CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7777 |
0.7770 |
-0.0007 |
-0.1% |
0.7850 |
| High |
0.7785 |
0.7815 |
0.0030 |
0.4% |
0.7892 |
| Low |
0.7731 |
0.7766 |
0.0035 |
0.4% |
0.7689 |
| Close |
0.7772 |
0.7802 |
0.0031 |
0.4% |
0.7787 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-8.4% |
0.0204 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
70,795 |
78,234 |
7,439 |
10.5% |
502,004 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7921 |
0.7829 |
|
| R3 |
0.7892 |
0.7872 |
0.7815 |
|
| R2 |
0.7843 |
0.7843 |
0.7811 |
|
| R1 |
0.7823 |
0.7823 |
0.7806 |
0.7833 |
| PP |
0.7794 |
0.7794 |
0.7794 |
0.7799 |
| S1 |
0.7774 |
0.7774 |
0.7798 |
0.7784 |
| S2 |
0.7745 |
0.7745 |
0.7793 |
|
| S3 |
0.7696 |
0.7725 |
0.7789 |
|
| S4 |
0.7647 |
0.7676 |
0.7775 |
|
|
| 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 |
0.7845 |
0.7689 |
0.0156 |
2.0% |
0.0072 |
0.9% |
73% |
False |
False |
93,652 |
| 10 |
0.7892 |
0.7689 |
0.0204 |
2.6% |
0.0070 |
0.9% |
56% |
False |
False |
91,681 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0070 |
0.9% |
58% |
False |
False |
88,672 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
75% |
False |
False |
85,593 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
56% |
False |
False |
71,783 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
0.9% |
56% |
False |
False |
53,911 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
0.9% |
56% |
False |
False |
43,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8023 |
|
2.618 |
0.7943 |
|
1.618 |
0.7894 |
|
1.000 |
0.7864 |
|
0.618 |
0.7845 |
|
HIGH |
0.7815 |
|
0.618 |
0.7796 |
|
0.500 |
0.7790 |
|
0.382 |
0.7784 |
|
LOW |
0.7766 |
|
0.618 |
0.7735 |
|
1.000 |
0.7717 |
|
1.618 |
0.7686 |
|
2.618 |
0.7637 |
|
4.250 |
0.7557 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7790 |
| PP |
0.7794 |
0.7777 |
| S1 |
0.7790 |
0.7765 |
|