CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7597 |
0.7591 |
-0.0006 |
-0.1% |
0.7489 |
| High |
0.7621 |
0.7606 |
-0.0015 |
-0.2% |
0.7621 |
| Low |
0.7586 |
0.7561 |
-0.0025 |
-0.3% |
0.7482 |
| Close |
0.7590 |
0.7570 |
-0.0020 |
-0.3% |
0.7590 |
| Range |
0.0036 |
0.0046 |
0.0010 |
28.2% |
0.0139 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
30 |
18 |
-12 |
-40.0% |
214 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7688 |
0.7595 |
|
| R3 |
0.7670 |
0.7643 |
0.7583 |
|
| R2 |
0.7624 |
0.7624 |
0.7578 |
|
| R1 |
0.7597 |
0.7597 |
0.7574 |
0.7588 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7574 |
| S1 |
0.7552 |
0.7552 |
0.7566 |
0.7543 |
| S2 |
0.7533 |
0.7533 |
0.7562 |
|
| S3 |
0.7488 |
0.7506 |
0.7557 |
|
| S4 |
0.7442 |
0.7461 |
0.7545 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7925 |
0.7666 |
|
| R3 |
0.7842 |
0.7786 |
0.7628 |
|
| R2 |
0.7703 |
0.7703 |
0.7615 |
|
| R1 |
0.7647 |
0.7647 |
0.7603 |
0.7675 |
| PP |
0.7564 |
0.7564 |
0.7564 |
0.7579 |
| S1 |
0.7508 |
0.7508 |
0.7577 |
0.7536 |
| S2 |
0.7425 |
0.7425 |
0.7565 |
|
| S3 |
0.7286 |
0.7369 |
0.7552 |
|
| S4 |
0.7147 |
0.7230 |
0.7514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7621 |
0.7499 |
0.0122 |
1.6% |
0.0047 |
0.6% |
58% |
False |
False |
34 |
| 10 |
0.7721 |
0.7482 |
0.0239 |
3.2% |
0.0063 |
0.8% |
37% |
False |
False |
50 |
| 20 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0058 |
0.8% |
30% |
False |
False |
48 |
| 40 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0057 |
0.8% |
21% |
False |
False |
32 |
| 60 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
21% |
False |
False |
22 |
| 80 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0059 |
0.8% |
21% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7725 |
|
1.618 |
0.7680 |
|
1.000 |
0.7652 |
|
0.618 |
0.7634 |
|
HIGH |
0.7606 |
|
0.618 |
0.7589 |
|
0.500 |
0.7583 |
|
0.382 |
0.7578 |
|
LOW |
0.7561 |
|
0.618 |
0.7532 |
|
1.000 |
0.7515 |
|
1.618 |
0.7487 |
|
2.618 |
0.7441 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7583 |
0.7591 |
| PP |
0.7579 |
0.7584 |
| S1 |
0.7574 |
0.7577 |
|