CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 05-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7763 |
0.7713 |
-0.0050 |
-0.6% |
0.7748 |
High |
0.7765 |
0.7756 |
-0.0009 |
-0.1% |
0.7820 |
Low |
0.7676 |
0.7706 |
0.0030 |
0.4% |
0.7698 |
Close |
0.7710 |
0.7746 |
0.0036 |
0.5% |
0.7706 |
Range |
0.0089 |
0.0051 |
-0.0039 |
-43.3% |
0.0123 |
ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
98,800 |
68,175 |
-30,625 |
-31.0% |
431,828 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7887 |
0.7867 |
0.7774 |
|
R3 |
0.7837 |
0.7817 |
0.7760 |
|
R2 |
0.7786 |
0.7786 |
0.7755 |
|
R1 |
0.7766 |
0.7766 |
0.7751 |
0.7776 |
PP |
0.7736 |
0.7736 |
0.7736 |
0.7741 |
S1 |
0.7716 |
0.7716 |
0.7741 |
0.7726 |
S2 |
0.7685 |
0.7685 |
0.7737 |
|
S3 |
0.7635 |
0.7665 |
0.7732 |
|
S4 |
0.7584 |
0.7615 |
0.7718 |
|
|
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% |
0.0071 |
0.9% |
49% |
False |
False |
86,007 |
10 |
0.7820 |
0.7676 |
0.0144 |
1.9% |
0.0068 |
0.9% |
49% |
False |
False |
83,779 |
20 |
0.7820 |
0.7587 |
0.0234 |
3.0% |
0.0068 |
0.9% |
68% |
False |
False |
82,969 |
40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0070 |
0.9% |
67% |
False |
False |
84,422 |
60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
45% |
False |
False |
57,706 |
80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
45% |
False |
False |
43,317 |
100 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0073 |
0.9% |
53% |
False |
False |
34,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7971 |
2.618 |
0.7888 |
1.618 |
0.7838 |
1.000 |
0.7807 |
0.618 |
0.7787 |
HIGH |
0.7756 |
0.618 |
0.7737 |
0.500 |
0.7731 |
0.382 |
0.7725 |
LOW |
0.7706 |
0.618 |
0.7674 |
1.000 |
0.7655 |
1.618 |
0.7624 |
2.618 |
0.7573 |
4.250 |
0.7491 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7741 |
0.7738 |
PP |
0.7736 |
0.7730 |
S1 |
0.7731 |
0.7722 |
|