CME Australian Dollar Future June 2021
Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7745 |
0.7742 |
-0.0004 |
0.0% |
0.7732 |
High |
0.7759 |
0.7748 |
-0.0011 |
-0.1% |
0.7797 |
Low |
0.7724 |
0.7678 |
-0.0046 |
-0.6% |
0.7678 |
Close |
0.7745 |
0.7714 |
-0.0031 |
-0.4% |
0.7714 |
Range |
0.0035 |
0.0070 |
0.0035 |
100.0% |
0.0119 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
Volume |
67,876 |
86,030 |
18,154 |
26.7% |
375,691 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7923 |
0.7889 |
0.7753 |
|
R3 |
0.7853 |
0.7819 |
0.7733 |
|
R2 |
0.7783 |
0.7783 |
0.7727 |
|
R1 |
0.7749 |
0.7749 |
0.7720 |
0.7731 |
PP |
0.7713 |
0.7713 |
0.7713 |
0.7704 |
S1 |
0.7679 |
0.7679 |
0.7708 |
0.7661 |
S2 |
0.7643 |
0.7643 |
0.7701 |
|
S3 |
0.7573 |
0.7609 |
0.7695 |
|
S4 |
0.7503 |
0.7539 |
0.7676 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8086 |
0.8019 |
0.7779 |
|
R3 |
0.7967 |
0.7900 |
0.7747 |
|
R2 |
0.7848 |
0.7848 |
0.7736 |
|
R1 |
0.7781 |
0.7781 |
0.7725 |
0.7755 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7716 |
S1 |
0.7662 |
0.7662 |
0.7703 |
0.7636 |
S2 |
0.7610 |
0.7610 |
0.7692 |
|
S3 |
0.7491 |
0.7543 |
0.7681 |
|
S4 |
0.7372 |
0.7424 |
0.7649 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7797 |
0.7678 |
0.0119 |
1.5% |
0.0053 |
0.7% |
31% |
False |
True |
75,138 |
10 |
0.7815 |
0.7678 |
0.0137 |
1.8% |
0.0059 |
0.8% |
27% |
False |
True |
79,405 |
20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0067 |
0.9% |
18% |
False |
False |
87,008 |
40 |
0.7892 |
0.7587 |
0.0306 |
4.0% |
0.0067 |
0.9% |
42% |
False |
False |
83,997 |
60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0070 |
0.9% |
50% |
False |
False |
82,071 |
80 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0072 |
0.9% |
38% |
False |
False |
61,955 |
100 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0073 |
0.9% |
38% |
False |
False |
49,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8045 |
2.618 |
0.7931 |
1.618 |
0.7861 |
1.000 |
0.7818 |
0.618 |
0.7791 |
HIGH |
0.7748 |
0.618 |
0.7721 |
0.500 |
0.7713 |
0.382 |
0.7704 |
LOW |
0.7678 |
0.618 |
0.7634 |
1.000 |
0.7608 |
1.618 |
0.7564 |
2.618 |
0.7494 |
4.250 |
0.7380 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7714 |
0.7737 |
PP |
0.7713 |
0.7729 |
S1 |
0.7713 |
0.7722 |
|