CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7753 |
-0.0001 |
0.0% |
0.7777 |
| High |
0.7777 |
0.7797 |
0.0020 |
0.3% |
0.7815 |
| Low |
0.7734 |
0.7732 |
-0.0002 |
0.0% |
0.7711 |
| Close |
0.7756 |
0.7747 |
-0.0009 |
-0.1% |
0.7733 |
| Range |
0.0044 |
0.0065 |
0.0022 |
49.4% |
0.0104 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
68,894 |
91,657 |
22,763 |
33.0% |
418,360 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7915 |
0.7782 |
|
| R3 |
0.7888 |
0.7850 |
0.7764 |
|
| R2 |
0.7823 |
0.7823 |
0.7758 |
|
| R1 |
0.7785 |
0.7785 |
0.7752 |
0.7772 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7752 |
| S1 |
0.7720 |
0.7720 |
0.7741 |
0.7707 |
| S2 |
0.7693 |
0.7693 |
0.7735 |
|
| S3 |
0.7628 |
0.7655 |
0.7729 |
|
| S4 |
0.7563 |
0.7590 |
0.7711 |
|
|
| 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 |
0.7797 |
0.7706 |
0.0091 |
1.2% |
0.0058 |
0.7% |
45% |
True |
False |
75,706 |
| 10 |
0.7815 |
0.7689 |
0.0126 |
1.6% |
0.0061 |
0.8% |
46% |
False |
False |
81,922 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0069 |
0.9% |
33% |
False |
False |
88,489 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
59% |
False |
False |
84,699 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0071 |
0.9% |
59% |
False |
False |
79,686 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
45% |
False |
False |
60,036 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0074 |
1.0% |
45% |
False |
False |
48,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.7967 |
|
1.618 |
0.7902 |
|
1.000 |
0.7862 |
|
0.618 |
0.7837 |
|
HIGH |
0.7797 |
|
0.618 |
0.7772 |
|
0.500 |
0.7764 |
|
0.382 |
0.7756 |
|
LOW |
0.7732 |
|
0.618 |
0.7691 |
|
1.000 |
0.7667 |
|
1.618 |
0.7626 |
|
2.618 |
0.7561 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7751 |
| PP |
0.7758 |
0.7750 |
| S1 |
0.7752 |
0.7748 |
|