CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7716 |
-0.0054 |
-0.7% |
0.7748 |
| High |
0.7786 |
0.7769 |
-0.0017 |
-0.2% |
0.7820 |
| Low |
0.7698 |
0.7708 |
0.0010 |
0.1% |
0.7698 |
| Close |
0.7706 |
0.7768 |
0.0062 |
0.8% |
0.7706 |
| Range |
0.0088 |
0.0061 |
-0.0027 |
-30.7% |
0.0123 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
91,766 |
79,541 |
-12,225 |
-13.3% |
431,828 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7910 |
0.7801 |
|
| R3 |
0.7870 |
0.7849 |
0.7784 |
|
| R2 |
0.7809 |
0.7809 |
0.7779 |
|
| R1 |
0.7788 |
0.7788 |
0.7773 |
0.7799 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7753 |
| S1 |
0.7727 |
0.7727 |
0.7762 |
0.7738 |
| S2 |
0.7687 |
0.7687 |
0.7756 |
|
| S3 |
0.7626 |
0.7666 |
0.7751 |
|
| S4 |
0.7565 |
0.7605 |
0.7734 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8030 |
0.7773 |
|
| R3 |
0.7986 |
0.7907 |
0.7740 |
|
| R2 |
0.7864 |
0.7864 |
0.7728 |
|
| R1 |
0.7785 |
0.7785 |
0.7717 |
0.7763 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7730 |
| S1 |
0.7662 |
0.7662 |
0.7695 |
0.7641 |
| S2 |
0.7619 |
0.7619 |
0.7684 |
|
| S3 |
0.7496 |
0.7540 |
0.7672 |
|
| S4 |
0.7374 |
0.7417 |
0.7639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7820 |
0.7698 |
0.0123 |
1.6% |
0.0067 |
0.9% |
57% |
False |
False |
86,113 |
| 10 |
0.7820 |
0.7693 |
0.0128 |
1.6% |
0.0071 |
0.9% |
59% |
False |
False |
85,438 |
| 20 |
0.7820 |
0.7587 |
0.0234 |
3.0% |
0.0068 |
0.9% |
78% |
False |
False |
82,673 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0071 |
0.9% |
73% |
False |
False |
81,429 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
49% |
False |
False |
54,928 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
49% |
False |
False |
41,231 |
| 100 |
0.8009 |
0.7413 |
0.0596 |
7.7% |
0.0072 |
0.9% |
60% |
False |
False |
33,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8028 |
|
2.618 |
0.7928 |
|
1.618 |
0.7867 |
|
1.000 |
0.7830 |
|
0.618 |
0.7806 |
|
HIGH |
0.7769 |
|
0.618 |
0.7745 |
|
0.500 |
0.7738 |
|
0.382 |
0.7731 |
|
LOW |
0.7708 |
|
0.618 |
0.7670 |
|
1.000 |
0.7647 |
|
1.618 |
0.7609 |
|
2.618 |
0.7548 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7758 |
0.7765 |
| PP |
0.7748 |
0.7762 |
| S1 |
0.7738 |
0.7759 |
|