CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7748 |
0.7747 |
-0.0002 |
0.0% |
0.7730 |
| High |
0.7761 |
0.7750 |
-0.0011 |
-0.1% |
0.7799 |
| Low |
0.7727 |
0.7681 |
-0.0047 |
-0.6% |
0.7681 |
| Close |
0.7748 |
0.7717 |
-0.0031 |
-0.4% |
0.7717 |
| Range |
0.0034 |
0.0070 |
0.0036 |
104.4% |
0.0119 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
| Volume |
642 |
420 |
-222 |
-34.6% |
2,047 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7890 |
0.7755 |
|
| R3 |
0.7855 |
0.7821 |
0.7736 |
|
| R2 |
0.7785 |
0.7785 |
0.7730 |
|
| R1 |
0.7751 |
0.7751 |
0.7723 |
0.7734 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7707 |
| S1 |
0.7682 |
0.7682 |
0.7711 |
0.7664 |
| S2 |
0.7646 |
0.7646 |
0.7704 |
|
| S3 |
0.7577 |
0.7612 |
0.7698 |
|
| S4 |
0.7507 |
0.7543 |
0.7679 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8021 |
0.7782 |
|
| R3 |
0.7969 |
0.7902 |
0.7750 |
|
| R2 |
0.7851 |
0.7851 |
0.7739 |
|
| R1 |
0.7784 |
0.7784 |
0.7728 |
0.7758 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7719 |
| S1 |
0.7665 |
0.7665 |
0.7706 |
0.7640 |
| S2 |
0.7614 |
0.7614 |
0.7695 |
|
| S3 |
0.7495 |
0.7547 |
0.7684 |
|
| S4 |
0.7377 |
0.7428 |
0.7652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7799 |
0.7681 |
0.0119 |
1.5% |
0.0052 |
0.7% |
31% |
False |
True |
409 |
| 10 |
0.7818 |
0.7681 |
0.0137 |
1.8% |
0.0057 |
0.7% |
27% |
False |
True |
328 |
| 20 |
0.7894 |
0.7680 |
0.0214 |
2.8% |
0.0065 |
0.8% |
18% |
False |
False |
270 |
| 40 |
0.7894 |
0.7593 |
0.0301 |
3.9% |
0.0065 |
0.8% |
41% |
False |
False |
164 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0067 |
0.9% |
51% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7932 |
|
1.618 |
0.7862 |
|
1.000 |
0.7820 |
|
0.618 |
0.7793 |
|
HIGH |
0.7750 |
|
0.618 |
0.7723 |
|
0.500 |
0.7715 |
|
0.382 |
0.7707 |
|
LOW |
0.7681 |
|
0.618 |
0.7638 |
|
1.000 |
0.7611 |
|
1.618 |
0.7568 |
|
2.618 |
0.7499 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7716 |
0.7740 |
| PP |
0.7716 |
0.7732 |
| S1 |
0.7715 |
0.7725 |
|