CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7792 |
0.0023 |
0.3% |
0.7850 |
| High |
0.7815 |
0.7799 |
-0.0016 |
-0.2% |
0.7892 |
| Low |
0.7766 |
0.7711 |
-0.0055 |
-0.7% |
0.7689 |
| Close |
0.7802 |
0.7718 |
-0.0084 |
-1.1% |
0.7787 |
| Range |
0.0049 |
0.0088 |
0.0039 |
79.6% |
0.0204 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
2.1% |
0.0000 |
| Volume |
78,234 |
112,585 |
34,351 |
43.9% |
502,004 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7950 |
0.7766 |
|
| R3 |
0.7919 |
0.7862 |
0.7742 |
|
| R2 |
0.7831 |
0.7831 |
0.7734 |
|
| R1 |
0.7774 |
0.7774 |
0.7726 |
0.7759 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7735 |
| S1 |
0.7686 |
0.7686 |
0.7710 |
0.7671 |
| S2 |
0.7655 |
0.7655 |
0.7702 |
|
| S3 |
0.7567 |
0.7598 |
0.7694 |
|
| S4 |
0.7479 |
0.7510 |
0.7670 |
|
|
| 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 |
0.7815 |
0.7689 |
0.0126 |
1.6% |
0.0065 |
0.8% |
23% |
False |
False |
88,139 |
| 10 |
0.7892 |
0.7689 |
0.0204 |
2.6% |
0.0074 |
1.0% |
14% |
False |
False |
96,122 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0071 |
0.9% |
19% |
False |
False |
89,950 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
51% |
False |
False |
85,703 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
39% |
False |
False |
73,641 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
39% |
False |
False |
55,317 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
39% |
False |
False |
44,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8173 |
|
2.618 |
0.8029 |
|
1.618 |
0.7941 |
|
1.000 |
0.7887 |
|
0.618 |
0.7853 |
|
HIGH |
0.7799 |
|
0.618 |
0.7765 |
|
0.500 |
0.7755 |
|
0.382 |
0.7745 |
|
LOW |
0.7711 |
|
0.618 |
0.7657 |
|
1.000 |
0.7623 |
|
1.618 |
0.7569 |
|
2.618 |
0.7481 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7763 |
| PP |
0.7743 |
0.7748 |
| S1 |
0.7730 |
0.7733 |
|