CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7728 |
0.7754 |
0.0026 |
0.3% |
0.7623 |
| High |
0.7764 |
0.7766 |
0.0002 |
0.0% |
0.7763 |
| Low |
0.7701 |
0.7693 |
-0.0009 |
-0.1% |
0.7587 |
| Close |
0.7753 |
0.7710 |
-0.0043 |
-0.6% |
0.7735 |
| Range |
0.0063 |
0.0074 |
0.0011 |
16.7% |
0.0177 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87,014 |
91,951 |
4,937 |
5.7% |
411,986 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7943 |
0.7900 |
0.7750 |
|
| R3 |
0.7870 |
0.7827 |
0.7730 |
|
| R2 |
0.7796 |
0.7796 |
0.7723 |
|
| R1 |
0.7753 |
0.7753 |
0.7717 |
0.7738 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7715 |
| S1 |
0.7680 |
0.7680 |
0.7703 |
0.7665 |
| S2 |
0.7649 |
0.7649 |
0.7697 |
|
| S3 |
0.7576 |
0.7606 |
0.7690 |
|
| S4 |
0.7502 |
0.7533 |
0.7670 |
|
|
| 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 |
0.7693 |
0.0125 |
1.6% |
0.0071 |
0.9% |
14% |
False |
True |
84,930 |
| 10 |
0.7818 |
0.7587 |
0.0231 |
3.0% |
0.0069 |
0.9% |
53% |
False |
False |
85,014 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.7% |
0.0066 |
0.9% |
62% |
False |
False |
81,218 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0079 |
1.0% |
37% |
False |
False |
67,764 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0075 |
1.0% |
37% |
False |
False |
45,303 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0075 |
1.0% |
37% |
False |
False |
34,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.7958 |
|
1.618 |
0.7885 |
|
1.000 |
0.7840 |
|
0.618 |
0.7811 |
|
HIGH |
0.7766 |
|
0.618 |
0.7738 |
|
0.500 |
0.7729 |
|
0.382 |
0.7721 |
|
LOW |
0.7693 |
|
0.618 |
0.7647 |
|
1.000 |
0.7619 |
|
1.618 |
0.7574 |
|
2.618 |
0.7500 |
|
4.250 |
0.7380 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7729 |
0.7755 |
| PP |
0.7723 |
0.7740 |
| S1 |
0.7716 |
0.7725 |
|