CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7587 |
0.0009 |
0.1% |
0.7485 |
| High |
0.7594 |
0.7620 |
0.0026 |
0.3% |
0.7620 |
| Low |
0.7568 |
0.7583 |
0.0015 |
0.2% |
0.7479 |
| Close |
0.7585 |
0.7588 |
0.0003 |
0.0% |
0.7588 |
| Range |
0.0027 |
0.0037 |
0.0011 |
39.6% |
0.0141 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
55,221 |
62,120 |
6,899 |
12.5% |
395,813 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7685 |
0.7608 |
|
| R3 |
0.7671 |
0.7648 |
0.7598 |
|
| R2 |
0.7634 |
0.7634 |
0.7595 |
|
| R1 |
0.7611 |
0.7611 |
0.7591 |
0.7622 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7602 |
| S1 |
0.7574 |
0.7574 |
0.7585 |
0.7585 |
| S2 |
0.7560 |
0.7560 |
0.7581 |
|
| S3 |
0.7523 |
0.7537 |
0.7578 |
|
| S4 |
0.7486 |
0.7500 |
0.7568 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7984 |
0.7926 |
0.7665 |
|
| R3 |
0.7843 |
0.7786 |
0.7627 |
|
| R2 |
0.7703 |
0.7703 |
0.7614 |
|
| R1 |
0.7645 |
0.7645 |
0.7601 |
0.7674 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7577 |
| S1 |
0.7505 |
0.7505 |
0.7575 |
0.7534 |
| S2 |
0.7422 |
0.7422 |
0.7562 |
|
| S3 |
0.7281 |
0.7364 |
0.7549 |
|
| S4 |
0.7141 |
0.7224 |
0.7511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7479 |
0.0141 |
1.9% |
0.0053 |
0.7% |
78% |
True |
False |
79,162 |
| 10 |
0.7729 |
0.7479 |
0.0250 |
3.3% |
0.0064 |
0.8% |
44% |
False |
False |
89,569 |
| 20 |
0.7779 |
0.7479 |
0.0300 |
3.9% |
0.0064 |
0.8% |
36% |
False |
False |
62,303 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0065 |
0.9% |
26% |
False |
False |
31,278 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0065 |
0.9% |
26% |
False |
False |
20,871 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0067 |
0.9% |
26% |
False |
False |
15,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7777 |
|
2.618 |
0.7716 |
|
1.618 |
0.7679 |
|
1.000 |
0.7657 |
|
0.618 |
0.7642 |
|
HIGH |
0.7620 |
|
0.618 |
0.7605 |
|
0.500 |
0.7601 |
|
0.382 |
0.7597 |
|
LOW |
0.7583 |
|
0.618 |
0.7560 |
|
1.000 |
0.7546 |
|
1.618 |
0.7523 |
|
2.618 |
0.7486 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7585 |
| PP |
0.7597 |
0.7583 |
| S1 |
0.7592 |
0.7580 |
|