CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7730 |
-0.0042 |
-0.5% |
0.7778 |
| High |
0.7786 |
0.7761 |
-0.0025 |
-0.3% |
0.7818 |
| Low |
0.7723 |
0.7710 |
-0.0014 |
-0.2% |
0.7715 |
| Close |
0.7736 |
0.7758 |
0.0022 |
0.3% |
0.7736 |
| Range |
0.0063 |
0.0052 |
-0.0011 |
-17.6% |
0.0103 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
275 |
215 |
-60 |
-21.8% |
1,242 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7879 |
0.7786 |
|
| R3 |
0.7846 |
0.7827 |
0.7772 |
|
| R2 |
0.7794 |
0.7794 |
0.7767 |
|
| R1 |
0.7776 |
0.7776 |
0.7762 |
0.7785 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7747 |
| S1 |
0.7724 |
0.7724 |
0.7753 |
0.7734 |
| S2 |
0.7691 |
0.7691 |
0.7748 |
|
| S3 |
0.7640 |
0.7673 |
0.7743 |
|
| S4 |
0.7588 |
0.7621 |
0.7729 |
|
|
| 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 |
0.7710 |
0.0108 |
1.4% |
0.0062 |
0.8% |
44% |
False |
True |
266 |
| 10 |
0.7860 |
0.7692 |
0.0168 |
2.2% |
0.0065 |
0.8% |
39% |
False |
False |
266 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0067 |
0.9% |
36% |
False |
False |
203 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.9% |
62% |
False |
False |
122 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0069 |
0.9% |
62% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7896 |
|
1.618 |
0.7844 |
|
1.000 |
0.7813 |
|
0.618 |
0.7793 |
|
HIGH |
0.7761 |
|
0.618 |
0.7741 |
|
0.500 |
0.7735 |
|
0.382 |
0.7729 |
|
LOW |
0.7710 |
|
0.618 |
0.7678 |
|
1.000 |
0.7658 |
|
1.618 |
0.7626 |
|
2.618 |
0.7575 |
|
4.250 |
0.7491 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7754 |
| PP |
0.7743 |
0.7751 |
| S1 |
0.7735 |
0.7748 |
|