CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 30-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.7571 |
0.7522 |
-0.0049 |
-0.6% |
0.7489 |
High |
0.7574 |
0.7531 |
-0.0044 |
-0.6% |
0.7621 |
Low |
0.7514 |
0.7498 |
-0.0017 |
-0.2% |
0.7482 |
Close |
0.7519 |
0.7500 |
-0.0019 |
-0.3% |
0.7590 |
Range |
0.0060 |
0.0033 |
-0.0027 |
-45.0% |
0.0139 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
19 |
47 |
28 |
147.4% |
214 |
|
Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7608 |
0.7587 |
0.7518 |
|
R3 |
0.7575 |
0.7554 |
0.7509 |
|
R2 |
0.7542 |
0.7542 |
0.7506 |
|
R1 |
0.7521 |
0.7521 |
0.7503 |
0.7515 |
PP |
0.7509 |
0.7509 |
0.7509 |
0.7506 |
S1 |
0.7488 |
0.7488 |
0.7497 |
0.7482 |
S2 |
0.7476 |
0.7476 |
0.7494 |
|
S3 |
0.7443 |
0.7455 |
0.7491 |
|
S4 |
0.7410 |
0.7422 |
0.7482 |
|
|
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 |
0.7498 |
0.0124 |
1.6% |
0.0040 |
0.5% |
2% |
False |
True |
24 |
10 |
0.7646 |
0.7482 |
0.0164 |
2.2% |
0.0058 |
0.8% |
11% |
False |
False |
53 |
20 |
0.7779 |
0.7482 |
0.0297 |
4.0% |
0.0057 |
0.8% |
6% |
False |
False |
45 |
40 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
4% |
False |
False |
33 |
60 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
4% |
False |
False |
23 |
80 |
0.7895 |
0.7482 |
0.0413 |
5.5% |
0.0058 |
0.8% |
4% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7671 |
2.618 |
0.7617 |
1.618 |
0.7584 |
1.000 |
0.7564 |
0.618 |
0.7551 |
HIGH |
0.7531 |
0.618 |
0.7518 |
0.500 |
0.7514 |
0.382 |
0.7510 |
LOW |
0.7498 |
0.618 |
0.7477 |
1.000 |
0.7465 |
1.618 |
0.7444 |
2.618 |
0.7411 |
4.250 |
0.7357 |
|
|
Fisher Pivots for day following 30-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7552 |
PP |
0.7509 |
0.7535 |
S1 |
0.7505 |
0.7517 |
|