CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 10-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7743 |
0.7733 |
-0.0011 |
-0.1% |
0.7742 |
High |
0.7766 |
0.7767 |
0.0001 |
0.0% |
0.7778 |
Low |
0.7730 |
0.7726 |
-0.0005 |
-0.1% |
0.7651 |
Close |
0.7742 |
0.7760 |
0.0018 |
0.2% |
0.7748 |
Range |
0.0036 |
0.0041 |
0.0006 |
15.5% |
0.0127 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
45 |
42 |
-3 |
-6.7% |
211 |
|
Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7874 |
0.7858 |
0.7782 |
|
R3 |
0.7833 |
0.7817 |
0.7771 |
|
R2 |
0.7792 |
0.7792 |
0.7767 |
|
R1 |
0.7776 |
0.7776 |
0.7763 |
0.7784 |
PP |
0.7751 |
0.7751 |
0.7751 |
0.7755 |
S1 |
0.7735 |
0.7735 |
0.7756 |
0.7743 |
S2 |
0.7710 |
0.7710 |
0.7752 |
|
S3 |
0.7669 |
0.7694 |
0.7748 |
|
S4 |
0.7628 |
0.7653 |
0.7737 |
|
|
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 |
0.7769 |
0.7657 |
0.0112 |
1.4% |
0.0047 |
0.6% |
92% |
False |
False |
54 |
10 |
0.7778 |
0.7651 |
0.0127 |
1.6% |
0.0053 |
0.7% |
86% |
False |
False |
55 |
20 |
0.7818 |
0.7651 |
0.0167 |
2.2% |
0.0052 |
0.7% |
65% |
False |
False |
33 |
40 |
0.7895 |
0.7651 |
0.0244 |
3.1% |
0.0057 |
0.7% |
44% |
False |
False |
20 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0058 |
0.7% |
62% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7941 |
2.618 |
0.7874 |
1.618 |
0.7833 |
1.000 |
0.7808 |
0.618 |
0.7792 |
HIGH |
0.7767 |
0.618 |
0.7751 |
0.500 |
0.7746 |
0.382 |
0.7741 |
LOW |
0.7726 |
0.618 |
0.7700 |
1.000 |
0.7685 |
1.618 |
0.7659 |
2.618 |
0.7618 |
4.250 |
0.7551 |
|
|
Fisher Pivots for day following 10-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7755 |
0.7755 |
PP |
0.7751 |
0.7751 |
S1 |
0.7746 |
0.7746 |
|