CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7792 |
0.7724 |
-0.0068 |
-0.9% |
0.7850 |
High |
0.7799 |
0.7783 |
-0.0017 |
-0.2% |
0.7892 |
Low |
0.7711 |
0.7717 |
0.0006 |
0.1% |
0.7689 |
Close |
0.7718 |
0.7773 |
0.0055 |
0.7% |
0.7787 |
Range |
0.0088 |
0.0066 |
-0.0023 |
-25.6% |
0.0204 |
ATR |
0.0072 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
Volume |
112,585 |
78,087 |
-34,498 |
-30.6% |
502,004 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7954 |
0.7929 |
0.7809 |
|
R3 |
0.7888 |
0.7863 |
0.7791 |
|
R2 |
0.7823 |
0.7823 |
0.7785 |
|
R1 |
0.7798 |
0.7798 |
0.7779 |
0.7810 |
PP |
0.7757 |
0.7757 |
0.7757 |
0.7764 |
S1 |
0.7732 |
0.7732 |
0.7766 |
0.7745 |
S2 |
0.7692 |
0.7692 |
0.7760 |
|
S3 |
0.7626 |
0.7667 |
0.7754 |
|
S4 |
0.7561 |
0.7601 |
0.7736 |
|
|
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 |
0.7711 |
0.0104 |
1.3% |
0.0066 |
0.8% |
59% |
False |
False |
83,300 |
10 |
0.7892 |
0.7689 |
0.0204 |
2.6% |
0.0072 |
0.9% |
41% |
False |
False |
95,101 |
20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0071 |
0.9% |
45% |
False |
False |
89,257 |
40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
67% |
False |
False |
85,238 |
60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0076 |
1.0% |
50% |
False |
False |
74,928 |
80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
50% |
False |
False |
56,291 |
100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
50% |
False |
False |
45,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8061 |
2.618 |
0.7954 |
1.618 |
0.7888 |
1.000 |
0.7848 |
0.618 |
0.7823 |
HIGH |
0.7783 |
0.618 |
0.7757 |
0.500 |
0.7750 |
0.382 |
0.7742 |
LOW |
0.7717 |
0.618 |
0.7677 |
1.000 |
0.7652 |
1.618 |
0.7611 |
2.618 |
0.7546 |
4.250 |
0.7439 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7765 |
0.7769 |
PP |
0.7757 |
0.7766 |
S1 |
0.7750 |
0.7763 |
|