CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7759 |
0.7742 |
-0.0018 |
-0.2% |
0.7714 |
| High |
0.7767 |
0.7765 |
-0.0002 |
0.0% |
0.7775 |
| Low |
0.7735 |
0.7727 |
-0.0008 |
-0.1% |
0.7649 |
| Close |
0.7745 |
0.7740 |
-0.0005 |
-0.1% |
0.7747 |
| Range |
0.0032 |
0.0038 |
0.0007 |
20.6% |
0.0126 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
49,657 |
95,608 |
45,951 |
92.5% |
15,574 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7858 |
0.7837 |
0.7760 |
|
| R3 |
0.7820 |
0.7799 |
0.7750 |
|
| R2 |
0.7782 |
0.7782 |
0.7746 |
|
| R1 |
0.7761 |
0.7761 |
0.7743 |
0.7752 |
| PP |
0.7744 |
0.7744 |
0.7744 |
0.7740 |
| S1 |
0.7723 |
0.7723 |
0.7736 |
0.7714 |
| S2 |
0.7706 |
0.7706 |
0.7733 |
|
| S3 |
0.7668 |
0.7685 |
0.7729 |
|
| S4 |
0.7630 |
0.7647 |
0.7719 |
|
|
| 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 |
0.7769 |
0.7649 |
0.0120 |
1.5% |
0.0062 |
0.8% |
76% |
False |
False |
32,639 |
| 10 |
0.7799 |
0.7649 |
0.0150 |
1.9% |
0.0060 |
0.8% |
60% |
False |
False |
17,108 |
| 20 |
0.7842 |
0.7649 |
0.0193 |
2.5% |
0.0063 |
0.8% |
47% |
False |
False |
8,702 |
| 40 |
0.7894 |
0.7640 |
0.0254 |
3.3% |
0.0066 |
0.8% |
39% |
False |
False |
4,400 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0065 |
0.8% |
57% |
False |
False |
2,946 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0068 |
0.9% |
43% |
False |
False |
2,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7864 |
|
1.618 |
0.7826 |
|
1.000 |
0.7803 |
|
0.618 |
0.7788 |
|
HIGH |
0.7765 |
|
0.618 |
0.7750 |
|
0.500 |
0.7746 |
|
0.382 |
0.7742 |
|
LOW |
0.7727 |
|
0.618 |
0.7704 |
|
1.000 |
0.7689 |
|
1.618 |
0.7666 |
|
2.618 |
0.7628 |
|
4.250 |
0.7566 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7746 |
0.7748 |
| PP |
0.7744 |
0.7745 |
| S1 |
0.7742 |
0.7742 |
|