CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7857 |
0.7836 |
-0.0021 |
-0.3% |
0.7731 |
| High |
0.7894 |
0.7860 |
-0.0034 |
-0.4% |
0.7867 |
| Low |
0.7831 |
0.7824 |
-0.0007 |
-0.1% |
0.7680 |
| Close |
0.7845 |
0.7847 |
0.0002 |
0.0% |
0.7851 |
| Range |
0.0063 |
0.0036 |
-0.0027 |
-43.2% |
0.0187 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
72 |
67 |
-5 |
-6.9% |
849 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7934 |
0.7867 |
|
| R3 |
0.7915 |
0.7899 |
0.7857 |
|
| R2 |
0.7879 |
0.7879 |
0.7854 |
|
| R1 |
0.7863 |
0.7863 |
0.7850 |
0.7871 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7848 |
| S1 |
0.7828 |
0.7828 |
0.7844 |
0.7836 |
| S2 |
0.7808 |
0.7808 |
0.7840 |
|
| S3 |
0.7773 |
0.7792 |
0.7837 |
|
| S4 |
0.7737 |
0.7757 |
0.7827 |
|
|
| 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 |
0.7706 |
0.0188 |
2.4% |
0.0067 |
0.9% |
75% |
False |
False |
146 |
| 10 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0070 |
0.9% |
78% |
False |
False |
135 |
| 20 |
0.7894 |
0.7640 |
0.0254 |
3.2% |
0.0068 |
0.9% |
82% |
False |
False |
98 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.5% |
0.0067 |
0.9% |
87% |
False |
False |
68 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.0% |
0.0070 |
0.9% |
66% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7952 |
|
1.618 |
0.7917 |
|
1.000 |
0.7895 |
|
0.618 |
0.7881 |
|
HIGH |
0.7860 |
|
0.618 |
0.7846 |
|
0.500 |
0.7842 |
|
0.382 |
0.7838 |
|
LOW |
0.7824 |
|
0.618 |
0.7802 |
|
1.000 |
0.7789 |
|
1.618 |
0.7767 |
|
2.618 |
0.7731 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7845 |
0.7841 |
| PP |
0.7844 |
0.7835 |
| S1 |
0.7842 |
0.7830 |
|