CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7731 |
-0.0113 |
-1.4% |
0.7716 |
| High |
0.7845 |
0.7747 |
-0.0098 |
-1.2% |
0.7864 |
| Low |
0.7720 |
0.7689 |
-0.0032 |
-0.4% |
0.7676 |
| Close |
0.7734 |
0.7726 |
-0.0008 |
-0.1% |
0.7848 |
| Range |
0.0125 |
0.0059 |
-0.0066 |
-53.0% |
0.0188 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
140,151 |
102,279 |
-37,872 |
-27.0% |
444,121 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7870 |
0.7758 |
|
| R3 |
0.7838 |
0.7811 |
0.7742 |
|
| R2 |
0.7779 |
0.7779 |
0.7737 |
|
| R1 |
0.7753 |
0.7753 |
0.7731 |
0.7737 |
| PP |
0.7721 |
0.7721 |
0.7721 |
0.7713 |
| S1 |
0.7694 |
0.7694 |
0.7721 |
0.7678 |
| S2 |
0.7662 |
0.7662 |
0.7715 |
|
| S3 |
0.7604 |
0.7636 |
0.7710 |
|
| S4 |
0.7545 |
0.7577 |
0.7694 |
|
|
| 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 |
0.7689 |
0.0204 |
2.6% |
0.0077 |
1.0% |
18% |
False |
True |
106,902 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0076 |
1.0% |
23% |
False |
False |
96,108 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0072 |
0.9% |
23% |
False |
False |
89,665 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0070 |
0.9% |
54% |
False |
False |
86,979 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0077 |
1.0% |
40% |
False |
False |
68,062 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
40% |
False |
False |
51,093 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0074 |
1.0% |
47% |
False |
False |
40,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7996 |
|
2.618 |
0.7900 |
|
1.618 |
0.7842 |
|
1.000 |
0.7806 |
|
0.618 |
0.7783 |
|
HIGH |
0.7747 |
|
0.618 |
0.7725 |
|
0.500 |
0.7718 |
|
0.382 |
0.7711 |
|
LOW |
0.7689 |
|
0.618 |
0.7652 |
|
1.000 |
0.7630 |
|
1.618 |
0.7594 |
|
2.618 |
0.7535 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7723 |
0.7773 |
| PP |
0.7721 |
0.7757 |
| S1 |
0.7718 |
0.7742 |
|