CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 18-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7605 |
0.7559 |
-0.0046 |
-0.6% |
0.7712 |
High |
0.7646 |
0.7565 |
-0.0082 |
-1.1% |
0.7729 |
Low |
0.7546 |
0.7483 |
-0.0063 |
-0.8% |
0.7483 |
Close |
0.7557 |
0.7503 |
-0.0054 |
-0.7% |
0.7503 |
Range |
0.0100 |
0.0082 |
-0.0019 |
-18.5% |
0.0246 |
ATR |
0.0063 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
Volume |
119 |
121 |
2 |
1.7% |
278 |
|
Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7761 |
0.7714 |
0.7548 |
|
R3 |
0.7680 |
0.7632 |
0.7525 |
|
R2 |
0.7598 |
0.7598 |
0.7518 |
|
R1 |
0.7551 |
0.7551 |
0.7510 |
0.7534 |
PP |
0.7517 |
0.7517 |
0.7517 |
0.7508 |
S1 |
0.7469 |
0.7469 |
0.7496 |
0.7452 |
S2 |
0.7435 |
0.7435 |
0.7488 |
|
S3 |
0.7354 |
0.7388 |
0.7481 |
|
S4 |
0.7272 |
0.7306 |
0.7458 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8310 |
0.8152 |
0.7638 |
|
R3 |
0.8064 |
0.7906 |
0.7571 |
|
R2 |
0.7818 |
0.7818 |
0.7548 |
|
R1 |
0.7660 |
0.7660 |
0.7526 |
0.7616 |
PP |
0.7572 |
0.7572 |
0.7572 |
0.7550 |
S1 |
0.7414 |
0.7414 |
0.7480 |
0.7370 |
S2 |
0.7326 |
0.7326 |
0.7458 |
|
S3 |
0.7080 |
0.7168 |
0.7435 |
|
S4 |
0.6834 |
0.6922 |
0.7368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7729 |
0.7483 |
0.0246 |
3.3% |
0.0071 |
0.9% |
8% |
False |
True |
55 |
10 |
0.7779 |
0.7483 |
0.0296 |
3.9% |
0.0058 |
0.8% |
7% |
False |
True |
52 |
20 |
0.7800 |
0.7483 |
0.0317 |
4.2% |
0.0059 |
0.8% |
6% |
False |
True |
44 |
40 |
0.7895 |
0.7483 |
0.0412 |
5.5% |
0.0058 |
0.8% |
5% |
False |
True |
27 |
60 |
0.7895 |
0.7483 |
0.0412 |
5.5% |
0.0058 |
0.8% |
5% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7911 |
2.618 |
0.7778 |
1.618 |
0.7696 |
1.000 |
0.7646 |
0.618 |
0.7615 |
HIGH |
0.7565 |
0.618 |
0.7533 |
0.500 |
0.7524 |
0.382 |
0.7514 |
LOW |
0.7483 |
0.618 |
0.7433 |
1.000 |
0.7402 |
1.618 |
0.7351 |
2.618 |
0.7270 |
4.250 |
0.7137 |
|
|
Fisher Pivots for day following 18-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7524 |
0.7601 |
PP |
0.7517 |
0.7568 |
S1 |
0.7510 |
0.7536 |
|