CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7732 |
-0.0043 |
-0.6% |
0.7777 |
| High |
0.7784 |
0.7758 |
-0.0026 |
-0.3% |
0.7815 |
| Low |
0.7720 |
0.7706 |
-0.0014 |
-0.2% |
0.7711 |
| Close |
0.7733 |
0.7755 |
0.0022 |
0.3% |
0.7733 |
| Range |
0.0064 |
0.0052 |
-0.0012 |
-18.8% |
0.0104 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
78,659 |
61,234 |
-17,425 |
-22.2% |
418,360 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7877 |
0.7783 |
|
| R3 |
0.7844 |
0.7825 |
0.7769 |
|
| R2 |
0.7792 |
0.7792 |
0.7764 |
|
| R1 |
0.7773 |
0.7773 |
0.7759 |
0.7782 |
| PP |
0.7740 |
0.7740 |
0.7740 |
0.7744 |
| S1 |
0.7721 |
0.7721 |
0.7750 |
0.7730 |
| S2 |
0.7688 |
0.7688 |
0.7745 |
|
| S3 |
0.7636 |
0.7669 |
0.7740 |
|
| S4 |
0.7584 |
0.7617 |
0.7726 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8002 |
0.7790 |
|
| R3 |
0.7960 |
0.7898 |
0.7761 |
|
| R2 |
0.7856 |
0.7856 |
0.7752 |
|
| R1 |
0.7795 |
0.7795 |
0.7742 |
0.7774 |
| PP |
0.7753 |
0.7753 |
0.7753 |
0.7742 |
| S1 |
0.7691 |
0.7691 |
0.7724 |
0.7670 |
| S2 |
0.7649 |
0.7649 |
0.7714 |
|
| S3 |
0.7546 |
0.7588 |
0.7705 |
|
| S4 |
0.7442 |
0.7484 |
0.7676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7815 |
0.7706 |
0.0109 |
1.4% |
0.0064 |
0.8% |
45% |
False |
True |
81,759 |
| 10 |
0.7858 |
0.7689 |
0.0169 |
2.2% |
0.0067 |
0.9% |
39% |
False |
False |
89,158 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0070 |
0.9% |
36% |
False |
False |
88,837 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
62% |
False |
False |
84,492 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0072 |
0.9% |
62% |
False |
False |
77,128 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
46% |
False |
False |
58,033 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
46% |
False |
False |
46,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7979 |
|
2.618 |
0.7894 |
|
1.618 |
0.7842 |
|
1.000 |
0.7810 |
|
0.618 |
0.7790 |
|
HIGH |
0.7758 |
|
0.618 |
0.7738 |
|
0.500 |
0.7732 |
|
0.382 |
0.7726 |
|
LOW |
0.7706 |
|
0.618 |
0.7674 |
|
1.000 |
0.7654 |
|
1.618 |
0.7622 |
|
2.618 |
0.7570 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7747 |
0.7751 |
| PP |
0.7740 |
0.7748 |
| S1 |
0.7732 |
0.7745 |
|