CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7570 |
-0.0020 |
-0.3% |
0.7485 |
| High |
0.7604 |
0.7573 |
-0.0032 |
-0.4% |
0.7620 |
| Low |
0.7557 |
0.7510 |
-0.0048 |
-0.6% |
0.7479 |
| Close |
0.7568 |
0.7517 |
-0.0051 |
-0.7% |
0.7588 |
| Range |
0.0047 |
0.0063 |
0.0016 |
34.0% |
0.0141 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
56,540 |
66,667 |
10,127 |
17.9% |
395,813 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7683 |
0.7552 |
|
| R3 |
0.7659 |
0.7620 |
0.7534 |
|
| R2 |
0.7596 |
0.7596 |
0.7529 |
|
| R1 |
0.7557 |
0.7557 |
0.7523 |
0.7545 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7527 |
| S1 |
0.7494 |
0.7494 |
0.7511 |
0.7482 |
| S2 |
0.7470 |
0.7470 |
0.7505 |
|
| S3 |
0.7407 |
0.7431 |
0.7500 |
|
| S4 |
0.7344 |
0.7368 |
0.7482 |
|
|
| 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 |
0.7510 |
0.0110 |
1.5% |
0.0047 |
0.6% |
7% |
False |
True |
63,395 |
| 10 |
0.7719 |
0.7479 |
0.0240 |
3.2% |
0.0068 |
0.9% |
16% |
False |
False |
89,368 |
| 20 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0063 |
0.8% |
13% |
False |
False |
68,361 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0064 |
0.8% |
9% |
False |
False |
34,354 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0065 |
0.9% |
9% |
False |
False |
22,923 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0066 |
0.9% |
9% |
False |
False |
17,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7737 |
|
1.618 |
0.7674 |
|
1.000 |
0.7636 |
|
0.618 |
0.7611 |
|
HIGH |
0.7573 |
|
0.618 |
0.7548 |
|
0.500 |
0.7541 |
|
0.382 |
0.7534 |
|
LOW |
0.7510 |
|
0.618 |
0.7471 |
|
1.000 |
0.7447 |
|
1.618 |
0.7408 |
|
2.618 |
0.7345 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7565 |
| PP |
0.7533 |
0.7549 |
| S1 |
0.7525 |
0.7533 |
|