CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7831 |
0.7843 |
0.0012 |
0.2% |
0.7716 |
| High |
0.7858 |
0.7845 |
-0.0013 |
-0.2% |
0.7864 |
| Low |
0.7821 |
0.7720 |
-0.0101 |
-1.3% |
0.7676 |
| Close |
0.7844 |
0.7734 |
-0.0111 |
-1.4% |
0.7848 |
| Range |
0.0037 |
0.0125 |
0.0088 |
236.5% |
0.0188 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.5% |
0.0000 |
| Volume |
92,757 |
140,151 |
47,394 |
51.1% |
444,121 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8140 |
0.8061 |
0.7802 |
|
| R3 |
0.8015 |
0.7937 |
0.7768 |
|
| R2 |
0.7891 |
0.7891 |
0.7756 |
|
| R1 |
0.7812 |
0.7812 |
0.7745 |
0.7789 |
| PP |
0.7766 |
0.7766 |
0.7766 |
0.7755 |
| S1 |
0.7688 |
0.7688 |
0.7722 |
0.7665 |
| S2 |
0.7642 |
0.7642 |
0.7711 |
|
| S3 |
0.7517 |
0.7563 |
0.7699 |
|
| S4 |
0.7393 |
0.7439 |
0.7665 |
|
|
| 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 |
0.7703 |
0.0190 |
2.5% |
0.0083 |
1.1% |
16% |
False |
False |
104,105 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0077 |
1.0% |
27% |
False |
False |
95,056 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0072 |
0.9% |
27% |
False |
False |
89,432 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0071 |
0.9% |
56% |
False |
False |
86,944 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0077 |
1.0% |
42% |
False |
False |
66,361 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
42% |
False |
False |
49,817 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0074 |
1.0% |
49% |
False |
False |
39,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8170 |
|
1.618 |
0.8046 |
|
1.000 |
0.7969 |
|
0.618 |
0.7921 |
|
HIGH |
0.7845 |
|
0.618 |
0.7797 |
|
0.500 |
0.7782 |
|
0.382 |
0.7768 |
|
LOW |
0.7720 |
|
0.618 |
0.7643 |
|
1.000 |
0.7596 |
|
1.618 |
0.7519 |
|
2.618 |
0.7394 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7806 |
| PP |
0.7766 |
0.7782 |
| S1 |
0.7750 |
0.7758 |
|