CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7784 |
0.7850 |
0.0066 |
0.8% |
0.7716 |
| High |
0.7864 |
0.7892 |
0.0028 |
0.4% |
0.7864 |
| Low |
0.7763 |
0.7828 |
0.0066 |
0.8% |
0.7676 |
| Close |
0.7848 |
0.7843 |
-0.0006 |
-0.1% |
0.7848 |
| Range |
0.0102 |
0.0064 |
-0.0038 |
-36.9% |
0.0188 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
109,311 |
90,015 |
-19,296 |
-17.7% |
444,121 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.8008 |
0.7878 |
|
| R3 |
0.7982 |
0.7944 |
0.7860 |
|
| R2 |
0.7918 |
0.7918 |
0.7854 |
|
| R1 |
0.7880 |
0.7880 |
0.7848 |
0.7867 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7848 |
| S1 |
0.7816 |
0.7816 |
0.7837 |
0.7803 |
| S2 |
0.7790 |
0.7790 |
0.7831 |
|
| S3 |
0.7726 |
0.7752 |
0.7825 |
|
| S4 |
0.7662 |
0.7688 |
0.7807 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8292 |
0.7951 |
|
| R3 |
0.8172 |
0.8104 |
0.7900 |
|
| R2 |
0.7984 |
0.7984 |
0.7882 |
|
| R1 |
0.7916 |
0.7916 |
0.7865 |
0.7950 |
| PP |
0.7796 |
0.7796 |
0.7796 |
0.7813 |
| S1 |
0.7728 |
0.7728 |
0.7831 |
0.7762 |
| S2 |
0.7608 |
0.7608 |
0.7814 |
|
| S3 |
0.7420 |
0.7540 |
0.7796 |
|
| S4 |
0.7232 |
0.7352 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0078 |
1.0% |
77% |
True |
False |
90,919 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0073 |
0.9% |
77% |
True |
False |
88,516 |
| 20 |
0.7892 |
0.7587 |
0.0306 |
3.9% |
0.0072 |
0.9% |
84% |
True |
False |
86,970 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0070 |
0.9% |
86% |
True |
False |
84,683 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
65% |
False |
False |
62,492 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
0.9% |
65% |
False |
False |
46,909 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.8% |
0.0074 |
0.9% |
69% |
False |
False |
37,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8164 |
|
2.618 |
0.8060 |
|
1.618 |
0.7996 |
|
1.000 |
0.7956 |
|
0.618 |
0.7932 |
|
HIGH |
0.7892 |
|
0.618 |
0.7868 |
|
0.500 |
0.7860 |
|
0.382 |
0.7852 |
|
LOW |
0.7828 |
|
0.618 |
0.7788 |
|
1.000 |
0.7764 |
|
1.618 |
0.7724 |
|
2.618 |
0.7660 |
|
4.250 |
0.7556 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7827 |
| PP |
0.7854 |
0.7812 |
| S1 |
0.7848 |
0.7797 |
|