CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7753 |
0.7745 |
-0.0008 |
-0.1% |
0.7777 |
| High |
0.7797 |
0.7759 |
-0.0038 |
-0.5% |
0.7815 |
| Low |
0.7732 |
0.7724 |
-0.0008 |
-0.1% |
0.7711 |
| Close |
0.7747 |
0.7745 |
-0.0002 |
0.0% |
0.7733 |
| Range |
0.0065 |
0.0035 |
-0.0030 |
-46.2% |
0.0104 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
91,657 |
67,876 |
-23,781 |
-25.9% |
418,360 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7831 |
0.7764 |
|
| R3 |
0.7812 |
0.7796 |
0.7754 |
|
| R2 |
0.7777 |
0.7777 |
0.7751 |
|
| R1 |
0.7761 |
0.7761 |
0.7748 |
0.7752 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7738 |
| S1 |
0.7726 |
0.7726 |
0.7741 |
0.7717 |
| S2 |
0.7707 |
0.7707 |
0.7738 |
|
| S3 |
0.7672 |
0.7691 |
0.7735 |
|
| S4 |
0.7637 |
0.7656 |
0.7725 |
|
|
| 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% |
0.0052 |
0.7% |
43% |
False |
False |
73,664 |
| 10 |
0.7815 |
0.7706 |
0.0109 |
1.4% |
0.0059 |
0.8% |
35% |
False |
False |
78,482 |
| 20 |
0.7892 |
0.7676 |
0.0216 |
2.8% |
0.0068 |
0.9% |
32% |
False |
False |
87,295 |
| 40 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0068 |
0.9% |
59% |
False |
False |
84,258 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0071 |
0.9% |
59% |
False |
False |
80,748 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
44% |
False |
False |
60,881 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0073 |
0.9% |
44% |
False |
False |
48,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7907 |
|
2.618 |
0.7850 |
|
1.618 |
0.7815 |
|
1.000 |
0.7794 |
|
0.618 |
0.7780 |
|
HIGH |
0.7759 |
|
0.618 |
0.7745 |
|
0.500 |
0.7741 |
|
0.382 |
0.7737 |
|
LOW |
0.7724 |
|
0.618 |
0.7702 |
|
1.000 |
0.7689 |
|
1.618 |
0.7667 |
|
2.618 |
0.7632 |
|
4.250 |
0.7575 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7760 |
| PP |
0.7742 |
0.7755 |
| S1 |
0.7741 |
0.7750 |
|