CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 21-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7724 |
0.7775 |
0.0051 |
0.7% |
0.7777 |
High |
0.7783 |
0.7784 |
0.0001 |
0.0% |
0.7815 |
Low |
0.7717 |
0.7720 |
0.0003 |
0.0% |
0.7711 |
Close |
0.7773 |
0.7733 |
-0.0040 |
-0.5% |
0.7733 |
Range |
0.0066 |
0.0064 |
-0.0002 |
-2.3% |
0.0104 |
ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
78,087 |
78,659 |
572 |
0.7% |
418,360 |
|
Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7937 |
0.7899 |
0.7768 |
|
R3 |
0.7873 |
0.7835 |
0.7751 |
|
R2 |
0.7809 |
0.7809 |
0.7745 |
|
R1 |
0.7771 |
0.7771 |
0.7739 |
0.7758 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7739 |
S1 |
0.7707 |
0.7707 |
0.7727 |
0.7694 |
S2 |
0.7681 |
0.7681 |
0.7721 |
|
S3 |
0.7617 |
0.7643 |
0.7715 |
|
S4 |
0.7553 |
0.7579 |
0.7698 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8063 |
0.8002 |
0.7790 |
|
R3 |
0.7960 |
0.7898 |
0.7761 |
|
R2 |
0.7856 |
0.7856 |
0.7752 |
|
R1 |
0.7795 |
0.7795 |
0.7742 |
0.7774 |
PP |
0.7753 |
0.7753 |
0.7753 |
0.7742 |
S1 |
0.7691 |
0.7691 |
0.7724 |
0.7670 |
S2 |
0.7649 |
0.7649 |
0.7714 |
|
S3 |
0.7546 |
0.7588 |
0.7705 |
|
S4 |
0.7442 |
0.7484 |
0.7676 |
|
|
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% |
0.0064 |
0.8% |
21% |
False |
False |
83,672 |
10 |
0.7892 |
0.7689 |
0.0204 |
2.6% |
0.0068 |
0.9% |
22% |
False |
False |
92,036 |
20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0071 |
0.9% |
26% |
False |
False |
89,815 |
40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
56% |
False |
False |
84,900 |
60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0075 |
1.0% |
56% |
False |
False |
76,170 |
80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
42% |
False |
False |
57,272 |
100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
42% |
False |
False |
45,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8056 |
2.618 |
0.7951 |
1.618 |
0.7887 |
1.000 |
0.7848 |
0.618 |
0.7823 |
HIGH |
0.7784 |
0.618 |
0.7759 |
0.500 |
0.7752 |
0.382 |
0.7744 |
LOW |
0.7720 |
0.618 |
0.7680 |
1.000 |
0.7656 |
1.618 |
0.7616 |
2.618 |
0.7552 |
4.250 |
0.7448 |
|
|
Fisher Pivots for day following 21-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7752 |
0.7755 |
PP |
0.7745 |
0.7748 |
S1 |
0.7739 |
0.7740 |
|