CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 04-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7755 |
0.7663 |
-0.0092 |
-1.2% |
0.7714 |
High |
0.7758 |
0.7748 |
-0.0010 |
-0.1% |
0.7775 |
Low |
0.7649 |
0.7655 |
0.0006 |
0.1% |
0.7649 |
Close |
0.7654 |
0.7747 |
0.0093 |
1.2% |
0.7747 |
Range |
0.0109 |
0.0094 |
-0.0015 |
-13.8% |
0.0126 |
ATR |
0.0067 |
0.0069 |
0.0002 |
2.9% |
0.0000 |
Volume |
4,532 |
4,624 |
92 |
2.0% |
15,574 |
|
Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7997 |
0.7965 |
0.7798 |
|
R3 |
0.7903 |
0.7872 |
0.7772 |
|
R2 |
0.7810 |
0.7810 |
0.7764 |
|
R1 |
0.7778 |
0.7778 |
0.7755 |
0.7794 |
PP |
0.7716 |
0.7716 |
0.7716 |
0.7724 |
S1 |
0.7685 |
0.7685 |
0.7738 |
0.7701 |
S2 |
0.7623 |
0.7623 |
0.7729 |
|
S3 |
0.7529 |
0.7591 |
0.7721 |
|
S4 |
0.7436 |
0.7498 |
0.7695 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8102 |
0.8050 |
0.7816 |
|
R3 |
0.7976 |
0.7924 |
0.7781 |
|
R2 |
0.7850 |
0.7850 |
0.7770 |
|
R1 |
0.7798 |
0.7798 |
0.7758 |
0.7824 |
PP |
0.7724 |
0.7724 |
0.7724 |
0.7736 |
S1 |
0.7672 |
0.7672 |
0.7735 |
0.7698 |
S2 |
0.7598 |
0.7598 |
0.7723 |
|
S3 |
0.7472 |
0.7546 |
0.7712 |
|
S4 |
0.7346 |
0.7420 |
0.7677 |
|
|
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% |
0.0079 |
1.0% |
77% |
False |
False |
3,198 |
10 |
0.7799 |
0.7649 |
0.0150 |
1.9% |
0.0065 |
0.8% |
65% |
False |
False |
1,789 |
20 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0067 |
0.9% |
40% |
False |
False |
1,012 |
40 |
0.7894 |
0.7593 |
0.0301 |
3.9% |
0.0067 |
0.9% |
51% |
False |
False |
552 |
60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
59% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8145 |
2.618 |
0.7993 |
1.618 |
0.7899 |
1.000 |
0.7842 |
0.618 |
0.7806 |
HIGH |
0.7748 |
0.618 |
0.7712 |
0.500 |
0.7701 |
0.382 |
0.7690 |
LOW |
0.7655 |
0.618 |
0.7597 |
1.000 |
0.7561 |
1.618 |
0.7503 |
2.618 |
0.7410 |
4.250 |
0.7257 |
|
|
Fisher Pivots for day following 04-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7731 |
0.7735 |
PP |
0.7716 |
0.7724 |
S1 |
0.7701 |
0.7712 |
|