CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7757 |
0.7707 |
-0.0050 |
-0.6% |
0.7743 |
| High |
0.7779 |
0.7729 |
-0.0050 |
-0.6% |
0.7779 |
| Low |
0.7691 |
0.7697 |
0.0006 |
0.1% |
0.7691 |
| Close |
0.7706 |
0.7710 |
0.0004 |
0.1% |
0.7706 |
| Range |
0.0088 |
0.0032 |
-0.0056 |
-63.4% |
0.0088 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
121,444 |
53,023 |
-68,421 |
-56.3% |
334,392 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7791 |
0.7727 |
|
| R3 |
0.7776 |
0.7759 |
0.7718 |
|
| R2 |
0.7744 |
0.7744 |
0.7715 |
|
| R1 |
0.7727 |
0.7727 |
0.7712 |
0.7735 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7716 |
| S1 |
0.7695 |
0.7695 |
0.7707 |
0.7703 |
| S2 |
0.7680 |
0.7680 |
0.7704 |
|
| S3 |
0.7648 |
0.7663 |
0.7701 |
|
| S4 |
0.7616 |
0.7631 |
0.7692 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7934 |
0.7754 |
|
| R3 |
0.7900 |
0.7847 |
0.7730 |
|
| R2 |
0.7813 |
0.7813 |
0.7722 |
|
| R1 |
0.7759 |
0.7759 |
0.7714 |
0.7742 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7717 |
| S1 |
0.7672 |
0.7672 |
0.7697 |
0.7655 |
| S2 |
0.7638 |
0.7638 |
0.7689 |
|
| S3 |
0.7550 |
0.7584 |
0.7681 |
|
| S4 |
0.7463 |
0.7497 |
0.7657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7779 |
0.7691 |
0.0088 |
1.1% |
0.0047 |
0.6% |
21% |
False |
False |
75,728 |
| 10 |
0.7779 |
0.7649 |
0.0130 |
1.7% |
0.0060 |
0.8% |
47% |
False |
False |
40,298 |
| 20 |
0.7818 |
0.7649 |
0.0169 |
2.2% |
0.0059 |
0.8% |
36% |
False |
False |
20,313 |
| 40 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0065 |
0.8% |
25% |
False |
False |
10,231 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0064 |
0.8% |
48% |
False |
False |
6,833 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0068 |
0.9% |
37% |
False |
False |
5,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7812 |
|
1.618 |
0.7780 |
|
1.000 |
0.7761 |
|
0.618 |
0.7748 |
|
HIGH |
0.7729 |
|
0.618 |
0.7716 |
|
0.500 |
0.7713 |
|
0.382 |
0.7709 |
|
LOW |
0.7697 |
|
0.618 |
0.7677 |
|
1.000 |
0.7665 |
|
1.618 |
0.7645 |
|
2.618 |
0.7613 |
|
4.250 |
0.7561 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7735 |
| PP |
0.7712 |
0.7726 |
| S1 |
0.7711 |
0.7718 |
|