CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7748 |
0.0036 |
0.5% |
0.7730 |
| High |
0.7763 |
0.7817 |
0.0055 |
0.7% |
0.7818 |
| Low |
0.7702 |
0.7743 |
0.0042 |
0.5% |
0.7693 |
| Close |
0.7758 |
0.7807 |
0.0050 |
0.6% |
0.7758 |
| Range |
0.0061 |
0.0074 |
0.0013 |
21.3% |
0.0125 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
67,496 |
80,802 |
13,306 |
19.7% |
424,225 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.7983 |
0.7848 |
|
| R3 |
0.7937 |
0.7909 |
0.7827 |
|
| R2 |
0.7863 |
0.7863 |
0.7821 |
|
| R1 |
0.7835 |
0.7835 |
0.7814 |
0.7849 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7796 |
| S1 |
0.7761 |
0.7761 |
0.7800 |
0.7775 |
| S2 |
0.7715 |
0.7715 |
0.7793 |
|
| S3 |
0.7641 |
0.7687 |
0.7787 |
|
| S4 |
0.7567 |
0.7613 |
0.7766 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8131 |
0.8069 |
0.7826 |
|
| R3 |
0.8006 |
0.7944 |
0.7792 |
|
| R2 |
0.7881 |
0.7881 |
0.7780 |
|
| R1 |
0.7819 |
0.7819 |
0.7769 |
0.7850 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7771 |
| S1 |
0.7694 |
0.7694 |
0.7746 |
0.7725 |
| S2 |
0.7631 |
0.7631 |
0.7735 |
|
| S3 |
0.7506 |
0.7569 |
0.7723 |
|
| S4 |
0.7381 |
0.7444 |
0.7689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7693 |
0.0125 |
1.6% |
0.0076 |
1.0% |
92% |
False |
False |
84,763 |
| 10 |
0.7818 |
0.7587 |
0.0231 |
3.0% |
0.0071 |
0.9% |
95% |
False |
False |
85,424 |
| 20 |
0.7818 |
0.7534 |
0.0284 |
3.6% |
0.0067 |
0.9% |
96% |
False |
False |
80,147 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0074 |
0.9% |
86% |
False |
False |
71,274 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
58% |
False |
False |
47,766 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
58% |
False |
False |
35,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8132 |
|
2.618 |
0.8011 |
|
1.618 |
0.7937 |
|
1.000 |
0.7891 |
|
0.618 |
0.7863 |
|
HIGH |
0.7817 |
|
0.618 |
0.7789 |
|
0.500 |
0.7780 |
|
0.382 |
0.7771 |
|
LOW |
0.7743 |
|
0.618 |
0.7697 |
|
1.000 |
0.7669 |
|
1.618 |
0.7623 |
|
2.618 |
0.7549 |
|
4.250 |
0.7429 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7790 |
| PP |
0.7789 |
0.7772 |
| S1 |
0.7780 |
0.7755 |
|