CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7831 |
-0.0019 |
-0.2% |
0.7716 |
| High |
0.7892 |
0.7858 |
-0.0035 |
-0.4% |
0.7864 |
| Low |
0.7828 |
0.7821 |
-0.0008 |
-0.1% |
0.7676 |
| Close |
0.7843 |
0.7844 |
0.0002 |
0.0% |
0.7848 |
| Range |
0.0064 |
0.0037 |
-0.0027 |
-42.2% |
0.0188 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
90,015 |
92,757 |
2,742 |
3.0% |
444,121 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7935 |
0.7864 |
|
| R3 |
0.7915 |
0.7898 |
0.7854 |
|
| R2 |
0.7878 |
0.7878 |
0.7851 |
|
| R1 |
0.7861 |
0.7861 |
0.7847 |
0.7869 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7845 |
| S1 |
0.7824 |
0.7824 |
0.7841 |
0.7832 |
| S2 |
0.7804 |
0.7804 |
0.7837 |
|
| S3 |
0.7767 |
0.7787 |
0.7834 |
|
| S4 |
0.7730 |
0.7750 |
0.7824 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8292 |
0.7951 |
|
| R3 |
0.8172 |
0.8104 |
0.7900 |
|
| R2 |
0.7984 |
0.7984 |
0.7882 |
|
| R1 |
0.7916 |
0.7916 |
0.7865 |
0.7950 |
| PP |
0.7796 |
0.7796 |
0.7796 |
0.7813 |
| S1 |
0.7728 |
0.7728 |
0.7831 |
0.7762 |
| S2 |
0.7608 |
0.7608 |
0.7814 |
|
| S3 |
0.7420 |
0.7540 |
0.7796 |
|
| S4 |
0.7232 |
0.7352 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7892 |
0.7703 |
0.0190 |
2.4% |
0.0068 |
0.9% |
75% |
False |
False |
89,710 |
| 10 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0072 |
0.9% |
78% |
False |
False |
90,667 |
| 20 |
0.7892 |
0.7637 |
0.0256 |
3.3% |
0.0071 |
0.9% |
81% |
False |
False |
87,570 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
87% |
False |
False |
85,277 |
| 60 |
0.8009 |
0.7534 |
0.0475 |
6.0% |
0.0076 |
1.0% |
65% |
False |
False |
64,030 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.0% |
0.0074 |
0.9% |
65% |
False |
False |
48,067 |
| 100 |
0.8009 |
0.7475 |
0.0534 |
6.8% |
0.0073 |
0.9% |
69% |
False |
False |
38,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8015 |
|
2.618 |
0.7954 |
|
1.618 |
0.7917 |
|
1.000 |
0.7895 |
|
0.618 |
0.7880 |
|
HIGH |
0.7858 |
|
0.618 |
0.7843 |
|
0.500 |
0.7839 |
|
0.382 |
0.7835 |
|
LOW |
0.7821 |
|
0.618 |
0.7798 |
|
1.000 |
0.7784 |
|
1.618 |
0.7761 |
|
2.618 |
0.7724 |
|
4.250 |
0.7663 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7838 |
| PP |
0.7841 |
0.7833 |
| S1 |
0.7839 |
0.7827 |
|