CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 07-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7741 |
0.0080 |
1.0% |
0.7742 |
High |
0.7750 |
0.7769 |
0.0019 |
0.2% |
0.7778 |
Low |
0.7657 |
0.7733 |
0.0076 |
1.0% |
0.7651 |
Close |
0.7748 |
0.7765 |
0.0017 |
0.2% |
0.7748 |
Range |
0.0093 |
0.0037 |
-0.0057 |
-60.8% |
0.0127 |
ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
53 |
72 |
19 |
35.8% |
211 |
|
Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7865 |
0.7852 |
0.7785 |
|
R3 |
0.7829 |
0.7815 |
0.7775 |
|
R2 |
0.7792 |
0.7792 |
0.7772 |
|
R1 |
0.7779 |
0.7779 |
0.7768 |
0.7785 |
PP |
0.7756 |
0.7756 |
0.7756 |
0.7759 |
S1 |
0.7742 |
0.7742 |
0.7762 |
0.7749 |
S2 |
0.7719 |
0.7719 |
0.7758 |
|
S3 |
0.7683 |
0.7706 |
0.7755 |
|
S4 |
0.7646 |
0.7669 |
0.7745 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8053 |
0.7818 |
|
R3 |
0.7979 |
0.7927 |
0.7783 |
|
R2 |
0.7852 |
0.7852 |
0.7771 |
|
R1 |
0.7800 |
0.7800 |
0.7760 |
0.7826 |
PP |
0.7726 |
0.7726 |
0.7726 |
0.7739 |
S1 |
0.7674 |
0.7674 |
0.7736 |
0.7700 |
S2 |
0.7599 |
0.7599 |
0.7725 |
|
S3 |
0.7473 |
0.7547 |
0.7713 |
|
S4 |
0.7346 |
0.7421 |
0.7678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7778 |
0.7651 |
0.0127 |
1.6% |
0.0065 |
0.8% |
90% |
False |
False |
56 |
10 |
0.7800 |
0.7651 |
0.0149 |
1.9% |
0.0057 |
0.7% |
77% |
False |
False |
42 |
20 |
0.7895 |
0.7651 |
0.0244 |
3.1% |
0.0057 |
0.7% |
47% |
False |
False |
28 |
40 |
0.7895 |
0.7600 |
0.0295 |
3.8% |
0.0059 |
0.8% |
56% |
False |
False |
16 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0059 |
0.8% |
64% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7924 |
2.618 |
0.7865 |
1.618 |
0.7828 |
1.000 |
0.7806 |
0.618 |
0.7792 |
HIGH |
0.7769 |
0.618 |
0.7755 |
0.500 |
0.7751 |
0.382 |
0.7746 |
LOW |
0.7733 |
0.618 |
0.7710 |
1.000 |
0.7696 |
1.618 |
0.7673 |
2.618 |
0.7637 |
4.250 |
0.7577 |
|
|
Fisher Pivots for day following 07-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7760 |
0.7747 |
PP |
0.7756 |
0.7728 |
S1 |
0.7751 |
0.7710 |
|