CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7555 |
0.7578 |
0.0023 |
0.3% |
0.7707 |
| High |
0.7602 |
0.7594 |
-0.0008 |
-0.1% |
0.7729 |
| Low |
0.7540 |
0.7568 |
0.0028 |
0.4% |
0.7481 |
| Close |
0.7575 |
0.7585 |
0.0011 |
0.1% |
0.7501 |
| Range |
0.0062 |
0.0027 |
-0.0035 |
-56.9% |
0.0248 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
76,427 |
55,221 |
-21,206 |
-27.7% |
499,878 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7650 |
0.7600 |
|
| R3 |
0.7635 |
0.7623 |
0.7592 |
|
| R2 |
0.7609 |
0.7609 |
0.7590 |
|
| R1 |
0.7597 |
0.7597 |
0.7587 |
0.7603 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7585 |
| S1 |
0.7570 |
0.7570 |
0.7583 |
0.7576 |
| S2 |
0.7556 |
0.7556 |
0.7580 |
|
| S3 |
0.7529 |
0.7544 |
0.7578 |
|
| S4 |
0.7503 |
0.7517 |
0.7570 |
|
|
| 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 |
0.7602 |
0.7479 |
0.0123 |
1.6% |
0.0062 |
0.8% |
87% |
False |
False |
92,670 |
| 10 |
0.7779 |
0.7479 |
0.0300 |
3.9% |
0.0069 |
0.9% |
35% |
False |
False |
95,501 |
| 20 |
0.7779 |
0.7479 |
0.0300 |
3.9% |
0.0064 |
0.8% |
35% |
False |
False |
59,229 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
26% |
False |
False |
29,730 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0065 |
0.9% |
26% |
False |
False |
19,836 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0067 |
0.9% |
26% |
False |
False |
14,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7663 |
|
1.618 |
0.7637 |
|
1.000 |
0.7621 |
|
0.618 |
0.7610 |
|
HIGH |
0.7594 |
|
0.618 |
0.7584 |
|
0.500 |
0.7581 |
|
0.382 |
0.7578 |
|
LOW |
0.7568 |
|
0.618 |
0.7551 |
|
1.000 |
0.7541 |
|
1.618 |
0.7525 |
|
2.618 |
0.7498 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7573 |
| PP |
0.7582 |
0.7561 |
| S1 |
0.7581 |
0.7549 |
|