CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7522 |
0.7504 |
-0.0018 |
-0.2% |
0.7489 |
High |
0.7531 |
0.7511 |
-0.0020 |
-0.3% |
0.7621 |
Low |
0.7498 |
0.7465 |
-0.0033 |
-0.4% |
0.7482 |
Close |
0.7500 |
0.7466 |
-0.0035 |
-0.5% |
0.7590 |
Range |
0.0033 |
0.0046 |
0.0013 |
39.4% |
0.0139 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
47 |
37 |
-10 |
-21.3% |
214 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7619 |
0.7588 |
0.7491 |
|
R3 |
0.7573 |
0.7542 |
0.7478 |
|
R2 |
0.7527 |
0.7527 |
0.7474 |
|
R1 |
0.7496 |
0.7496 |
0.7470 |
0.7488 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7477 |
S1 |
0.7450 |
0.7450 |
0.7461 |
0.7442 |
S2 |
0.7435 |
0.7435 |
0.7457 |
|
S3 |
0.7389 |
0.7404 |
0.7453 |
|
S4 |
0.7343 |
0.7358 |
0.7440 |
|
|
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 |
0.7465 |
0.0156 |
2.1% |
0.0044 |
0.6% |
0% |
False |
True |
30 |
10 |
0.7621 |
0.7465 |
0.0156 |
2.1% |
0.0052 |
0.7% |
0% |
False |
True |
45 |
20 |
0.7779 |
0.7465 |
0.0314 |
4.2% |
0.0056 |
0.7% |
0% |
False |
True |
45 |
40 |
0.7895 |
0.7465 |
0.0430 |
5.8% |
0.0058 |
0.8% |
0% |
False |
True |
34 |
60 |
0.7895 |
0.7465 |
0.0430 |
5.8% |
0.0058 |
0.8% |
0% |
False |
True |
24 |
80 |
0.7895 |
0.7465 |
0.0430 |
5.8% |
0.0058 |
0.8% |
0% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7707 |
2.618 |
0.7631 |
1.618 |
0.7585 |
1.000 |
0.7557 |
0.618 |
0.7539 |
HIGH |
0.7511 |
0.618 |
0.7493 |
0.500 |
0.7488 |
0.382 |
0.7483 |
LOW |
0.7465 |
0.618 |
0.7437 |
1.000 |
0.7419 |
1.618 |
0.7391 |
2.618 |
0.7345 |
4.250 |
0.7270 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7488 |
0.7520 |
PP |
0.7481 |
0.7502 |
S1 |
0.7473 |
0.7484 |
|