CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 11-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7733 |
0.7764 |
0.0031 |
0.4% |
0.7741 |
High |
0.7767 |
0.7779 |
0.0013 |
0.2% |
0.7779 |
Low |
0.7726 |
0.7695 |
-0.0031 |
-0.4% |
0.7695 |
Close |
0.7760 |
0.7708 |
-0.0052 |
-0.7% |
0.7708 |
Range |
0.0041 |
0.0085 |
0.0044 |
106.1% |
0.0085 |
ATR |
0.0059 |
0.0060 |
0.0002 |
3.1% |
0.0000 |
Volume |
42 |
26 |
-16 |
-38.1% |
243 |
|
Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7981 |
0.7929 |
0.7754 |
|
R3 |
0.7896 |
0.7844 |
0.7731 |
|
R2 |
0.7812 |
0.7812 |
0.7723 |
|
R1 |
0.7760 |
0.7760 |
0.7715 |
0.7743 |
PP |
0.7727 |
0.7727 |
0.7727 |
0.7719 |
S1 |
0.7675 |
0.7675 |
0.7700 |
0.7659 |
S2 |
0.7643 |
0.7643 |
0.7692 |
|
S3 |
0.7558 |
0.7591 |
0.7684 |
|
S4 |
0.7474 |
0.7506 |
0.7661 |
|
|
Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7981 |
0.7929 |
0.7754 |
|
R3 |
0.7896 |
0.7844 |
0.7731 |
|
R2 |
0.7812 |
0.7812 |
0.7723 |
|
R1 |
0.7760 |
0.7760 |
0.7715 |
0.7743 |
PP |
0.7727 |
0.7727 |
0.7727 |
0.7719 |
S1 |
0.7675 |
0.7675 |
0.7700 |
0.7659 |
S2 |
0.7643 |
0.7643 |
0.7692 |
|
S3 |
0.7558 |
0.7591 |
0.7684 |
|
S4 |
0.7474 |
0.7506 |
0.7661 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7779 |
0.7695 |
0.0085 |
1.1% |
0.0045 |
0.6% |
15% |
True |
True |
48 |
10 |
0.7779 |
0.7651 |
0.0128 |
1.7% |
0.0058 |
0.8% |
44% |
True |
False |
53 |
20 |
0.7818 |
0.7651 |
0.0167 |
2.2% |
0.0053 |
0.7% |
34% |
False |
False |
34 |
40 |
0.7895 |
0.7651 |
0.0244 |
3.2% |
0.0058 |
0.7% |
23% |
False |
False |
20 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0058 |
0.7% |
47% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8138 |
2.618 |
0.8000 |
1.618 |
0.7916 |
1.000 |
0.7864 |
0.618 |
0.7831 |
HIGH |
0.7779 |
0.618 |
0.7747 |
0.500 |
0.7737 |
0.382 |
0.7727 |
LOW |
0.7695 |
0.618 |
0.7642 |
1.000 |
0.7610 |
1.618 |
0.7558 |
2.618 |
0.7473 |
4.250 |
0.7335 |
|
|
Fisher Pivots for day following 11-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7737 |
0.7737 |
PP |
0.7727 |
0.7727 |
S1 |
0.7717 |
0.7717 |
|