CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7727 |
0.7771 |
0.0045 |
0.6% |
0.7778 |
| High |
0.7784 |
0.7786 |
0.0002 |
0.0% |
0.7818 |
| Low |
0.7722 |
0.7723 |
0.0002 |
0.0% |
0.7715 |
| Close |
0.7776 |
0.7736 |
-0.0040 |
-0.5% |
0.7736 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0103 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
289 |
275 |
-14 |
-4.8% |
1,242 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7898 |
0.7770 |
|
| R3 |
0.7873 |
0.7836 |
0.7753 |
|
| R2 |
0.7811 |
0.7811 |
0.7747 |
|
| R1 |
0.7773 |
0.7773 |
0.7741 |
0.7761 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7742 |
| S1 |
0.7711 |
0.7711 |
0.7730 |
0.7698 |
| S2 |
0.7686 |
0.7686 |
0.7724 |
|
| S3 |
0.7623 |
0.7648 |
0.7718 |
|
| S4 |
0.7561 |
0.7586 |
0.7701 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8002 |
0.7792 |
|
| R3 |
0.7961 |
0.7900 |
0.7764 |
|
| R2 |
0.7859 |
0.7859 |
0.7754 |
|
| R1 |
0.7797 |
0.7797 |
0.7745 |
0.7777 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7746 |
| S1 |
0.7695 |
0.7695 |
0.7726 |
0.7674 |
| S2 |
0.7654 |
0.7654 |
0.7717 |
|
| S3 |
0.7551 |
0.7592 |
0.7707 |
|
| S4 |
0.7449 |
0.7490 |
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 |
0.7715 |
0.0103 |
1.3% |
0.0062 |
0.8% |
20% |
False |
False |
248 |
| 10 |
0.7894 |
0.7692 |
0.0202 |
2.6% |
0.0066 |
0.8% |
22% |
False |
False |
251 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0068 |
0.9% |
26% |
False |
False |
193 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
56% |
False |
False |
118 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0069 |
0.9% |
56% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7949 |
|
1.618 |
0.7887 |
|
1.000 |
0.7848 |
|
0.618 |
0.7824 |
|
HIGH |
0.7786 |
|
0.618 |
0.7762 |
|
0.500 |
0.7754 |
|
0.382 |
0.7747 |
|
LOW |
0.7723 |
|
0.618 |
0.7684 |
|
1.000 |
0.7661 |
|
1.618 |
0.7622 |
|
2.618 |
0.7559 |
|
4.250 |
0.7457 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7758 |
| PP |
0.7748 |
0.7751 |
| S1 |
0.7742 |
0.7743 |
|