CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7756 |
0.0042 |
0.5% |
0.7730 |
| High |
0.7772 |
0.7775 |
0.0004 |
0.0% |
0.7799 |
| Low |
0.7704 |
0.7719 |
0.0015 |
0.2% |
0.7681 |
| Close |
0.7767 |
0.7756 |
-0.0011 |
-0.1% |
0.7717 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.0% |
0.0119 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,644 |
4,774 |
3,130 |
190.4% |
2,047 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7893 |
0.7787 |
|
| R3 |
0.7862 |
0.7837 |
0.7771 |
|
| R2 |
0.7806 |
0.7806 |
0.7766 |
|
| R1 |
0.7781 |
0.7781 |
0.7761 |
0.7794 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7756 |
| S1 |
0.7725 |
0.7725 |
0.7751 |
0.7738 |
| S2 |
0.7694 |
0.7694 |
0.7746 |
|
| S3 |
0.7638 |
0.7669 |
0.7741 |
|
| S4 |
0.7582 |
0.7613 |
0.7725 |
|
|
| 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% |
0.0058 |
0.8% |
64% |
False |
False |
1,578 |
| 10 |
0.7801 |
0.7681 |
0.0121 |
1.6% |
0.0060 |
0.8% |
63% |
False |
False |
938 |
| 20 |
0.7894 |
0.7681 |
0.0213 |
2.7% |
0.0064 |
0.8% |
35% |
False |
False |
578 |
| 40 |
0.7894 |
0.7593 |
0.0301 |
3.9% |
0.0065 |
0.8% |
54% |
False |
False |
323 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.9% |
61% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7922 |
|
1.618 |
0.7866 |
|
1.000 |
0.7831 |
|
0.618 |
0.7810 |
|
HIGH |
0.7775 |
|
0.618 |
0.7754 |
|
0.500 |
0.7747 |
|
0.382 |
0.7740 |
|
LOW |
0.7719 |
|
0.618 |
0.7684 |
|
1.000 |
0.7663 |
|
1.618 |
0.7628 |
|
2.618 |
0.7572 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7753 |
0.7747 |
| PP |
0.7750 |
0.7737 |
| S1 |
0.7747 |
0.7728 |
|