CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7740 |
0.0080 |
1.0% |
0.7710 |
| High |
0.7746 |
0.7766 |
0.0020 |
0.3% |
0.7775 |
| Low |
0.7651 |
0.7727 |
0.0076 |
1.0% |
0.7646 |
| Close |
0.7744 |
0.7760 |
0.0017 |
0.2% |
0.7744 |
| Range |
0.0095 |
0.0039 |
-0.0056 |
-59.3% |
0.0130 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
145,856 |
75,772 |
-70,084 |
-48.1% |
502,614 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7866 |
0.7852 |
0.7781 |
|
| R3 |
0.7828 |
0.7813 |
0.7771 |
|
| R2 |
0.7789 |
0.7789 |
0.7767 |
|
| R1 |
0.7775 |
0.7775 |
0.7764 |
0.7782 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7755 |
| S1 |
0.7736 |
0.7736 |
0.7756 |
0.7744 |
| S2 |
0.7712 |
0.7712 |
0.7753 |
|
| S3 |
0.7674 |
0.7698 |
0.7749 |
|
| S4 |
0.7635 |
0.7659 |
0.7739 |
|
|
| 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% |
0.0074 |
1.0% |
88% |
False |
False |
115,677 |
| 10 |
0.7797 |
0.7646 |
0.0151 |
1.9% |
0.0064 |
0.8% |
76% |
False |
False |
95,407 |
| 20 |
0.7892 |
0.7646 |
0.0247 |
3.2% |
0.0066 |
0.8% |
46% |
False |
False |
93,722 |
| 40 |
0.7892 |
0.7587 |
0.0306 |
3.9% |
0.0068 |
0.9% |
57% |
False |
False |
89,665 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
63% |
False |
False |
88,084 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
48% |
False |
False |
69,176 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
48% |
False |
False |
55,372 |
| 120 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0072 |
0.9% |
53% |
False |
False |
46,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7866 |
|
1.618 |
0.7828 |
|
1.000 |
0.7804 |
|
0.618 |
0.7789 |
|
HIGH |
0.7766 |
|
0.618 |
0.7751 |
|
0.500 |
0.7746 |
|
0.382 |
0.7742 |
|
LOW |
0.7727 |
|
0.618 |
0.7703 |
|
1.000 |
0.7689 |
|
1.618 |
0.7665 |
|
2.618 |
0.7626 |
|
4.250 |
0.7563 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7742 |
| PP |
0.7751 |
0.7724 |
| S1 |
0.7746 |
0.7706 |
|