CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7747 |
0.7714 |
-0.0033 |
-0.4% |
0.7730 |
| High |
0.7750 |
0.7772 |
0.0022 |
0.3% |
0.7799 |
| Low |
0.7681 |
0.7704 |
0.0024 |
0.3% |
0.7681 |
| Close |
0.7717 |
0.7767 |
0.0050 |
0.6% |
0.7717 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0119 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
| Volume |
420 |
1,644 |
1,224 |
291.4% |
2,047 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7926 |
0.7804 |
|
| R3 |
0.7883 |
0.7859 |
0.7786 |
|
| R2 |
0.7815 |
0.7815 |
0.7779 |
|
| R1 |
0.7791 |
0.7791 |
0.7773 |
0.7803 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7754 |
| S1 |
0.7724 |
0.7724 |
0.7761 |
0.7736 |
| S2 |
0.7680 |
0.7680 |
0.7755 |
|
| S3 |
0.7613 |
0.7656 |
0.7748 |
|
| S4 |
0.7545 |
0.7589 |
0.7730 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8021 |
0.7782 |
|
| R3 |
0.7969 |
0.7902 |
0.7750 |
|
| R2 |
0.7851 |
0.7851 |
0.7739 |
|
| R1 |
0.7784 |
0.7784 |
0.7728 |
0.7758 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7719 |
| S1 |
0.7665 |
0.7665 |
0.7706 |
0.7640 |
| S2 |
0.7614 |
0.7614 |
0.7695 |
|
| S3 |
0.7495 |
0.7547 |
0.7684 |
|
| S4 |
0.7377 |
0.7428 |
0.7652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7799 |
0.7681 |
0.0119 |
1.5% |
0.0055 |
0.7% |
73% |
False |
False |
695 |
| 10 |
0.7818 |
0.7681 |
0.0137 |
1.8% |
0.0059 |
0.8% |
63% |
False |
False |
481 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0065 |
0.8% |
41% |
False |
False |
348 |
| 40 |
0.7894 |
0.7593 |
0.0301 |
3.9% |
0.0065 |
0.8% |
58% |
False |
False |
205 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
65% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7948 |
|
1.618 |
0.7881 |
|
1.000 |
0.7839 |
|
0.618 |
0.7813 |
|
HIGH |
0.7772 |
|
0.618 |
0.7746 |
|
0.500 |
0.7738 |
|
0.382 |
0.7730 |
|
LOW |
0.7704 |
|
0.618 |
0.7662 |
|
1.000 |
0.7637 |
|
1.618 |
0.7595 |
|
2.618 |
0.7527 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7753 |
| PP |
0.7748 |
0.7740 |
| S1 |
0.7738 |
0.7726 |
|