CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 02-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7742 |
0.7776 |
0.0035 |
0.4% |
0.7730 |
High |
0.7773 |
0.7778 |
0.0005 |
0.1% |
0.7800 |
Low |
0.7707 |
0.7721 |
0.0014 |
0.2% |
0.7684 |
Close |
0.7769 |
0.7758 |
-0.0011 |
-0.1% |
0.7719 |
Range |
0.0066 |
0.0057 |
-0.0009 |
-13.7% |
0.0117 |
ATR |
0.0062 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
Volume |
105 |
17 |
-88 |
-83.8% |
139 |
|
Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7922 |
0.7896 |
0.7789 |
|
R3 |
0.7865 |
0.7840 |
0.7773 |
|
R2 |
0.7809 |
0.7809 |
0.7768 |
|
R1 |
0.7783 |
0.7783 |
0.7763 |
0.7768 |
PP |
0.7752 |
0.7752 |
0.7752 |
0.7744 |
S1 |
0.7727 |
0.7727 |
0.7752 |
0.7711 |
S2 |
0.7696 |
0.7696 |
0.7747 |
|
S3 |
0.7639 |
0.7670 |
0.7742 |
|
S4 |
0.7583 |
0.7614 |
0.7726 |
|
|
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% |
0.0057 |
0.7% |
64% |
False |
False |
51 |
10 |
0.7800 |
0.7684 |
0.0117 |
1.5% |
0.0053 |
0.7% |
64% |
False |
False |
30 |
20 |
0.7895 |
0.7684 |
0.0212 |
2.7% |
0.0059 |
0.8% |
35% |
False |
False |
22 |
40 |
0.7895 |
0.7595 |
0.0301 |
3.9% |
0.0059 |
0.8% |
54% |
False |
False |
12 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0059 |
0.8% |
61% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8018 |
2.618 |
0.7925 |
1.618 |
0.7869 |
1.000 |
0.7834 |
0.618 |
0.7812 |
HIGH |
0.7778 |
0.618 |
0.7756 |
0.500 |
0.7749 |
0.382 |
0.7743 |
LOW |
0.7721 |
0.618 |
0.7686 |
1.000 |
0.7665 |
1.618 |
0.7630 |
2.618 |
0.7573 |
4.250 |
0.7481 |
|
|
Fisher Pivots for day following 02-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7755 |
0.7749 |
PP |
0.7752 |
0.7740 |
S1 |
0.7749 |
0.7731 |
|