CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7713 |
0.7749 |
0.0036 |
0.5% |
0.7748 |
| High |
0.7756 |
0.7790 |
0.0034 |
0.4% |
0.7820 |
| Low |
0.7706 |
0.7703 |
-0.0003 |
0.0% |
0.7698 |
| Close |
0.7746 |
0.7775 |
0.0029 |
0.4% |
0.7706 |
| Range |
0.0051 |
0.0087 |
0.0037 |
72.3% |
0.0123 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
68,175 |
88,294 |
20,119 |
29.5% |
431,828 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7983 |
0.7822 |
|
| R3 |
0.7930 |
0.7896 |
0.7798 |
|
| R2 |
0.7843 |
0.7843 |
0.7790 |
|
| R1 |
0.7809 |
0.7809 |
0.7782 |
0.7826 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7764 |
| S1 |
0.7722 |
0.7722 |
0.7767 |
0.7739 |
| S2 |
0.7669 |
0.7669 |
0.7759 |
|
| S3 |
0.7582 |
0.7635 |
0.7751 |
|
| S4 |
0.7495 |
0.7548 |
0.7727 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8030 |
0.7773 |
|
| R3 |
0.7986 |
0.7907 |
0.7740 |
|
| R2 |
0.7864 |
0.7864 |
0.7728 |
|
| R1 |
0.7785 |
0.7785 |
0.7717 |
0.7763 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7730 |
| S1 |
0.7662 |
0.7662 |
0.7695 |
0.7641 |
| S2 |
0.7619 |
0.7619 |
0.7684 |
|
| S3 |
0.7496 |
0.7540 |
0.7672 |
|
| S4 |
0.7374 |
0.7417 |
0.7639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7790 |
0.7676 |
0.0114 |
1.5% |
0.0075 |
1.0% |
87% |
True |
False |
85,315 |
| 10 |
0.7820 |
0.7676 |
0.0144 |
1.9% |
0.0070 |
0.9% |
68% |
False |
False |
83,413 |
| 20 |
0.7820 |
0.7587 |
0.0234 |
3.0% |
0.0070 |
0.9% |
81% |
False |
False |
84,213 |
| 40 |
0.7853 |
0.7534 |
0.0319 |
4.1% |
0.0070 |
0.9% |
76% |
False |
False |
84,432 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0075 |
1.0% |
51% |
False |
False |
59,176 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
51% |
False |
False |
44,420 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0073 |
0.9% |
56% |
False |
False |
35,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8159 |
|
2.618 |
0.8017 |
|
1.618 |
0.7930 |
|
1.000 |
0.7877 |
|
0.618 |
0.7843 |
|
HIGH |
0.7790 |
|
0.618 |
0.7756 |
|
0.500 |
0.7746 |
|
0.382 |
0.7736 |
|
LOW |
0.7703 |
|
0.618 |
0.7649 |
|
1.000 |
0.7616 |
|
1.618 |
0.7562 |
|
2.618 |
0.7475 |
|
4.250 |
0.7333 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7761 |
| PP |
0.7756 |
0.7747 |
| S1 |
0.7746 |
0.7733 |
|