CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7755 |
0.7748 |
-0.0007 |
-0.1% |
0.7778 |
| High |
0.7799 |
0.7761 |
-0.0038 |
-0.5% |
0.7818 |
| Low |
0.7735 |
0.7727 |
-0.0008 |
-0.1% |
0.7715 |
| Close |
0.7750 |
0.7748 |
-0.0002 |
0.0% |
0.7736 |
| Range |
0.0064 |
0.0034 |
-0.0030 |
-46.9% |
0.0103 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
411 |
642 |
231 |
56.2% |
1,242 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7831 |
0.7766 |
|
| R3 |
0.7813 |
0.7797 |
0.7757 |
|
| R2 |
0.7779 |
0.7779 |
0.7754 |
|
| R1 |
0.7763 |
0.7763 |
0.7751 |
0.7754 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7741 |
| S1 |
0.7729 |
0.7729 |
0.7744 |
0.7720 |
| S2 |
0.7711 |
0.7711 |
0.7741 |
|
| S3 |
0.7677 |
0.7695 |
0.7738 |
|
| S4 |
0.7643 |
0.7661 |
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 |
0.7799 |
0.7710 |
0.0090 |
1.2% |
0.0051 |
0.7% |
42% |
False |
False |
380 |
| 10 |
0.7818 |
0.7710 |
0.0108 |
1.4% |
0.0058 |
0.7% |
35% |
False |
False |
309 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0066 |
0.8% |
32% |
False |
False |
252 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.8% |
59% |
False |
False |
155 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0068 |
0.9% |
59% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7906 |
|
2.618 |
0.7850 |
|
1.618 |
0.7816 |
|
1.000 |
0.7795 |
|
0.618 |
0.7782 |
|
HIGH |
0.7761 |
|
0.618 |
0.7748 |
|
0.500 |
0.7744 |
|
0.382 |
0.7740 |
|
LOW |
0.7727 |
|
0.618 |
0.7706 |
|
1.000 |
0.7693 |
|
1.618 |
0.7672 |
|
2.618 |
0.7638 |
|
4.250 |
0.7583 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7746 |
0.7763 |
| PP |
0.7745 |
0.7758 |
| S1 |
0.7744 |
0.7753 |
|