CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7661 |
-0.0091 |
-1.2% |
0.7710 |
| High |
0.7755 |
0.7746 |
-0.0009 |
-0.1% |
0.7775 |
| Low |
0.7646 |
0.7651 |
0.0006 |
0.1% |
0.7646 |
| Close |
0.7651 |
0.7744 |
0.0093 |
1.2% |
0.7744 |
| Range |
0.0109 |
0.0095 |
-0.0015 |
-13.3% |
0.0130 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
121,904 |
145,856 |
23,952 |
19.6% |
502,614 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7965 |
0.7795 |
|
| R3 |
0.7902 |
0.7870 |
0.7769 |
|
| R2 |
0.7808 |
0.7808 |
0.7761 |
|
| R1 |
0.7776 |
0.7776 |
0.7752 |
0.7792 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7721 |
| S1 |
0.7681 |
0.7681 |
0.7735 |
0.7697 |
| S2 |
0.7619 |
0.7619 |
0.7726 |
|
| S3 |
0.7524 |
0.7587 |
0.7718 |
|
| S4 |
0.7430 |
0.7492 |
0.7692 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8056 |
0.7815 |
|
| R3 |
0.7980 |
0.7927 |
0.7779 |
|
| R2 |
0.7851 |
0.7851 |
0.7767 |
|
| R1 |
0.7797 |
0.7797 |
0.7755 |
0.7824 |
| PP |
0.7721 |
0.7721 |
0.7721 |
0.7735 |
| S1 |
0.7668 |
0.7668 |
0.7732 |
0.7695 |
| S2 |
0.7592 |
0.7592 |
0.7720 |
|
| S3 |
0.7462 |
0.7538 |
0.7708 |
|
| S4 |
0.7333 |
0.7409 |
0.7672 |
|
|
| 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% |
0.0080 |
1.0% |
76% |
False |
False |
117,728 |
| 10 |
0.7797 |
0.7646 |
0.0151 |
2.0% |
0.0066 |
0.9% |
65% |
False |
False |
95,696 |
| 20 |
0.7892 |
0.7646 |
0.0247 |
3.2% |
0.0069 |
0.9% |
40% |
False |
False |
95,399 |
| 40 |
0.7892 |
0.7587 |
0.0306 |
3.9% |
0.0069 |
0.9% |
51% |
False |
False |
89,806 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
59% |
False |
False |
88,088 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
44% |
False |
False |
68,231 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
44% |
False |
False |
54,616 |
| 120 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0072 |
0.9% |
50% |
False |
False |
45,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.7993 |
|
1.618 |
0.7898 |
|
1.000 |
0.7840 |
|
0.618 |
0.7804 |
|
HIGH |
0.7746 |
|
0.618 |
0.7709 |
|
0.500 |
0.7698 |
|
0.382 |
0.7687 |
|
LOW |
0.7651 |
|
0.618 |
0.7593 |
|
1.000 |
0.7557 |
|
1.618 |
0.7498 |
|
2.618 |
0.7404 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7732 |
| PP |
0.7713 |
0.7721 |
| S1 |
0.7698 |
0.7710 |
|