CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7732 |
0.7754 |
0.0022 |
0.3% |
0.7777 |
High |
0.7758 |
0.7777 |
0.0019 |
0.2% |
0.7815 |
Low |
0.7706 |
0.7734 |
0.0028 |
0.4% |
0.7711 |
Close |
0.7755 |
0.7756 |
0.0001 |
0.0% |
0.7733 |
Range |
0.0052 |
0.0044 |
-0.0009 |
-16.3% |
0.0104 |
ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
61,234 |
68,894 |
7,660 |
12.5% |
418,360 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7886 |
0.7864 |
0.7779 |
|
R3 |
0.7842 |
0.7821 |
0.7767 |
|
R2 |
0.7799 |
0.7799 |
0.7763 |
|
R1 |
0.7777 |
0.7777 |
0.7759 |
0.7788 |
PP |
0.7755 |
0.7755 |
0.7755 |
0.7761 |
S1 |
0.7734 |
0.7734 |
0.7752 |
0.7745 |
S2 |
0.7712 |
0.7712 |
0.7748 |
|
S3 |
0.7668 |
0.7690 |
0.7744 |
|
S4 |
0.7625 |
0.7647 |
0.7732 |
|
|
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 |
0.7799 |
0.7706 |
0.0093 |
1.2% |
0.0063 |
0.8% |
53% |
False |
False |
79,891 |
10 |
0.7845 |
0.7689 |
0.0156 |
2.0% |
0.0067 |
0.9% |
43% |
False |
False |
86,772 |
20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0070 |
0.9% |
37% |
False |
False |
88,719 |
40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
62% |
False |
False |
84,389 |
60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0072 |
0.9% |
62% |
False |
False |
78,197 |
80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
47% |
False |
False |
58,892 |
100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
47% |
False |
False |
47,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7962 |
2.618 |
0.7891 |
1.618 |
0.7847 |
1.000 |
0.7821 |
0.618 |
0.7804 |
HIGH |
0.7777 |
0.618 |
0.7760 |
0.500 |
0.7755 |
0.382 |
0.7750 |
LOW |
0.7734 |
0.618 |
0.7707 |
1.000 |
0.7690 |
1.618 |
0.7663 |
2.618 |
0.7620 |
4.250 |
0.7549 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7755 |
0.7752 |
PP |
0.7755 |
0.7748 |
S1 |
0.7755 |
0.7745 |
|