CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7559 |
0.7489 |
-0.0070 |
-0.9% |
0.7712 |
High |
0.7565 |
0.7550 |
-0.0015 |
-0.2% |
0.7729 |
Low |
0.7483 |
0.7482 |
-0.0001 |
0.0% |
0.7483 |
Close |
0.7503 |
0.7543 |
0.0040 |
0.5% |
0.7503 |
Range |
0.0082 |
0.0068 |
-0.0014 |
-16.6% |
0.0246 |
ATR |
0.0064 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
Volume |
121 |
59 |
-62 |
-51.2% |
278 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7704 |
0.7580 |
|
R3 |
0.7661 |
0.7636 |
0.7562 |
|
R2 |
0.7593 |
0.7593 |
0.7555 |
|
R1 |
0.7568 |
0.7568 |
0.7549 |
0.7581 |
PP |
0.7525 |
0.7525 |
0.7525 |
0.7531 |
S1 |
0.7500 |
0.7500 |
0.7537 |
0.7513 |
S2 |
0.7457 |
0.7457 |
0.7531 |
|
S3 |
0.7389 |
0.7432 |
0.7524 |
|
S4 |
0.7321 |
0.7364 |
0.7506 |
|
|
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 |
0.7721 |
0.7482 |
0.0239 |
3.2% |
0.0079 |
1.0% |
26% |
False |
True |
67 |
10 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0061 |
0.8% |
21% |
False |
True |
50 |
20 |
0.7800 |
0.7482 |
0.0318 |
4.2% |
0.0059 |
0.8% |
19% |
False |
True |
46 |
40 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0059 |
0.8% |
15% |
False |
True |
28 |
60 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0059 |
0.8% |
15% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7839 |
2.618 |
0.7728 |
1.618 |
0.7660 |
1.000 |
0.7618 |
0.618 |
0.7592 |
HIGH |
0.7550 |
0.618 |
0.7524 |
0.500 |
0.7516 |
0.382 |
0.7508 |
LOW |
0.7482 |
0.618 |
0.7440 |
1.000 |
0.7414 |
1.618 |
0.7372 |
2.618 |
0.7304 |
4.250 |
0.7193 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7534 |
0.7564 |
PP |
0.7525 |
0.7557 |
S1 |
0.7516 |
0.7550 |
|