CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7777 |
0.0051 |
0.7% |
0.7850 |
| High |
0.7789 |
0.7785 |
-0.0004 |
-0.1% |
0.7892 |
| Low |
0.7715 |
0.7731 |
0.0017 |
0.2% |
0.7689 |
| Close |
0.7787 |
0.7772 |
-0.0016 |
-0.2% |
0.7787 |
| Range |
0.0074 |
0.0054 |
-0.0021 |
-27.7% |
0.0204 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
76,802 |
70,795 |
-6,007 |
-7.8% |
502,004 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7901 |
0.7801 |
|
| R3 |
0.7869 |
0.7847 |
0.7786 |
|
| R2 |
0.7816 |
0.7816 |
0.7781 |
|
| R1 |
0.7794 |
0.7794 |
0.7776 |
0.7778 |
| PP |
0.7762 |
0.7762 |
0.7762 |
0.7755 |
| S1 |
0.7740 |
0.7740 |
0.7767 |
0.7725 |
| S2 |
0.7709 |
0.7709 |
0.7762 |
|
| S3 |
0.7655 |
0.7687 |
0.7757 |
|
| S4 |
0.7602 |
0.7633 |
0.7742 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8400 |
0.8297 |
0.7899 |
|
| R3 |
0.8196 |
0.8093 |
0.7843 |
|
| R2 |
0.7993 |
0.7993 |
0.7824 |
|
| R1 |
0.7890 |
0.7890 |
0.7806 |
0.7840 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7764 |
| S1 |
0.7686 |
0.7686 |
0.7768 |
0.7636 |
| S2 |
0.7586 |
0.7586 |
0.7750 |
|
| S3 |
0.7382 |
0.7483 |
0.7731 |
|
| S4 |
0.7179 |
0.7279 |
0.7675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7858 |
0.7689 |
0.0169 |
2.2% |
0.0070 |
0.9% |
49% |
False |
False |
96,556 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0074 |
1.0% |
44% |
False |
False |
93,737 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0073 |
0.9% |
44% |
False |
False |
89,588 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
66% |
False |
False |
85,226 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
50% |
False |
False |
70,490 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
50% |
False |
False |
52,934 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
0.9% |
50% |
False |
False |
42,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8012 |
|
2.618 |
0.7925 |
|
1.618 |
0.7871 |
|
1.000 |
0.7838 |
|
0.618 |
0.7818 |
|
HIGH |
0.7785 |
|
0.618 |
0.7764 |
|
0.500 |
0.7758 |
|
0.382 |
0.7751 |
|
LOW |
0.7731 |
|
0.618 |
0.7698 |
|
1.000 |
0.7678 |
|
1.618 |
0.7644 |
|
2.618 |
0.7591 |
|
4.250 |
0.7504 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7761 |
| PP |
0.7762 |
0.7750 |
| S1 |
0.7758 |
0.7739 |
|