CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7710 |
0.7753 |
0.0043 |
0.6% |
0.7732 |
| High |
0.7770 |
0.7775 |
0.0006 |
0.1% |
0.7797 |
| Low |
0.7701 |
0.7716 |
0.0015 |
0.2% |
0.7678 |
| Close |
0.7764 |
0.7753 |
-0.0011 |
-0.1% |
0.7714 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.1% |
0.0119 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
141,346 |
93,508 |
-47,838 |
-33.8% |
375,691 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7926 |
0.7899 |
0.7786 |
|
| R3 |
0.7867 |
0.7840 |
0.7769 |
|
| R2 |
0.7807 |
0.7807 |
0.7764 |
|
| R1 |
0.7780 |
0.7780 |
0.7758 |
0.7794 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7755 |
| S1 |
0.7721 |
0.7721 |
0.7748 |
0.7734 |
| S2 |
0.7688 |
0.7688 |
0.7742 |
|
| S3 |
0.7629 |
0.7661 |
0.7737 |
|
| S4 |
0.7569 |
0.7602 |
0.7720 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8019 |
0.7779 |
|
| R3 |
0.7967 |
0.7900 |
0.7747 |
|
| R2 |
0.7848 |
0.7848 |
0.7736 |
|
| R1 |
0.7781 |
0.7781 |
0.7725 |
0.7755 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7716 |
| S1 |
0.7662 |
0.7662 |
0.7703 |
0.7636 |
| S2 |
0.7610 |
0.7610 |
0.7692 |
|
| S3 |
0.7491 |
0.7543 |
0.7681 |
|
| S4 |
0.7372 |
0.7424 |
0.7649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7797 |
0.7678 |
0.0119 |
1.5% |
0.0060 |
0.8% |
63% |
False |
False |
96,083 |
| 10 |
0.7799 |
0.7678 |
0.0122 |
1.6% |
0.0061 |
0.8% |
62% |
False |
False |
87,987 |
| 20 |
0.7892 |
0.7678 |
0.0215 |
2.8% |
0.0066 |
0.8% |
35% |
False |
False |
89,834 |
| 40 |
0.7892 |
0.7587 |
0.0306 |
3.9% |
0.0067 |
0.9% |
55% |
False |
False |
86,833 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0069 |
0.9% |
61% |
False |
False |
85,619 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
46% |
False |
False |
64,887 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.1% |
0.0072 |
0.9% |
46% |
False |
False |
51,939 |
| 120 |
0.8009 |
0.7446 |
0.0563 |
7.3% |
0.0072 |
0.9% |
55% |
False |
False |
43,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8028 |
|
2.618 |
0.7931 |
|
1.618 |
0.7871 |
|
1.000 |
0.7835 |
|
0.618 |
0.7812 |
|
HIGH |
0.7775 |
|
0.618 |
0.7752 |
|
0.500 |
0.7745 |
|
0.382 |
0.7738 |
|
LOW |
0.7716 |
|
0.618 |
0.7679 |
|
1.000 |
0.7656 |
|
1.618 |
0.7619 |
|
2.618 |
0.7560 |
|
4.250 |
0.7463 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7744 |
| PP |
0.7748 |
0.7735 |
| S1 |
0.7745 |
0.7726 |
|