CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7763 |
0.0047 |
0.6% |
0.7748 |
| High |
0.7769 |
0.7765 |
-0.0004 |
0.0% |
0.7820 |
| Low |
0.7708 |
0.7676 |
-0.0032 |
-0.4% |
0.7698 |
| Close |
0.7768 |
0.7710 |
-0.0058 |
-0.7% |
0.7706 |
| Range |
0.0061 |
0.0089 |
0.0028 |
45.9% |
0.0123 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
79,541 |
98,800 |
19,259 |
24.2% |
431,828 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7984 |
0.7936 |
0.7759 |
|
| R3 |
0.7895 |
0.7847 |
0.7734 |
|
| R2 |
0.7806 |
0.7806 |
0.7726 |
|
| R1 |
0.7758 |
0.7758 |
0.7718 |
0.7738 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7707 |
| S1 |
0.7669 |
0.7669 |
0.7702 |
0.7649 |
| S2 |
0.7628 |
0.7628 |
0.7694 |
|
| S3 |
0.7539 |
0.7580 |
0.7686 |
|
| S4 |
0.7450 |
0.7491 |
0.7661 |
|
|
| 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 |
0.7676 |
0.0144 |
1.9% |
0.0076 |
1.0% |
24% |
False |
True |
91,624 |
| 10 |
0.7820 |
0.7676 |
0.0144 |
1.9% |
0.0070 |
0.9% |
24% |
False |
True |
85,663 |
| 20 |
0.7820 |
0.7587 |
0.0234 |
3.0% |
0.0069 |
0.9% |
53% |
False |
False |
83,832 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0071 |
0.9% |
55% |
False |
False |
83,511 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0074 |
1.0% |
37% |
False |
False |
56,571 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0074 |
1.0% |
37% |
False |
False |
42,465 |
| 100 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0073 |
0.9% |
47% |
False |
False |
33,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.7998 |
|
1.618 |
0.7909 |
|
1.000 |
0.7854 |
|
0.618 |
0.7820 |
|
HIGH |
0.7765 |
|
0.618 |
0.7731 |
|
0.500 |
0.7721 |
|
0.382 |
0.7710 |
|
LOW |
0.7676 |
|
0.618 |
0.7621 |
|
1.000 |
0.7587 |
|
1.618 |
0.7532 |
|
2.618 |
0.7443 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7731 |
| PP |
0.7717 |
0.7724 |
| S1 |
0.7714 |
0.7717 |
|