CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7792 |
0.0022 |
0.3% |
0.7730 |
| High |
0.7803 |
0.7820 |
0.0018 |
0.2% |
0.7818 |
| Low |
0.7727 |
0.7752 |
0.0025 |
0.3% |
0.7693 |
| Close |
0.7796 |
0.7777 |
-0.0020 |
-0.3% |
0.7758 |
| Range |
0.0076 |
0.0069 |
-0.0007 |
-9.3% |
0.0125 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
96,257 |
91,756 |
-4,501 |
-4.7% |
424,225 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7951 |
0.7814 |
|
| R3 |
0.7920 |
0.7882 |
0.7795 |
|
| R2 |
0.7851 |
0.7851 |
0.7789 |
|
| R1 |
0.7814 |
0.7814 |
0.7783 |
0.7798 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7775 |
| S1 |
0.7745 |
0.7745 |
0.7770 |
0.7730 |
| S2 |
0.7714 |
0.7714 |
0.7764 |
|
| S3 |
0.7646 |
0.7677 |
0.7758 |
|
| S4 |
0.7577 |
0.7608 |
0.7739 |
|
|
| 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 |
0.7820 |
0.7702 |
0.0119 |
1.5% |
0.0064 |
0.8% |
63% |
True |
False |
81,511 |
| 10 |
0.7820 |
0.7693 |
0.0128 |
1.6% |
0.0068 |
0.9% |
66% |
True |
False |
83,221 |
| 20 |
0.7820 |
0.7534 |
0.0286 |
3.7% |
0.0068 |
0.9% |
85% |
True |
False |
81,220 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0072 |
0.9% |
76% |
False |
False |
77,475 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
51% |
False |
False |
52,076 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
51% |
False |
False |
39,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8111 |
|
2.618 |
0.7999 |
|
1.618 |
0.7931 |
|
1.000 |
0.7889 |
|
0.618 |
0.7862 |
|
HIGH |
0.7820 |
|
0.618 |
0.7794 |
|
0.500 |
0.7786 |
|
0.382 |
0.7778 |
|
LOW |
0.7752 |
|
0.618 |
0.7709 |
|
1.000 |
0.7683 |
|
1.618 |
0.7641 |
|
2.618 |
0.7572 |
|
4.250 |
0.7460 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7776 |
| PP |
0.7783 |
0.7775 |
| S1 |
0.7780 |
0.7774 |
|