CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7742 |
0.7735 |
-0.0007 |
-0.1% |
0.7714 |
| High |
0.7765 |
0.7767 |
0.0002 |
0.0% |
0.7775 |
| Low |
0.7727 |
0.7720 |
-0.0007 |
-0.1% |
0.7649 |
| Close |
0.7740 |
0.7758 |
0.0019 |
0.2% |
0.7747 |
| Range |
0.0038 |
0.0047 |
0.0009 |
22.4% |
0.0126 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
95,608 |
58,908 |
-36,700 |
-38.4% |
15,574 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7869 |
0.7784 |
|
| R3 |
0.7841 |
0.7823 |
0.7771 |
|
| R2 |
0.7795 |
0.7795 |
0.7767 |
|
| R1 |
0.7776 |
0.7776 |
0.7762 |
0.7786 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7753 |
| S1 |
0.7730 |
0.7730 |
0.7754 |
0.7739 |
| S2 |
0.7702 |
0.7702 |
0.7749 |
|
| S3 |
0.7655 |
0.7683 |
0.7745 |
|
| S4 |
0.7609 |
0.7637 |
0.7732 |
|
|
| 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 |
0.7655 |
0.0114 |
1.5% |
0.0050 |
0.6% |
91% |
False |
False |
43,514 |
| 10 |
0.7775 |
0.7649 |
0.0126 |
1.6% |
0.0058 |
0.8% |
87% |
False |
False |
22,958 |
| 20 |
0.7818 |
0.7649 |
0.0169 |
2.2% |
0.0059 |
0.8% |
65% |
False |
False |
11,634 |
| 40 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0064 |
0.8% |
45% |
False |
False |
5,872 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0065 |
0.8% |
62% |
False |
False |
3,927 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0068 |
0.9% |
47% |
False |
False |
2,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7964 |
|
2.618 |
0.7888 |
|
1.618 |
0.7842 |
|
1.000 |
0.7813 |
|
0.618 |
0.7795 |
|
HIGH |
0.7767 |
|
0.618 |
0.7749 |
|
0.500 |
0.7743 |
|
0.382 |
0.7738 |
|
LOW |
0.7720 |
|
0.618 |
0.7691 |
|
1.000 |
0.7674 |
|
1.618 |
0.7645 |
|
2.618 |
0.7598 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7753 |
0.7753 |
| PP |
0.7748 |
0.7748 |
| S1 |
0.7743 |
0.7743 |
|