CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7787 |
0.7857 |
0.0070 |
0.9% |
0.7731 |
| High |
0.7867 |
0.7894 |
0.0027 |
0.3% |
0.7867 |
| Low |
0.7766 |
0.7831 |
0.0066 |
0.8% |
0.7680 |
| Close |
0.7851 |
0.7845 |
-0.0006 |
-0.1% |
0.7851 |
| Range |
0.0101 |
0.0063 |
-0.0039 |
-38.1% |
0.0187 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
111 |
72 |
-39 |
-35.1% |
849 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8007 |
0.7879 |
|
| R3 |
0.7982 |
0.7945 |
0.7862 |
|
| R2 |
0.7919 |
0.7919 |
0.7856 |
|
| R1 |
0.7882 |
0.7882 |
0.7851 |
0.7869 |
| PP |
0.7857 |
0.7857 |
0.7857 |
0.7850 |
| S1 |
0.7820 |
0.7820 |
0.7839 |
0.7807 |
| S2 |
0.7794 |
0.7794 |
0.7834 |
|
| S3 |
0.7732 |
0.7757 |
0.7828 |
|
| S4 |
0.7669 |
0.7695 |
0.7811 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8292 |
0.7953 |
|
| R3 |
0.8173 |
0.8105 |
0.7902 |
|
| R2 |
0.7986 |
0.7986 |
0.7885 |
|
| R1 |
0.7918 |
0.7918 |
0.7868 |
0.7952 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7816 |
| S1 |
0.7731 |
0.7731 |
0.7833 |
0.7765 |
| S2 |
0.7612 |
0.7612 |
0.7816 |
|
| S3 |
0.7425 |
0.7544 |
0.7799 |
|
| S4 |
0.7238 |
0.7357 |
0.7748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0076 |
1.0% |
77% |
True |
False |
165 |
| 10 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0070 |
0.9% |
77% |
True |
False |
140 |
| 20 |
0.7894 |
0.7594 |
0.0300 |
3.8% |
0.0070 |
0.9% |
84% |
True |
False |
97 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0068 |
0.9% |
86% |
True |
False |
69 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.0% |
0.0070 |
0.9% |
65% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8159 |
|
2.618 |
0.8057 |
|
1.618 |
0.7995 |
|
1.000 |
0.7956 |
|
0.618 |
0.7932 |
|
HIGH |
0.7894 |
|
0.618 |
0.7870 |
|
0.500 |
0.7862 |
|
0.382 |
0.7855 |
|
LOW |
0.7831 |
|
0.618 |
0.7792 |
|
1.000 |
0.7769 |
|
1.618 |
0.7730 |
|
2.618 |
0.7667 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7830 |
| PP |
0.7857 |
0.7815 |
| S1 |
0.7851 |
0.7800 |
|