CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7550 |
0.0023 |
0.3% |
0.7712 |
| High |
0.7568 |
0.7603 |
0.0035 |
0.5% |
0.7729 |
| Low |
0.7499 |
0.7543 |
0.0044 |
0.6% |
0.7483 |
| Close |
0.7559 |
0.7577 |
0.0018 |
0.2% |
0.7503 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.1% |
0.0246 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
42 |
76 |
34 |
81.0% |
278 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7724 |
0.7609 |
|
| R3 |
0.7693 |
0.7665 |
0.7593 |
|
| R2 |
0.7634 |
0.7634 |
0.7587 |
|
| R1 |
0.7605 |
0.7605 |
0.7582 |
0.7619 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7581 |
| S1 |
0.7546 |
0.7546 |
0.7571 |
0.7560 |
| S2 |
0.7515 |
0.7515 |
0.7566 |
|
| S3 |
0.7455 |
0.7486 |
0.7560 |
|
| S4 |
0.7396 |
0.7427 |
0.7544 |
|
|
| 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 |
0.7646 |
0.7482 |
0.0164 |
2.2% |
0.0076 |
1.0% |
58% |
False |
False |
83 |
| 10 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0068 |
0.9% |
32% |
False |
False |
52 |
| 20 |
0.7800 |
0.7482 |
0.0318 |
4.2% |
0.0061 |
0.8% |
30% |
False |
False |
52 |
| 40 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0060 |
0.8% |
23% |
False |
False |
31 |
| 60 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0060 |
0.8% |
23% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7855 |
|
2.618 |
0.7758 |
|
1.618 |
0.7699 |
|
1.000 |
0.7662 |
|
0.618 |
0.7639 |
|
HIGH |
0.7603 |
|
0.618 |
0.7580 |
|
0.500 |
0.7573 |
|
0.382 |
0.7566 |
|
LOW |
0.7543 |
|
0.618 |
0.7506 |
|
1.000 |
0.7484 |
|
1.618 |
0.7447 |
|
2.618 |
0.7387 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7565 |
| PP |
0.7574 |
0.7554 |
| S1 |
0.7573 |
0.7542 |
|