CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7707 |
0.7716 |
0.0009 |
0.1% |
0.7743 |
| High |
0.7729 |
0.7720 |
-0.0009 |
-0.1% |
0.7779 |
| Low |
0.7697 |
0.7677 |
-0.0020 |
-0.3% |
0.7691 |
| Close |
0.7710 |
0.7686 |
-0.0024 |
-0.3% |
0.7706 |
| Range |
0.0032 |
0.0043 |
0.0011 |
32.8% |
0.0088 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
53,023 |
72,188 |
19,165 |
36.1% |
334,392 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7796 |
0.7709 |
|
| R3 |
0.7779 |
0.7754 |
0.7697 |
|
| R2 |
0.7737 |
0.7737 |
0.7693 |
|
| R1 |
0.7711 |
0.7711 |
0.7689 |
0.7703 |
| PP |
0.7694 |
0.7694 |
0.7694 |
0.7690 |
| S1 |
0.7669 |
0.7669 |
0.7682 |
0.7660 |
| S2 |
0.7652 |
0.7652 |
0.7678 |
|
| S3 |
0.7609 |
0.7626 |
0.7674 |
|
| S4 |
0.7567 |
0.7584 |
0.7662 |
|
|
| 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 |
0.7677 |
0.0102 |
1.3% |
0.0049 |
0.6% |
8% |
False |
True |
80,234 |
| 10 |
0.7779 |
0.7649 |
0.0130 |
1.7% |
0.0057 |
0.7% |
28% |
False |
False |
47,353 |
| 20 |
0.7818 |
0.7649 |
0.0169 |
2.2% |
0.0058 |
0.8% |
22% |
False |
False |
23,917 |
| 40 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0064 |
0.8% |
15% |
False |
False |
12,034 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0064 |
0.8% |
42% |
False |
False |
8,035 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0067 |
0.9% |
32% |
False |
False |
6,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7831 |
|
1.618 |
0.7788 |
|
1.000 |
0.7762 |
|
0.618 |
0.7746 |
|
HIGH |
0.7720 |
|
0.618 |
0.7703 |
|
0.500 |
0.7698 |
|
0.382 |
0.7693 |
|
LOW |
0.7677 |
|
0.618 |
0.7651 |
|
1.000 |
0.7635 |
|
1.618 |
0.7608 |
|
2.618 |
0.7566 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7698 |
0.7728 |
| PP |
0.7694 |
0.7714 |
| S1 |
0.7690 |
0.7700 |
|