CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7734 |
0.7722 |
-0.0012 |
-0.1% |
0.7857 |
High |
0.7749 |
0.7790 |
0.0041 |
0.5% |
0.7894 |
Low |
0.7692 |
0.7718 |
0.0026 |
0.3% |
0.7692 |
Close |
0.7729 |
0.7790 |
0.0061 |
0.8% |
0.7790 |
Range |
0.0057 |
0.0072 |
0.0015 |
26.3% |
0.0202 |
ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
Volume |
645 |
230 |
-415 |
-64.3% |
1,277 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7958 |
0.7830 |
|
R3 |
0.7910 |
0.7886 |
0.7810 |
|
R2 |
0.7838 |
0.7838 |
0.7803 |
|
R1 |
0.7814 |
0.7814 |
0.7797 |
0.7826 |
PP |
0.7766 |
0.7766 |
0.7766 |
0.7772 |
S1 |
0.7742 |
0.7742 |
0.7783 |
0.7754 |
S2 |
0.7694 |
0.7694 |
0.7777 |
|
S3 |
0.7622 |
0.7670 |
0.7770 |
|
S4 |
0.7550 |
0.7598 |
0.7750 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8396 |
0.8295 |
0.7901 |
|
R3 |
0.8195 |
0.8093 |
0.7845 |
|
R2 |
0.7993 |
0.7993 |
0.7827 |
|
R1 |
0.7892 |
0.7892 |
0.7808 |
0.7842 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7767 |
S1 |
0.7690 |
0.7690 |
0.7772 |
0.7640 |
S2 |
0.7590 |
0.7590 |
0.7753 |
|
S3 |
0.7389 |
0.7489 |
0.7735 |
|
S4 |
0.7187 |
0.7287 |
0.7679 |
|
|
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% |
0.0069 |
0.9% |
49% |
False |
False |
255 |
10 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0072 |
0.9% |
52% |
False |
False |
212 |
20 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0071 |
0.9% |
52% |
False |
False |
149 |
40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
71% |
False |
False |
92 |
60 |
0.8008 |
0.7537 |
0.0471 |
6.0% |
0.0071 |
0.9% |
54% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8096 |
2.618 |
0.7978 |
1.618 |
0.7906 |
1.000 |
0.7862 |
0.618 |
0.7834 |
HIGH |
0.7790 |
0.618 |
0.7762 |
0.500 |
0.7754 |
0.382 |
0.7746 |
LOW |
0.7718 |
0.618 |
0.7674 |
1.000 |
0.7646 |
1.618 |
0.7602 |
2.618 |
0.7530 |
4.250 |
0.7412 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7778 |
0.7782 |
PP |
0.7766 |
0.7775 |
S1 |
0.7754 |
0.7767 |
|