CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7742 |
-0.0005 |
-0.1% |
0.7730 |
| High |
0.7751 |
0.7773 |
0.0022 |
0.3% |
0.7800 |
| Low |
0.7684 |
0.7707 |
0.0024 |
0.3% |
0.7684 |
| Close |
0.7719 |
0.7769 |
0.0050 |
0.6% |
0.7719 |
| Range |
0.0067 |
0.0066 |
-0.0002 |
-2.2% |
0.0117 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
| Volume |
78 |
105 |
27 |
34.6% |
139 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7923 |
0.7805 |
|
| R3 |
0.7880 |
0.7857 |
0.7787 |
|
| R2 |
0.7815 |
0.7815 |
0.7781 |
|
| R1 |
0.7792 |
0.7792 |
0.7775 |
0.7803 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7755 |
| S1 |
0.7726 |
0.7726 |
0.7762 |
0.7738 |
| S2 |
0.7684 |
0.7684 |
0.7756 |
|
| S3 |
0.7618 |
0.7661 |
0.7750 |
|
| S4 |
0.7553 |
0.7595 |
0.7732 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8084 |
0.8018 |
0.7783 |
|
| R3 |
0.7967 |
0.7901 |
0.7751 |
|
| R2 |
0.7851 |
0.7851 |
0.7740 |
|
| R1 |
0.7785 |
0.7785 |
0.7729 |
0.7759 |
| PP |
0.7734 |
0.7734 |
0.7734 |
0.7721 |
| S1 |
0.7668 |
0.7668 |
0.7708 |
0.7643 |
| S2 |
0.7618 |
0.7618 |
0.7697 |
|
| S3 |
0.7501 |
0.7552 |
0.7686 |
|
| S4 |
0.7385 |
0.7435 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7800 |
0.7684 |
0.0117 |
1.5% |
0.0054 |
0.7% |
73% |
False |
False |
48 |
| 10 |
0.7818 |
0.7684 |
0.0135 |
1.7% |
0.0051 |
0.7% |
63% |
False |
False |
29 |
| 20 |
0.7895 |
0.7683 |
0.0212 |
2.7% |
0.0057 |
0.7% |
40% |
False |
False |
21 |
| 40 |
0.7895 |
0.7595 |
0.0301 |
3.9% |
0.0059 |
0.8% |
58% |
False |
False |
12 |
| 60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0059 |
0.8% |
65% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7944 |
|
1.618 |
0.7878 |
|
1.000 |
0.7838 |
|
0.618 |
0.7813 |
|
HIGH |
0.7773 |
|
0.618 |
0.7747 |
|
0.500 |
0.7740 |
|
0.382 |
0.7732 |
|
LOW |
0.7707 |
|
0.618 |
0.7667 |
|
1.000 |
0.7642 |
|
1.618 |
0.7601 |
|
2.618 |
0.7536 |
|
4.250 |
0.7429 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7755 |
| PP |
0.7749 |
0.7742 |
| S1 |
0.7740 |
0.7728 |
|