CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7778 |
0.7782 |
0.0004 |
0.1% |
0.7857 |
| High |
0.7787 |
0.7818 |
0.0031 |
0.4% |
0.7894 |
| Low |
0.7735 |
0.7769 |
0.0034 |
0.4% |
0.7692 |
| Close |
0.7775 |
0.7805 |
0.0031 |
0.4% |
0.7790 |
| Range |
0.0052 |
0.0049 |
-0.0004 |
-6.7% |
0.0202 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
123 |
203 |
80 |
65.0% |
1,277 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7943 |
0.7922 |
0.7832 |
|
| R3 |
0.7894 |
0.7874 |
0.7818 |
|
| R2 |
0.7846 |
0.7846 |
0.7814 |
|
| R1 |
0.7825 |
0.7825 |
0.7809 |
0.7836 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7802 |
| S1 |
0.7777 |
0.7777 |
0.7801 |
0.7787 |
| S2 |
0.7749 |
0.7749 |
0.7796 |
|
| S3 |
0.7700 |
0.7728 |
0.7792 |
|
| S4 |
0.7652 |
0.7680 |
0.7778 |
|
|
| 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 |
0.7842 |
0.7692 |
0.0150 |
1.9% |
0.0070 |
0.9% |
76% |
False |
False |
292 |
| 10 |
0.7894 |
0.7692 |
0.0202 |
2.6% |
0.0068 |
0.9% |
56% |
False |
False |
219 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.7% |
0.0067 |
0.9% |
59% |
False |
False |
157 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
75% |
False |
False |
99 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.0% |
0.0070 |
0.9% |
57% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7944 |
|
1.618 |
0.7896 |
|
1.000 |
0.7866 |
|
0.618 |
0.7847 |
|
HIGH |
0.7818 |
|
0.618 |
0.7799 |
|
0.500 |
0.7793 |
|
0.382 |
0.7788 |
|
LOW |
0.7769 |
|
0.618 |
0.7739 |
|
1.000 |
0.7721 |
|
1.618 |
0.7691 |
|
2.618 |
0.7642 |
|
4.250 |
0.7563 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7801 |
0.7793 |
| PP |
0.7797 |
0.7780 |
| S1 |
0.7793 |
0.7768 |
|