CME Australian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7732 |
0.7752 |
0.0020 |
0.3% |
0.7740 |
| High |
0.7764 |
0.7776 |
0.0013 |
0.2% |
0.7776 |
| Low |
0.7717 |
0.7689 |
-0.0029 |
-0.4% |
0.7689 |
| Close |
0.7755 |
0.7703 |
-0.0053 |
-0.7% |
0.7703 |
| Range |
0.0047 |
0.0088 |
0.0041 |
88.2% |
0.0088 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.9% |
0.0000 |
| Volume |
114,339 |
24,328 |
-90,011 |
-78.7% |
480,412 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7931 |
0.7751 |
|
| R3 |
0.7897 |
0.7844 |
0.7727 |
|
| R2 |
0.7810 |
0.7810 |
0.7719 |
|
| R1 |
0.7756 |
0.7756 |
0.7711 |
0.7739 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7714 |
| S1 |
0.7669 |
0.7669 |
0.7694 |
0.7652 |
| S2 |
0.7635 |
0.7635 |
0.7686 |
|
| S3 |
0.7547 |
0.7581 |
0.7678 |
|
| S4 |
0.7460 |
0.7494 |
0.7654 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7931 |
0.7751 |
|
| R3 |
0.7897 |
0.7844 |
0.7727 |
|
| R2 |
0.7810 |
0.7810 |
0.7719 |
|
| R1 |
0.7756 |
0.7756 |
0.7711 |
0.7739 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7714 |
| S1 |
0.7669 |
0.7669 |
0.7694 |
0.7652 |
| S2 |
0.7635 |
0.7635 |
0.7686 |
|
| S3 |
0.7547 |
0.7581 |
0.7678 |
|
| S4 |
0.7460 |
0.7494 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7689 |
0.0088 |
1.1% |
0.0049 |
0.6% |
16% |
True |
True |
96,082 |
| 10 |
0.7776 |
0.7646 |
0.0131 |
1.7% |
0.0065 |
0.8% |
44% |
True |
False |
106,905 |
| 20 |
0.7815 |
0.7646 |
0.0169 |
2.2% |
0.0062 |
0.8% |
34% |
False |
False |
92,693 |
| 40 |
0.7892 |
0.7646 |
0.0247 |
3.2% |
0.0067 |
0.9% |
23% |
False |
False |
91,179 |
| 60 |
0.7892 |
0.7534 |
0.0358 |
4.6% |
0.0067 |
0.9% |
47% |
False |
False |
88,884 |
| 80 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0073 |
0.9% |
36% |
False |
False |
74,220 |
| 100 |
0.8009 |
0.7534 |
0.0475 |
6.2% |
0.0071 |
0.9% |
36% |
False |
False |
59,413 |
| 120 |
0.8009 |
0.7475 |
0.0534 |
6.9% |
0.0072 |
0.9% |
43% |
False |
False |
49,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8005 |
|
1.618 |
0.7918 |
|
1.000 |
0.7864 |
|
0.618 |
0.7830 |
|
HIGH |
0.7776 |
|
0.618 |
0.7743 |
|
0.500 |
0.7732 |
|
0.382 |
0.7722 |
|
LOW |
0.7689 |
|
0.618 |
0.7634 |
|
1.000 |
0.7601 |
|
1.618 |
0.7547 |
|
2.618 |
0.7459 |
|
4.250 |
0.7317 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7732 |
0.7732 |
| PP |
0.7722 |
0.7722 |
| S1 |
0.7712 |
0.7712 |
|