CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7695 |
-0.0017 |
-0.2% |
0.7741 |
| High |
0.7729 |
0.7721 |
-0.0009 |
-0.1% |
0.7779 |
| Low |
0.7702 |
0.7681 |
-0.0022 |
-0.3% |
0.7695 |
| Close |
0.7712 |
0.7688 |
-0.0024 |
-0.3% |
0.7708 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0085 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
243 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7792 |
0.7710 |
|
| R3 |
0.7776 |
0.7752 |
0.7699 |
|
| R2 |
0.7736 |
0.7736 |
0.7695 |
|
| R1 |
0.7712 |
0.7712 |
0.7691 |
0.7704 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7692 |
| S1 |
0.7672 |
0.7672 |
0.7684 |
0.7664 |
| S2 |
0.7656 |
0.7656 |
0.7680 |
|
| S3 |
0.7616 |
0.7632 |
0.7677 |
|
| S4 |
0.7576 |
0.7592 |
0.7666 |
|
|
| 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 |
0.7681 |
0.0099 |
1.3% |
0.0046 |
0.6% |
7% |
False |
True |
24 |
| 10 |
0.7779 |
0.7651 |
0.0128 |
1.7% |
0.0052 |
0.7% |
29% |
False |
False |
35 |
| 20 |
0.7818 |
0.7651 |
0.0167 |
2.2% |
0.0051 |
0.7% |
22% |
False |
False |
32 |
| 40 |
0.7895 |
0.7651 |
0.0244 |
3.2% |
0.0057 |
0.7% |
15% |
False |
False |
20 |
| 60 |
0.7895 |
0.7539 |
0.0357 |
4.6% |
0.0056 |
0.7% |
42% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7825 |
|
1.618 |
0.7785 |
|
1.000 |
0.7761 |
|
0.618 |
0.7745 |
|
HIGH |
0.7721 |
|
0.618 |
0.7705 |
|
0.500 |
0.7701 |
|
0.382 |
0.7696 |
|
LOW |
0.7681 |
|
0.618 |
0.7656 |
|
1.000 |
0.7641 |
|
1.618 |
0.7616 |
|
2.618 |
0.7576 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7701 |
0.7730 |
| PP |
0.7696 |
0.7716 |
| S1 |
0.7692 |
0.7702 |
|