CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7516 |
-0.0054 |
-0.7% |
0.7485 |
| High |
0.7573 |
0.7529 |
-0.0044 |
-0.6% |
0.7620 |
| Low |
0.7510 |
0.7495 |
-0.0015 |
-0.2% |
0.7479 |
| Close |
0.7517 |
0.7498 |
-0.0019 |
-0.3% |
0.7588 |
| Range |
0.0063 |
0.0035 |
-0.0029 |
-45.2% |
0.0141 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
66,667 |
70,742 |
4,075 |
6.1% |
395,813 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7589 |
0.7517 |
|
| R3 |
0.7576 |
0.7554 |
0.7507 |
|
| R2 |
0.7542 |
0.7542 |
0.7504 |
|
| R1 |
0.7520 |
0.7520 |
0.7501 |
0.7514 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7504 |
| S1 |
0.7485 |
0.7485 |
0.7495 |
0.7479 |
| S2 |
0.7473 |
0.7473 |
0.7492 |
|
| S3 |
0.7438 |
0.7451 |
0.7489 |
|
| S4 |
0.7404 |
0.7416 |
0.7479 |
|
|
| 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 |
0.7495 |
0.0125 |
1.7% |
0.0042 |
0.6% |
3% |
False |
True |
62,258 |
| 10 |
0.7656 |
0.7479 |
0.0177 |
2.4% |
0.0061 |
0.8% |
11% |
False |
False |
84,881 |
| 20 |
0.7779 |
0.7479 |
0.0300 |
4.0% |
0.0062 |
0.8% |
6% |
False |
False |
71,659 |
| 40 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0063 |
0.8% |
5% |
False |
False |
36,119 |
| 60 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0064 |
0.9% |
5% |
False |
False |
24,102 |
| 80 |
0.7894 |
0.7479 |
0.0415 |
5.5% |
0.0065 |
0.9% |
5% |
False |
False |
18,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7619 |
|
1.618 |
0.7585 |
|
1.000 |
0.7564 |
|
0.618 |
0.7550 |
|
HIGH |
0.7529 |
|
0.618 |
0.7516 |
|
0.500 |
0.7512 |
|
0.382 |
0.7508 |
|
LOW |
0.7495 |
|
0.618 |
0.7473 |
|
1.000 |
0.7460 |
|
1.618 |
0.7439 |
|
2.618 |
0.7404 |
|
4.250 |
0.7348 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7512 |
0.7549 |
| PP |
0.7507 |
0.7532 |
| S1 |
0.7503 |
0.7515 |
|