CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7712 |
-0.0042 |
-0.5% |
0.7730 |
| High |
0.7766 |
0.7763 |
-0.0004 |
0.0% |
0.7818 |
| Low |
0.7693 |
0.7702 |
0.0009 |
0.1% |
0.7693 |
| Close |
0.7710 |
0.7758 |
0.0048 |
0.6% |
0.7758 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.0% |
0.0125 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
91,951 |
67,496 |
-24,455 |
-26.6% |
424,225 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7902 |
0.7791 |
|
| R3 |
0.7863 |
0.7841 |
0.7774 |
|
| R2 |
0.7802 |
0.7802 |
0.7769 |
|
| R1 |
0.7780 |
0.7780 |
0.7763 |
0.7791 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7746 |
| S1 |
0.7719 |
0.7719 |
0.7752 |
0.7730 |
| S2 |
0.7680 |
0.7680 |
0.7746 |
|
| S3 |
0.7619 |
0.7658 |
0.7741 |
|
| S4 |
0.7558 |
0.7597 |
0.7724 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8131 |
0.8069 |
0.7826 |
|
| R3 |
0.8006 |
0.7944 |
0.7792 |
|
| R2 |
0.7881 |
0.7881 |
0.7780 |
|
| R1 |
0.7819 |
0.7819 |
0.7769 |
0.7850 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7771 |
| S1 |
0.7694 |
0.7694 |
0.7746 |
0.7725 |
| S2 |
0.7631 |
0.7631 |
0.7735 |
|
| S3 |
0.7506 |
0.7569 |
0.7723 |
|
| S4 |
0.7381 |
0.7444 |
0.7689 |
|
|
| 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% |
0.0077 |
1.0% |
52% |
False |
False |
84,845 |
| 10 |
0.7818 |
0.7587 |
0.0231 |
3.0% |
0.0068 |
0.9% |
74% |
False |
False |
83,621 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.7% |
0.0067 |
0.9% |
79% |
False |
False |
79,985 |
| 40 |
0.7885 |
0.7534 |
0.0351 |
4.5% |
0.0077 |
1.0% |
64% |
False |
False |
69,348 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
47% |
False |
False |
46,424 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
47% |
False |
False |
34,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7922 |
|
1.618 |
0.7861 |
|
1.000 |
0.7824 |
|
0.618 |
0.7800 |
|
HIGH |
0.7763 |
|
0.618 |
0.7739 |
|
0.500 |
0.7732 |
|
0.382 |
0.7725 |
|
LOW |
0.7702 |
|
0.618 |
0.7664 |
|
1.000 |
0.7641 |
|
1.618 |
0.7603 |
|
2.618 |
0.7542 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7748 |
| PP |
0.7741 |
0.7739 |
| S1 |
0.7732 |
0.7729 |
|