CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7755 |
-0.0001 |
0.0% |
0.7730 |
| High |
0.7775 |
0.7758 |
-0.0018 |
-0.2% |
0.7799 |
| Low |
0.7719 |
0.7649 |
-0.0070 |
-0.9% |
0.7681 |
| Close |
0.7756 |
0.7654 |
-0.0102 |
-1.3% |
0.7717 |
| Range |
0.0056 |
0.0109 |
0.0053 |
93.8% |
0.0119 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.0% |
0.0000 |
| Volume |
4,774 |
4,532 |
-242 |
-5.1% |
2,047 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7942 |
0.7714 |
|
| R3 |
0.7904 |
0.7833 |
0.7684 |
|
| R2 |
0.7795 |
0.7795 |
0.7674 |
|
| R1 |
0.7725 |
0.7725 |
0.7664 |
0.7706 |
| PP |
0.7687 |
0.7687 |
0.7687 |
0.7677 |
| S1 |
0.7616 |
0.7616 |
0.7644 |
0.7597 |
| S2 |
0.7578 |
0.7578 |
0.7634 |
|
| S3 |
0.7470 |
0.7508 |
0.7624 |
|
| S4 |
0.7361 |
0.7399 |
0.7594 |
|
|
| 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 |
0.7775 |
0.7649 |
0.0126 |
1.6% |
0.0067 |
0.9% |
4% |
False |
True |
2,402 |
| 10 |
0.7799 |
0.7649 |
0.0150 |
2.0% |
0.0062 |
0.8% |
3% |
False |
True |
1,356 |
| 20 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0067 |
0.9% |
2% |
False |
True |
795 |
| 40 |
0.7894 |
0.7593 |
0.0301 |
3.9% |
0.0066 |
0.9% |
20% |
False |
False |
436 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.7% |
0.0067 |
0.9% |
33% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8042 |
|
1.618 |
0.7933 |
|
1.000 |
0.7866 |
|
0.618 |
0.7825 |
|
HIGH |
0.7758 |
|
0.618 |
0.7716 |
|
0.500 |
0.7703 |
|
0.382 |
0.7690 |
|
LOW |
0.7649 |
|
0.618 |
0.7582 |
|
1.000 |
0.7541 |
|
1.618 |
0.7473 |
|
2.618 |
0.7365 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7712 |
| PP |
0.7687 |
0.7693 |
| S1 |
0.7670 |
0.7673 |
|