CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7738 |
0.7732 |
-0.0006 |
-0.1% |
0.7710 |
| High |
0.7763 |
0.7764 |
0.0001 |
0.0% |
0.7775 |
| Low |
0.7724 |
0.7717 |
-0.0007 |
-0.1% |
0.7646 |
| Close |
0.7737 |
0.7755 |
0.0019 |
0.2% |
0.7744 |
| Range |
0.0039 |
0.0047 |
0.0008 |
20.8% |
0.0130 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
151,479 |
114,339 |
-37,140 |
-24.5% |
502,614 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7866 |
0.7781 |
|
| R3 |
0.7838 |
0.7820 |
0.7768 |
|
| R2 |
0.7792 |
0.7792 |
0.7764 |
|
| R1 |
0.7773 |
0.7773 |
0.7759 |
0.7783 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7750 |
| S1 |
0.7727 |
0.7727 |
0.7751 |
0.7736 |
| S2 |
0.7699 |
0.7699 |
0.7746 |
|
| S3 |
0.7652 |
0.7680 |
0.7742 |
|
| S4 |
0.7606 |
0.7634 |
0.7729 |
|
|
| 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 |
0.7651 |
0.0115 |
1.5% |
0.0050 |
0.6% |
91% |
False |
False |
120,388 |
| 10 |
0.7775 |
0.7646 |
0.0130 |
1.7% |
0.0059 |
0.8% |
85% |
False |
False |
111,260 |
| 20 |
0.7815 |
0.7646 |
0.0169 |
2.2% |
0.0060 |
0.8% |
65% |
False |
False |
96,591 |
| 40 |
0.7892 |
0.7646 |
0.0247 |
3.2% |
0.0066 |
0.9% |
44% |
False |
False |
93,011 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
62% |
False |
False |
90,160 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
47% |
False |
False |
73,919 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0071 |
0.9% |
47% |
False |
False |
59,172 |
| 120 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0072 |
0.9% |
53% |
False |
False |
49,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7961 |
|
2.618 |
0.7885 |
|
1.618 |
0.7839 |
|
1.000 |
0.7810 |
|
0.618 |
0.7792 |
|
HIGH |
0.7764 |
|
0.618 |
0.7746 |
|
0.500 |
0.7740 |
|
0.382 |
0.7735 |
|
LOW |
0.7717 |
|
0.618 |
0.7688 |
|
1.000 |
0.7671 |
|
1.618 |
0.7642 |
|
2.618 |
0.7595 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7750 |
| PP |
0.7745 |
0.7745 |
| S1 |
0.7740 |
0.7741 |
|