CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7610 |
0.0012 |
0.2% |
0.7640 |
| High |
0.7623 |
0.7663 |
0.0041 |
0.5% |
0.7667 |
| Low |
0.7534 |
0.7601 |
0.0067 |
0.9% |
0.7534 |
| Close |
0.7619 |
0.7656 |
0.0038 |
0.5% |
0.7619 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-29.9% |
0.0133 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
96,443 |
45,804 |
-50,639 |
-52.5% |
334,239 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7803 |
0.7690 |
|
| R3 |
0.7764 |
0.7741 |
0.7673 |
|
| R2 |
0.7702 |
0.7702 |
0.7667 |
|
| R1 |
0.7679 |
0.7679 |
0.7662 |
0.7691 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7646 |
| S1 |
0.7617 |
0.7617 |
0.7650 |
0.7629 |
| S2 |
0.7578 |
0.7578 |
0.7645 |
|
| S3 |
0.7516 |
0.7555 |
0.7639 |
|
| S4 |
0.7454 |
0.7493 |
0.7622 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7944 |
0.7691 |
|
| R3 |
0.7871 |
0.7811 |
0.7655 |
|
| R2 |
0.7739 |
0.7739 |
0.7643 |
|
| R1 |
0.7679 |
0.7679 |
0.7631 |
0.7643 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7588 |
| S1 |
0.7546 |
0.7546 |
0.7606 |
0.7510 |
| S2 |
0.7474 |
0.7474 |
0.7594 |
|
| S3 |
0.7341 |
0.7414 |
0.7582 |
|
| S4 |
0.7209 |
0.7281 |
0.7546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7667 |
0.7534 |
0.0133 |
1.7% |
0.0064 |
0.8% |
92% |
False |
False |
76,008 |
| 10 |
0.7759 |
0.7534 |
0.0225 |
2.9% |
0.0067 |
0.9% |
54% |
False |
False |
81,819 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0074 |
1.0% |
38% |
False |
False |
80,184 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0077 |
1.0% |
26% |
False |
False |
41,055 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0076 |
1.0% |
26% |
False |
False |
27,417 |
| 80 |
0.8009 |
0.7413 |
0.0596 |
7.8% |
0.0074 |
1.0% |
41% |
False |
False |
20,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7825 |
|
1.618 |
0.7763 |
|
1.000 |
0.7725 |
|
0.618 |
0.7701 |
|
HIGH |
0.7663 |
|
0.618 |
0.7639 |
|
0.500 |
0.7632 |
|
0.382 |
0.7625 |
|
LOW |
0.7601 |
|
0.618 |
0.7563 |
|
1.000 |
0.7539 |
|
1.618 |
0.7501 |
|
2.618 |
0.7439 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7637 |
| PP |
0.7640 |
0.7618 |
| S1 |
0.7632 |
0.7599 |
|