CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7555 |
0.0013 |
0.2% |
0.7707 |
| High |
0.7567 |
0.7602 |
0.0035 |
0.5% |
0.7729 |
| Low |
0.7497 |
0.7540 |
0.0044 |
0.6% |
0.7481 |
| Close |
0.7557 |
0.7575 |
0.0018 |
0.2% |
0.7501 |
| Range |
0.0070 |
0.0062 |
-0.0009 |
-12.1% |
0.0248 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
89,036 |
76,427 |
-12,609 |
-14.2% |
499,878 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7757 |
0.7727 |
0.7608 |
|
| R3 |
0.7695 |
0.7666 |
0.7591 |
|
| R2 |
0.7634 |
0.7634 |
0.7586 |
|
| R1 |
0.7604 |
0.7604 |
0.7580 |
0.7619 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7579 |
| S1 |
0.7543 |
0.7543 |
0.7569 |
0.7557 |
| S2 |
0.7511 |
0.7511 |
0.7563 |
|
| S3 |
0.7449 |
0.7481 |
0.7558 |
|
| S4 |
0.7388 |
0.7420 |
0.7541 |
|
|
| 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 |
0.7656 |
0.7479 |
0.0177 |
2.3% |
0.0079 |
1.0% |
54% |
False |
False |
107,504 |
| 10 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0071 |
0.9% |
32% |
False |
False |
95,870 |
| 20 |
0.7799 |
0.7479 |
0.0320 |
4.2% |
0.0066 |
0.9% |
30% |
False |
False |
56,489 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0067 |
0.9% |
23% |
False |
False |
28,352 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
23% |
False |
False |
18,916 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0068 |
0.9% |
23% |
False |
False |
14,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7763 |
|
1.618 |
0.7701 |
|
1.000 |
0.7663 |
|
0.618 |
0.7640 |
|
HIGH |
0.7602 |
|
0.618 |
0.7578 |
|
0.500 |
0.7571 |
|
0.382 |
0.7563 |
|
LOW |
0.7540 |
|
0.618 |
0.7502 |
|
1.000 |
0.7479 |
|
1.618 |
0.7440 |
|
2.618 |
0.7379 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7563 |
| PP |
0.7572 |
0.7552 |
| S1 |
0.7571 |
0.7540 |
|