CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7653 |
0.0043 |
0.6% |
0.7640 |
| High |
0.7663 |
0.7671 |
0.0008 |
0.1% |
0.7667 |
| Low |
0.7601 |
0.7608 |
0.0007 |
0.1% |
0.7534 |
| Close |
0.7656 |
0.7666 |
0.0010 |
0.1% |
0.7619 |
| Range |
0.0062 |
0.0064 |
0.0002 |
2.4% |
0.0133 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
45,804 |
75,634 |
29,830 |
65.1% |
334,239 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7816 |
0.7701 |
|
| R3 |
0.7775 |
0.7752 |
0.7683 |
|
| R2 |
0.7712 |
0.7712 |
0.7678 |
|
| R1 |
0.7689 |
0.7689 |
0.7672 |
0.7700 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7654 |
| S1 |
0.7625 |
0.7625 |
0.7660 |
0.7637 |
| S2 |
0.7585 |
0.7585 |
0.7654 |
|
| S3 |
0.7521 |
0.7562 |
0.7649 |
|
| S4 |
0.7458 |
0.7498 |
0.7631 |
|
|
| 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 |
0.7671 |
0.7534 |
0.0137 |
1.8% |
0.0068 |
0.9% |
96% |
True |
False |
76,532 |
| 10 |
0.7750 |
0.7534 |
0.0216 |
2.8% |
0.0069 |
0.9% |
61% |
False |
False |
83,028 |
| 20 |
0.7853 |
0.7534 |
0.0319 |
4.2% |
0.0072 |
0.9% |
41% |
False |
False |
83,191 |
| 40 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0076 |
1.0% |
28% |
False |
False |
42,940 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0076 |
1.0% |
28% |
False |
False |
28,676 |
| 80 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0074 |
1.0% |
39% |
False |
False |
21,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7837 |
|
1.618 |
0.7774 |
|
1.000 |
0.7735 |
|
0.618 |
0.7710 |
|
HIGH |
0.7671 |
|
0.618 |
0.7647 |
|
0.500 |
0.7639 |
|
0.382 |
0.7632 |
|
LOW |
0.7608 |
|
0.618 |
0.7568 |
|
1.000 |
0.7544 |
|
1.618 |
0.7505 |
|
2.618 |
0.7441 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7645 |
| PP |
0.7648 |
0.7624 |
| S1 |
0.7639 |
0.7603 |
|