CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7722 |
0.7778 |
0.0056 |
0.7% |
0.7857 |
| High |
0.7790 |
0.7787 |
-0.0003 |
0.0% |
0.7894 |
| Low |
0.7718 |
0.7735 |
0.0017 |
0.2% |
0.7692 |
| Close |
0.7790 |
0.7775 |
-0.0016 |
-0.2% |
0.7790 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.8% |
0.0202 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
230 |
123 |
-107 |
-46.5% |
1,277 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7900 |
0.7803 |
|
| R3 |
0.7870 |
0.7848 |
0.7789 |
|
| R2 |
0.7818 |
0.7818 |
0.7784 |
|
| R1 |
0.7796 |
0.7796 |
0.7779 |
0.7781 |
| PP |
0.7766 |
0.7766 |
0.7766 |
0.7758 |
| S1 |
0.7744 |
0.7744 |
0.7770 |
0.7729 |
| S2 |
0.7714 |
0.7714 |
0.7765 |
|
| S3 |
0.7662 |
0.7692 |
0.7760 |
|
| S4 |
0.7610 |
0.7640 |
0.7746 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8396 |
0.8295 |
0.7901 |
|
| R3 |
0.8195 |
0.8093 |
0.7845 |
|
| R2 |
0.7993 |
0.7993 |
0.7827 |
|
| R1 |
0.7892 |
0.7892 |
0.7808 |
0.7842 |
| PP |
0.7792 |
0.7792 |
0.7792 |
0.7767 |
| S1 |
0.7690 |
0.7690 |
0.7772 |
0.7640 |
| S2 |
0.7590 |
0.7590 |
0.7753 |
|
| S3 |
0.7389 |
0.7489 |
0.7735 |
|
| S4 |
0.7187 |
0.7287 |
0.7679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7860 |
0.7692 |
0.0168 |
2.2% |
0.0067 |
0.9% |
49% |
False |
False |
265 |
| 10 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0071 |
0.9% |
44% |
False |
False |
215 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0070 |
0.9% |
44% |
False |
False |
151 |
| 40 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
67% |
False |
False |
95 |
| 60 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0071 |
0.9% |
51% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8008 |
|
2.618 |
0.7923 |
|
1.618 |
0.7871 |
|
1.000 |
0.7839 |
|
0.618 |
0.7819 |
|
HIGH |
0.7787 |
|
0.618 |
0.7767 |
|
0.500 |
0.7761 |
|
0.382 |
0.7755 |
|
LOW |
0.7735 |
|
0.618 |
0.7703 |
|
1.000 |
0.7683 |
|
1.618 |
0.7651 |
|
2.618 |
0.7599 |
|
4.250 |
0.7514 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7770 |
0.7763 |
| PP |
0.7766 |
0.7752 |
| S1 |
0.7761 |
0.7741 |
|