CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7734 |
-0.0108 |
-1.4% |
0.7731 |
| High |
0.7842 |
0.7749 |
-0.0093 |
-1.2% |
0.7867 |
| Low |
0.7723 |
0.7692 |
-0.0031 |
-0.4% |
0.7680 |
| Close |
0.7737 |
0.7729 |
-0.0008 |
-0.1% |
0.7851 |
| Range |
0.0119 |
0.0057 |
-0.0062 |
-51.9% |
0.0187 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
263 |
645 |
382 |
145.2% |
849 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7869 |
0.7760 |
|
| R3 |
0.7837 |
0.7812 |
0.7745 |
|
| R2 |
0.7780 |
0.7780 |
0.7739 |
|
| R1 |
0.7755 |
0.7755 |
0.7734 |
0.7739 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7716 |
| S1 |
0.7698 |
0.7698 |
0.7724 |
0.7682 |
| S2 |
0.7666 |
0.7666 |
0.7719 |
|
| S3 |
0.7609 |
0.7641 |
0.7713 |
|
| S4 |
0.7552 |
0.7584 |
0.7698 |
|
|
| 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 |
0.7692 |
0.0202 |
2.6% |
0.0075 |
1.0% |
18% |
False |
True |
231 |
| 10 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0074 |
1.0% |
23% |
False |
False |
194 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0069 |
0.9% |
23% |
False |
False |
139 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
54% |
False |
False |
89 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0071 |
0.9% |
41% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7898 |
|
1.618 |
0.7841 |
|
1.000 |
0.7806 |
|
0.618 |
0.7784 |
|
HIGH |
0.7749 |
|
0.618 |
0.7727 |
|
0.500 |
0.7721 |
|
0.382 |
0.7714 |
|
LOW |
0.7692 |
|
0.618 |
0.7657 |
|
1.000 |
0.7635 |
|
1.618 |
0.7600 |
|
2.618 |
0.7543 |
|
4.250 |
0.7450 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7726 |
0.7776 |
| PP |
0.7723 |
0.7760 |
| S1 |
0.7721 |
0.7745 |
|