CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7556 |
-0.0055 |
-0.7% |
0.7707 |
| High |
0.7656 |
0.7563 |
-0.0093 |
-1.2% |
0.7729 |
| Low |
0.7542 |
0.7481 |
-0.0062 |
-0.8% |
0.7481 |
| Close |
0.7555 |
0.7501 |
-0.0054 |
-0.7% |
0.7501 |
| Range |
0.0114 |
0.0083 |
-0.0031 |
-27.3% |
0.0248 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
129,392 |
129,659 |
267 |
0.2% |
499,878 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7762 |
0.7714 |
0.7546 |
|
| R3 |
0.7680 |
0.7632 |
0.7524 |
|
| R2 |
0.7597 |
0.7597 |
0.7516 |
|
| R1 |
0.7549 |
0.7549 |
0.7509 |
0.7532 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7506 |
| S1 |
0.7467 |
0.7467 |
0.7493 |
0.7450 |
| S2 |
0.7432 |
0.7432 |
0.7486 |
|
| S3 |
0.7350 |
0.7384 |
0.7478 |
|
| S4 |
0.7267 |
0.7302 |
0.7456 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8314 |
0.8156 |
0.7637 |
|
| R3 |
0.8066 |
0.7908 |
0.7569 |
|
| R2 |
0.7818 |
0.7818 |
0.7546 |
|
| R1 |
0.7660 |
0.7660 |
0.7524 |
0.7615 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7548 |
| S1 |
0.7412 |
0.7412 |
0.7478 |
0.7367 |
| S2 |
0.7322 |
0.7322 |
0.7456 |
|
| S3 |
0.7074 |
0.7164 |
0.7433 |
|
| S4 |
0.6826 |
0.6916 |
0.7365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7729 |
0.7481 |
0.0248 |
3.3% |
0.0076 |
1.0% |
8% |
False |
True |
99,975 |
| 10 |
0.7779 |
0.7481 |
0.0298 |
4.0% |
0.0062 |
0.8% |
7% |
False |
True |
83,427 |
| 20 |
0.7799 |
0.7481 |
0.0319 |
4.2% |
0.0064 |
0.8% |
6% |
False |
True |
42,608 |
| 40 |
0.7894 |
0.7481 |
0.0413 |
5.5% |
0.0066 |
0.9% |
5% |
False |
True |
21,395 |
| 60 |
0.7894 |
0.7481 |
0.0413 |
5.5% |
0.0065 |
0.9% |
5% |
False |
True |
14,278 |
| 80 |
0.8008 |
0.7481 |
0.0527 |
7.0% |
0.0069 |
0.9% |
4% |
False |
True |
10,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7779 |
|
1.618 |
0.7696 |
|
1.000 |
0.7646 |
|
0.618 |
0.7614 |
|
HIGH |
0.7563 |
|
0.618 |
0.7531 |
|
0.500 |
0.7522 |
|
0.382 |
0.7512 |
|
LOW |
0.7481 |
|
0.618 |
0.7430 |
|
1.000 |
0.7398 |
|
1.618 |
0.7347 |
|
2.618 |
0.7265 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7600 |
| PP |
0.7515 |
0.7567 |
| S1 |
0.7508 |
0.7534 |
|