CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7590 |
0.0003 |
0.0% |
0.7485 |
| High |
0.7620 |
0.7604 |
-0.0016 |
-0.2% |
0.7620 |
| Low |
0.7583 |
0.7557 |
-0.0026 |
-0.3% |
0.7479 |
| Close |
0.7588 |
0.7568 |
-0.0020 |
-0.3% |
0.7588 |
| Range |
0.0037 |
0.0047 |
0.0010 |
27.0% |
0.0141 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
62,120 |
56,540 |
-5,580 |
-9.0% |
395,813 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7717 |
0.7690 |
0.7594 |
|
| R3 |
0.7670 |
0.7643 |
0.7581 |
|
| R2 |
0.7623 |
0.7623 |
0.7577 |
|
| R1 |
0.7596 |
0.7596 |
0.7572 |
0.7586 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7572 |
| S1 |
0.7549 |
0.7549 |
0.7564 |
0.7539 |
| S2 |
0.7529 |
0.7529 |
0.7559 |
|
| S3 |
0.7482 |
0.7502 |
0.7555 |
|
| S4 |
0.7435 |
0.7455 |
0.7542 |
|
|
| 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 |
0.7497 |
0.0123 |
1.6% |
0.0048 |
0.6% |
58% |
False |
False |
67,868 |
| 10 |
0.7720 |
0.7479 |
0.0241 |
3.2% |
0.0066 |
0.9% |
37% |
False |
False |
89,920 |
| 20 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0063 |
0.8% |
30% |
False |
False |
65,109 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0064 |
0.8% |
21% |
False |
False |
32,690 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0064 |
0.9% |
21% |
False |
False |
21,813 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
21% |
False |
False |
16,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7804 |
|
2.618 |
0.7727 |
|
1.618 |
0.7680 |
|
1.000 |
0.7651 |
|
0.618 |
0.7633 |
|
HIGH |
0.7604 |
|
0.618 |
0.7586 |
|
0.500 |
0.7581 |
|
0.382 |
0.7575 |
|
LOW |
0.7557 |
|
0.618 |
0.7528 |
|
1.000 |
0.7510 |
|
1.618 |
0.7481 |
|
2.618 |
0.7434 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7588 |
| PP |
0.7576 |
0.7582 |
| S1 |
0.7572 |
0.7575 |
|