CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7770 |
-0.0035 |
-0.4% |
0.7730 |
| High |
0.7806 |
0.7803 |
-0.0004 |
0.0% |
0.7818 |
| Low |
0.7764 |
0.7727 |
-0.0037 |
-0.5% |
0.7693 |
| Close |
0.7768 |
0.7796 |
0.0029 |
0.4% |
0.7758 |
| Range |
0.0043 |
0.0076 |
0.0033 |
77.6% |
0.0125 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.7% |
0.0000 |
| Volume |
71,247 |
96,257 |
25,010 |
35.1% |
424,225 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7974 |
0.7838 |
|
| R3 |
0.7926 |
0.7899 |
0.7817 |
|
| R2 |
0.7851 |
0.7851 |
0.7810 |
|
| R1 |
0.7823 |
0.7823 |
0.7803 |
0.7837 |
| PP |
0.7775 |
0.7775 |
0.7775 |
0.7782 |
| S1 |
0.7748 |
0.7748 |
0.7789 |
0.7762 |
| S2 |
0.7700 |
0.7700 |
0.7782 |
|
| S3 |
0.7624 |
0.7672 |
0.7775 |
|
| S4 |
0.7549 |
0.7597 |
0.7754 |
|
|
| 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 |
0.7817 |
0.7693 |
0.0125 |
1.6% |
0.0065 |
0.8% |
83% |
False |
False |
81,550 |
| 10 |
0.7818 |
0.7693 |
0.0125 |
1.6% |
0.0066 |
0.9% |
83% |
False |
False |
83,807 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.6% |
0.0067 |
0.9% |
92% |
False |
False |
80,910 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0072 |
0.9% |
82% |
False |
False |
75,284 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
55% |
False |
False |
50,552 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
55% |
False |
False |
37,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8123 |
|
2.618 |
0.8000 |
|
1.618 |
0.7925 |
|
1.000 |
0.7878 |
|
0.618 |
0.7849 |
|
HIGH |
0.7803 |
|
0.618 |
0.7774 |
|
0.500 |
0.7765 |
|
0.382 |
0.7756 |
|
LOW |
0.7727 |
|
0.618 |
0.7680 |
|
1.000 |
0.7652 |
|
1.618 |
0.7605 |
|
2.618 |
0.7529 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7788 |
| PP |
0.7775 |
0.7780 |
| S1 |
0.7765 |
0.7772 |
|