CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7550 |
0.7580 |
0.0030 |
0.4% |
0.7712 |
High |
0.7603 |
0.7595 |
-0.0008 |
-0.1% |
0.7729 |
Low |
0.7543 |
0.7571 |
0.0028 |
0.4% |
0.7483 |
Close |
0.7577 |
0.7587 |
0.0011 |
0.1% |
0.7503 |
Range |
0.0060 |
0.0024 |
-0.0036 |
-60.5% |
0.0246 |
ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.5% |
0.0000 |
Volume |
76 |
7 |
-69 |
-90.8% |
278 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7655 |
0.7644 |
0.7600 |
|
R3 |
0.7631 |
0.7621 |
0.7593 |
|
R2 |
0.7608 |
0.7608 |
0.7591 |
|
R1 |
0.7597 |
0.7597 |
0.7589 |
0.7603 |
PP |
0.7584 |
0.7584 |
0.7584 |
0.7587 |
S1 |
0.7574 |
0.7574 |
0.7585 |
0.7579 |
S2 |
0.7561 |
0.7561 |
0.7583 |
|
S3 |
0.7537 |
0.7550 |
0.7581 |
|
S4 |
0.7514 |
0.7527 |
0.7574 |
|
|
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 |
0.7603 |
0.7482 |
0.0121 |
1.6% |
0.0060 |
0.8% |
87% |
False |
False |
61 |
10 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0066 |
0.9% |
35% |
False |
False |
48 |
20 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0059 |
0.8% |
35% |
False |
False |
52 |
40 |
0.7895 |
0.7482 |
0.0413 |
5.4% |
0.0059 |
0.8% |
25% |
False |
False |
31 |
60 |
0.7895 |
0.7482 |
0.0413 |
5.4% |
0.0059 |
0.8% |
25% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7694 |
2.618 |
0.7656 |
1.618 |
0.7633 |
1.000 |
0.7618 |
0.618 |
0.7609 |
HIGH |
0.7595 |
0.618 |
0.7586 |
0.500 |
0.7583 |
0.382 |
0.7580 |
LOW |
0.7571 |
0.618 |
0.7556 |
1.000 |
0.7548 |
1.618 |
0.7533 |
2.618 |
0.7509 |
4.250 |
0.7471 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7586 |
0.7575 |
PP |
0.7584 |
0.7563 |
S1 |
0.7583 |
0.7551 |
|