CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7543 |
0.0058 |
0.8% |
0.7707 |
| High |
0.7549 |
0.7567 |
0.0018 |
0.2% |
0.7729 |
| Low |
0.7479 |
0.7497 |
0.0018 |
0.2% |
0.7481 |
| Close |
0.7541 |
0.7557 |
0.0016 |
0.2% |
0.7501 |
| Range |
0.0070 |
0.0070 |
0.0001 |
0.7% |
0.0248 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
113,009 |
89,036 |
-23,973 |
-21.2% |
499,878 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7723 |
0.7595 |
|
| R3 |
0.7680 |
0.7653 |
0.7576 |
|
| R2 |
0.7610 |
0.7610 |
0.7569 |
|
| R1 |
0.7583 |
0.7583 |
0.7563 |
0.7597 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7547 |
| S1 |
0.7513 |
0.7513 |
0.7550 |
0.7527 |
| S2 |
0.7470 |
0.7470 |
0.7544 |
|
| S3 |
0.7400 |
0.7443 |
0.7537 |
|
| S4 |
0.7330 |
0.7373 |
0.7518 |
|
|
| 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 |
0.7719 |
0.7479 |
0.0240 |
3.2% |
0.0089 |
1.2% |
32% |
False |
False |
115,342 |
| 10 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0069 |
0.9% |
26% |
False |
False |
97,788 |
| 20 |
0.7799 |
0.7479 |
0.0320 |
4.2% |
0.0065 |
0.9% |
24% |
False |
False |
52,686 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
19% |
False |
False |
26,444 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
19% |
False |
False |
17,643 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0068 |
0.9% |
19% |
False |
False |
13,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7864 |
|
2.618 |
0.7750 |
|
1.618 |
0.7680 |
|
1.000 |
0.7637 |
|
0.618 |
0.7610 |
|
HIGH |
0.7567 |
|
0.618 |
0.7540 |
|
0.500 |
0.7532 |
|
0.382 |
0.7523 |
|
LOW |
0.7497 |
|
0.618 |
0.7453 |
|
1.000 |
0.7427 |
|
1.618 |
0.7383 |
|
2.618 |
0.7313 |
|
4.250 |
0.7199 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7545 |
| PP |
0.7540 |
0.7534 |
| S1 |
0.7532 |
0.7523 |
|