CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7753 |
0.7752 |
-0.0001 |
0.0% |
0.7732 |
| High |
0.7775 |
0.7755 |
-0.0021 |
-0.3% |
0.7797 |
| Low |
0.7716 |
0.7646 |
-0.0070 |
-0.9% |
0.7678 |
| Close |
0.7753 |
0.7651 |
-0.0102 |
-1.3% |
0.7714 |
| Range |
0.0060 |
0.0109 |
0.0050 |
83.2% |
0.0119 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.8% |
0.0000 |
| Volume |
93,508 |
121,904 |
28,396 |
30.4% |
375,691 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.7940 |
0.7711 |
|
| R3 |
0.7902 |
0.7831 |
0.7681 |
|
| R2 |
0.7793 |
0.7793 |
0.7671 |
|
| R1 |
0.7722 |
0.7722 |
0.7661 |
0.7703 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7674 |
| S1 |
0.7613 |
0.7613 |
0.7641 |
0.7594 |
| S2 |
0.7575 |
0.7575 |
0.7631 |
|
| S3 |
0.7466 |
0.7504 |
0.7621 |
|
| S4 |
0.7357 |
0.7395 |
0.7591 |
|
|
| 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 |
0.7775 |
0.7646 |
0.0130 |
1.7% |
0.0068 |
0.9% |
4% |
False |
True |
102,132 |
| 10 |
0.7797 |
0.7646 |
0.0151 |
2.0% |
0.0063 |
0.8% |
4% |
False |
True |
88,919 |
| 20 |
0.7892 |
0.7646 |
0.0247 |
3.2% |
0.0068 |
0.9% |
2% |
False |
True |
92,520 |
| 40 |
0.7892 |
0.7587 |
0.0306 |
4.0% |
0.0068 |
0.9% |
21% |
False |
False |
87,745 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.7% |
0.0069 |
0.9% |
33% |
False |
False |
87,122 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0072 |
0.9% |
25% |
False |
False |
66,409 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0073 |
1.0% |
25% |
False |
False |
53,157 |
| 120 |
0.8009 |
0.7446 |
0.0563 |
7.4% |
0.0072 |
0.9% |
36% |
False |
False |
44,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8218 |
|
2.618 |
0.8040 |
|
1.618 |
0.7931 |
|
1.000 |
0.7864 |
|
0.618 |
0.7822 |
|
HIGH |
0.7755 |
|
0.618 |
0.7713 |
|
0.500 |
0.7700 |
|
0.382 |
0.7687 |
|
LOW |
0.7646 |
|
0.618 |
0.7578 |
|
1.000 |
0.7537 |
|
1.618 |
0.7469 |
|
2.618 |
0.7360 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7700 |
0.7710 |
| PP |
0.7684 |
0.7691 |
| S1 |
0.7667 |
0.7671 |
|