CME Australian Dollar Future September 2021
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7556 |
0.7485 |
-0.0071 |
-0.9% |
0.7707 |
High |
0.7563 |
0.7549 |
-0.0015 |
-0.2% |
0.7729 |
Low |
0.7481 |
0.7479 |
-0.0002 |
0.0% |
0.7481 |
Close |
0.7501 |
0.7541 |
0.0040 |
0.5% |
0.7501 |
Range |
0.0083 |
0.0070 |
-0.0013 |
-15.8% |
0.0248 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
Volume |
129,659 |
113,009 |
-16,650 |
-12.8% |
499,878 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7731 |
0.7706 |
0.7579 |
|
R3 |
0.7662 |
0.7636 |
0.7560 |
|
R2 |
0.7592 |
0.7592 |
0.7554 |
|
R1 |
0.7567 |
0.7567 |
0.7547 |
0.7580 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7529 |
S1 |
0.7497 |
0.7497 |
0.7535 |
0.7510 |
S2 |
0.7453 |
0.7453 |
0.7528 |
|
S3 |
0.7384 |
0.7428 |
0.7522 |
|
S4 |
0.7314 |
0.7358 |
0.7503 |
|
|
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 |
0.7720 |
0.7479 |
0.0241 |
3.2% |
0.0083 |
1.1% |
26% |
False |
True |
111,972 |
10 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0065 |
0.9% |
21% |
False |
True |
93,850 |
20 |
0.7799 |
0.7479 |
0.0320 |
4.2% |
0.0064 |
0.8% |
19% |
False |
True |
48,245 |
40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
15% |
False |
True |
24,219 |
60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
15% |
False |
True |
16,160 |
80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0068 |
0.9% |
15% |
False |
True |
12,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7844 |
2.618 |
0.7730 |
1.618 |
0.7661 |
1.000 |
0.7618 |
0.618 |
0.7591 |
HIGH |
0.7549 |
0.618 |
0.7522 |
0.500 |
0.7514 |
0.382 |
0.7506 |
LOW |
0.7479 |
0.618 |
0.7436 |
1.000 |
0.7410 |
1.618 |
0.7367 |
2.618 |
0.7297 |
4.250 |
0.7184 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7532 |
0.7567 |
PP |
0.7523 |
0.7559 |
S1 |
0.7514 |
0.7550 |
|