CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.7730 |
0.7757 |
0.0027 |
0.3% |
0.7778 |
High |
0.7761 |
0.7779 |
0.0018 |
0.2% |
0.7818 |
Low |
0.7710 |
0.7737 |
0.0028 |
0.4% |
0.7715 |
Close |
0.7758 |
0.7759 |
0.0001 |
0.0% |
0.7736 |
Range |
0.0052 |
0.0042 |
-0.0010 |
-18.4% |
0.0103 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
215 |
359 |
144 |
67.0% |
1,242 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7863 |
0.7782 |
|
R3 |
0.7842 |
0.7821 |
0.7770 |
|
R2 |
0.7800 |
0.7800 |
0.7766 |
|
R1 |
0.7779 |
0.7779 |
0.7762 |
0.7790 |
PP |
0.7758 |
0.7758 |
0.7758 |
0.7763 |
S1 |
0.7737 |
0.7737 |
0.7755 |
0.7748 |
S2 |
0.7716 |
0.7716 |
0.7751 |
|
S3 |
0.7674 |
0.7695 |
0.7747 |
|
S4 |
0.7632 |
0.7653 |
0.7735 |
|
|
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 |
0.7801 |
0.7710 |
0.0092 |
1.2% |
0.0061 |
0.8% |
54% |
False |
False |
298 |
10 |
0.7842 |
0.7692 |
0.0150 |
1.9% |
0.0065 |
0.8% |
44% |
False |
False |
295 |
20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0068 |
0.9% |
37% |
False |
False |
215 |
40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.9% |
62% |
False |
False |
130 |
60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0069 |
0.9% |
62% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7958 |
2.618 |
0.7889 |
1.618 |
0.7847 |
1.000 |
0.7821 |
0.618 |
0.7805 |
HIGH |
0.7779 |
0.618 |
0.7763 |
0.500 |
0.7758 |
0.382 |
0.7753 |
LOW |
0.7737 |
0.618 |
0.7711 |
1.000 |
0.7695 |
1.618 |
0.7669 |
2.618 |
0.7627 |
4.250 |
0.7559 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7758 |
0.7755 |
PP |
0.7758 |
0.7751 |
S1 |
0.7758 |
0.7748 |
|