
|
0.382 |
0.7725 |
|
LOW |
0.7701 |
|
0.618 |
0.7662 |
|
1.000 |
0.7638 |
|
1.618 |
0.7599 |
|
2.618 |
0.7536 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7746 |
0.7759 |
| PP |
0.7739 |
0.7757 |
| S1 |
0.7733 |
0.7755 |
|