CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7741 |
0.7760 |
0.0019 |
0.2% |
0.7742 |
High |
0.7769 |
0.7767 |
-0.0003 |
0.0% |
0.7778 |
Low |
0.7733 |
0.7738 |
0.0006 |
0.1% |
0.7651 |
Close |
0.7765 |
0.7746 |
-0.0019 |
-0.2% |
0.7748 |
Range |
0.0037 |
0.0029 |
-0.0008 |
-21.9% |
0.0127 |
ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
72 |
58 |
-14 |
-19.4% |
211 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7819 |
0.7762 |
|
R3 |
0.7807 |
0.7791 |
0.7754 |
|
R2 |
0.7779 |
0.7779 |
0.7751 |
|
R1 |
0.7762 |
0.7762 |
0.7749 |
0.7756 |
PP |
0.7750 |
0.7750 |
0.7750 |
0.7747 |
S1 |
0.7734 |
0.7734 |
0.7743 |
0.7728 |
S2 |
0.7722 |
0.7722 |
0.7741 |
|
S3 |
0.7693 |
0.7705 |
0.7738 |
|
S4 |
0.7665 |
0.7677 |
0.7730 |
|
|
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% |
0.0058 |
0.7% |
75% |
False |
False |
47 |
10 |
0.7800 |
0.7651 |
0.0149 |
1.9% |
0.0056 |
0.7% |
64% |
False |
False |
47 |
20 |
0.7859 |
0.7651 |
0.0208 |
2.7% |
0.0056 |
0.7% |
46% |
False |
False |
29 |
40 |
0.7895 |
0.7600 |
0.0295 |
3.8% |
0.0059 |
0.8% |
49% |
False |
False |
18 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0058 |
0.7% |
58% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7888 |
2.618 |
0.7841 |
1.618 |
0.7813 |
1.000 |
0.7795 |
0.618 |
0.7784 |
HIGH |
0.7767 |
0.618 |
0.7756 |
0.500 |
0.7752 |
0.382 |
0.7749 |
LOW |
0.7738 |
0.618 |
0.7720 |
1.000 |
0.7710 |
1.618 |
0.7692 |
2.618 |
0.7663 |
4.250 |
0.7617 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7752 |
0.7735 |
PP |
0.7750 |
0.7724 |
S1 |
0.7748 |
0.7713 |
|