CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7797 |
0.0015 |
0.2% |
0.7857 |
| High |
0.7818 |
0.7801 |
-0.0017 |
-0.2% |
0.7894 |
| Low |
0.7769 |
0.7715 |
-0.0054 |
-0.7% |
0.7692 |
| Close |
0.7805 |
0.7721 |
-0.0084 |
-1.1% |
0.7790 |
| Range |
0.0049 |
0.0086 |
0.0038 |
77.3% |
0.0202 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.2% |
0.0000 |
| Volume |
203 |
352 |
149 |
73.4% |
1,277 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7948 |
0.7768 |
|
| R3 |
0.7918 |
0.7862 |
0.7745 |
|
| R2 |
0.7832 |
0.7832 |
0.7737 |
|
| R1 |
0.7776 |
0.7776 |
0.7729 |
0.7761 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7738 |
| S1 |
0.7690 |
0.7690 |
0.7713 |
0.7675 |
| S2 |
0.7660 |
0.7660 |
0.7705 |
|
| S3 |
0.7574 |
0.7604 |
0.7697 |
|
| S4 |
0.7488 |
0.7518 |
0.7674 |
|
|
| 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 |
0.7818 |
0.7692 |
0.0126 |
1.6% |
0.0063 |
0.8% |
23% |
False |
False |
310 |
| 10 |
0.7894 |
0.7692 |
0.0202 |
2.6% |
0.0072 |
0.9% |
14% |
False |
False |
235 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0069 |
0.9% |
19% |
False |
False |
171 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.9% |
52% |
False |
False |
107 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0071 |
0.9% |
39% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8167 |
|
2.618 |
0.8026 |
|
1.618 |
0.7940 |
|
1.000 |
0.7887 |
|
0.618 |
0.7854 |
|
HIGH |
0.7801 |
|
0.618 |
0.7768 |
|
0.500 |
0.7758 |
|
0.382 |
0.7748 |
|
LOW |
0.7715 |
|
0.618 |
0.7662 |
|
1.000 |
0.7629 |
|
1.618 |
0.7576 |
|
2.618 |
0.7490 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7758 |
0.7766 |
| PP |
0.7746 |
0.7751 |
| S1 |
0.7733 |
0.7736 |
|