CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7691 |
0.7611 |
-0.0080 |
-1.0% |
0.7743 |
| High |
0.7719 |
0.7656 |
-0.0063 |
-0.8% |
0.7779 |
| Low |
0.7610 |
0.7542 |
-0.0068 |
-0.9% |
0.7691 |
| Close |
0.7617 |
0.7555 |
-0.0062 |
-0.8% |
0.7706 |
| Range |
0.0109 |
0.0114 |
0.0005 |
4.1% |
0.0088 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
5.7% |
0.0000 |
| Volume |
115,616 |
129,392 |
13,776 |
11.9% |
334,392 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7853 |
0.7617 |
|
| R3 |
0.7811 |
0.7740 |
0.7586 |
|
| R2 |
0.7698 |
0.7698 |
0.7575 |
|
| R1 |
0.7626 |
0.7626 |
0.7565 |
0.7605 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7574 |
| S1 |
0.7513 |
0.7513 |
0.7544 |
0.7492 |
| S2 |
0.7471 |
0.7471 |
0.7534 |
|
| S3 |
0.7357 |
0.7399 |
0.7523 |
|
| S4 |
0.7244 |
0.7286 |
0.7492 |
|
|
| 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 |
0.7542 |
0.0237 |
3.1% |
0.0077 |
1.0% |
5% |
False |
True |
98,332 |
| 10 |
0.7779 |
0.7542 |
0.0237 |
3.1% |
0.0063 |
0.8% |
5% |
False |
True |
70,923 |
| 20 |
0.7799 |
0.7542 |
0.0257 |
3.4% |
0.0063 |
0.8% |
5% |
False |
True |
36,139 |
| 40 |
0.7894 |
0.7542 |
0.0352 |
4.7% |
0.0066 |
0.9% |
4% |
False |
True |
18,155 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.7% |
0.0065 |
0.9% |
5% |
False |
False |
12,118 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.2% |
0.0069 |
0.9% |
4% |
False |
False |
9,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8138 |
|
2.618 |
0.7953 |
|
1.618 |
0.7839 |
|
1.000 |
0.7769 |
|
0.618 |
0.7726 |
|
HIGH |
0.7656 |
|
0.618 |
0.7612 |
|
0.500 |
0.7599 |
|
0.382 |
0.7585 |
|
LOW |
0.7542 |
|
0.618 |
0.7472 |
|
1.000 |
0.7429 |
|
1.618 |
0.7358 |
|
2.618 |
0.7245 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7631 |
| PP |
0.7584 |
0.7605 |
| S1 |
0.7569 |
0.7580 |
|