CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 16-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7695 |
0.7704 |
0.0009 |
0.1% |
0.7741 |
High |
0.7721 |
0.7719 |
-0.0002 |
0.0% |
0.7779 |
Low |
0.7681 |
0.7613 |
-0.0068 |
-0.9% |
0.7695 |
Close |
0.7688 |
0.7619 |
-0.0069 |
-0.9% |
0.7708 |
Range |
0.0040 |
0.0106 |
0.0066 |
163.8% |
0.0085 |
ATR |
0.0057 |
0.0060 |
0.0003 |
6.1% |
0.0000 |
Volume |
8 |
28 |
20 |
250.0% |
243 |
|
Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7967 |
0.7898 |
0.7677 |
|
R3 |
0.7861 |
0.7793 |
0.7648 |
|
R2 |
0.7756 |
0.7756 |
0.7638 |
|
R1 |
0.7687 |
0.7687 |
0.7628 |
0.7669 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7641 |
S1 |
0.7582 |
0.7582 |
0.7609 |
0.7563 |
S2 |
0.7545 |
0.7545 |
0.7599 |
|
S3 |
0.7439 |
0.7476 |
0.7589 |
|
S4 |
0.7334 |
0.7371 |
0.7560 |
|
|
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 |
0.7613 |
0.0166 |
2.2% |
0.0060 |
0.8% |
3% |
False |
True |
21 |
10 |
0.7779 |
0.7613 |
0.0166 |
2.2% |
0.0056 |
0.7% |
3% |
False |
True |
37 |
20 |
0.7800 |
0.7613 |
0.0187 |
2.5% |
0.0055 |
0.7% |
3% |
False |
True |
33 |
40 |
0.7895 |
0.7613 |
0.0282 |
3.7% |
0.0057 |
0.7% |
2% |
False |
True |
21 |
60 |
0.7895 |
0.7539 |
0.0357 |
4.7% |
0.0057 |
0.8% |
22% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8167 |
2.618 |
0.7995 |
1.618 |
0.7889 |
1.000 |
0.7824 |
0.618 |
0.7784 |
HIGH |
0.7719 |
0.618 |
0.7678 |
0.500 |
0.7666 |
0.382 |
0.7653 |
LOW |
0.7613 |
0.618 |
0.7548 |
1.000 |
0.7508 |
1.618 |
0.7442 |
2.618 |
0.7337 |
4.250 |
0.7165 |
|
|
Fisher Pivots for day following 16-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7666 |
0.7671 |
PP |
0.7650 |
0.7654 |
S1 |
0.7634 |
0.7636 |
|