CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7738 |
-0.0019 |
-0.2% |
0.7710 |
| High |
0.7764 |
0.7763 |
-0.0002 |
0.0% |
0.7775 |
| Low |
0.7732 |
0.7724 |
-0.0008 |
-0.1% |
0.7646 |
| Close |
0.7741 |
0.7737 |
-0.0005 |
-0.1% |
0.7744 |
| Range |
0.0033 |
0.0039 |
0.0006 |
18.5% |
0.0130 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
114,494 |
151,479 |
36,985 |
32.3% |
502,614 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7835 |
0.7758 |
|
| R3 |
0.7818 |
0.7797 |
0.7747 |
|
| R2 |
0.7780 |
0.7780 |
0.7744 |
|
| R1 |
0.7758 |
0.7758 |
0.7740 |
0.7750 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7737 |
| S1 |
0.7720 |
0.7720 |
0.7733 |
0.7711 |
| S2 |
0.7703 |
0.7703 |
0.7729 |
|
| S3 |
0.7664 |
0.7681 |
0.7726 |
|
| S4 |
0.7626 |
0.7643 |
0.7715 |
|
|
| 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 |
0.7766 |
0.7646 |
0.0120 |
1.6% |
0.0063 |
0.8% |
76% |
False |
False |
121,901 |
| 10 |
0.7797 |
0.7646 |
0.0151 |
2.0% |
0.0061 |
0.8% |
60% |
False |
False |
108,992 |
| 20 |
0.7845 |
0.7646 |
0.0199 |
2.6% |
0.0064 |
0.8% |
46% |
False |
False |
97,882 |
| 40 |
0.7892 |
0.7637 |
0.0256 |
3.3% |
0.0067 |
0.9% |
39% |
False |
False |
92,726 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
57% |
False |
False |
89,479 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
43% |
False |
False |
72,493 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
43% |
False |
False |
58,030 |
| 120 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0072 |
0.9% |
49% |
False |
False |
48,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7926 |
|
2.618 |
0.7863 |
|
1.618 |
0.7825 |
|
1.000 |
0.7801 |
|
0.618 |
0.7786 |
|
HIGH |
0.7763 |
|
0.618 |
0.7748 |
|
0.500 |
0.7743 |
|
0.382 |
0.7739 |
|
LOW |
0.7724 |
|
0.618 |
0.7700 |
|
1.000 |
0.7686 |
|
1.618 |
0.7662 |
|
2.618 |
0.7623 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7745 |
| PP |
0.7741 |
0.7742 |
| S1 |
0.7739 |
0.7739 |
|