CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7571 |
-0.0021 |
-0.3% |
0.7489 |
| High |
0.7606 |
0.7574 |
-0.0032 |
-0.4% |
0.7621 |
| Low |
0.7561 |
0.7514 |
-0.0047 |
-0.6% |
0.7482 |
| Close |
0.7570 |
0.7519 |
-0.0051 |
-0.7% |
0.7590 |
| Range |
0.0046 |
0.0060 |
0.0015 |
31.9% |
0.0139 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
18 |
19 |
1 |
5.6% |
214 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7677 |
0.7552 |
|
| R3 |
0.7656 |
0.7617 |
0.7536 |
|
| R2 |
0.7596 |
0.7596 |
0.7530 |
|
| R1 |
0.7557 |
0.7557 |
0.7525 |
0.7547 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7530 |
| S1 |
0.7497 |
0.7497 |
0.7514 |
0.7487 |
| S2 |
0.7476 |
0.7476 |
0.7508 |
|
| S3 |
0.7416 |
0.7437 |
0.7503 |
|
| S4 |
0.7356 |
0.7377 |
0.7486 |
|
|
| 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 |
0.7514 |
0.0107 |
1.4% |
0.0045 |
0.6% |
5% |
False |
True |
30 |
| 10 |
0.7719 |
0.7482 |
0.0237 |
3.1% |
0.0065 |
0.9% |
16% |
False |
False |
51 |
| 20 |
0.7779 |
0.7482 |
0.0297 |
3.9% |
0.0058 |
0.8% |
12% |
False |
False |
43 |
| 40 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
9% |
False |
False |
32 |
| 60 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
9% |
False |
False |
22 |
| 80 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0059 |
0.8% |
9% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7731 |
|
1.618 |
0.7671 |
|
1.000 |
0.7634 |
|
0.618 |
0.7611 |
|
HIGH |
0.7574 |
|
0.618 |
0.7551 |
|
0.500 |
0.7544 |
|
0.382 |
0.7537 |
|
LOW |
0.7514 |
|
0.618 |
0.7477 |
|
1.000 |
0.7454 |
|
1.618 |
0.7417 |
|
2.618 |
0.7357 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7568 |
| PP |
0.7536 |
0.7551 |
| S1 |
0.7527 |
0.7535 |
|