CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7743 |
0.7759 |
0.0017 |
0.2% |
0.7714 |
| High |
0.7769 |
0.7767 |
-0.0002 |
0.0% |
0.7775 |
| Low |
0.7730 |
0.7735 |
0.0005 |
0.1% |
0.7649 |
| Close |
0.7763 |
0.7745 |
-0.0019 |
-0.2% |
0.7747 |
| Range |
0.0039 |
0.0032 |
-0.0007 |
-18.2% |
0.0126 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
8,775 |
49,657 |
40,882 |
465.9% |
15,574 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7825 |
0.7762 |
|
| R3 |
0.7812 |
0.7794 |
0.7753 |
|
| R2 |
0.7780 |
0.7780 |
0.7750 |
|
| R1 |
0.7762 |
0.7762 |
0.7747 |
0.7756 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7745 |
| S1 |
0.7731 |
0.7731 |
0.7742 |
0.7724 |
| S2 |
0.7717 |
0.7717 |
0.7739 |
|
| S3 |
0.7686 |
0.7699 |
0.7736 |
|
| S4 |
0.7654 |
0.7668 |
0.7727 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8050 |
0.7816 |
|
| R3 |
0.7976 |
0.7924 |
0.7781 |
|
| R2 |
0.7850 |
0.7850 |
0.7770 |
|
| R1 |
0.7798 |
0.7798 |
0.7758 |
0.7824 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7736 |
| S1 |
0.7672 |
0.7672 |
0.7735 |
0.7698 |
| S2 |
0.7598 |
0.7598 |
0.7723 |
|
| S3 |
0.7472 |
0.7546 |
0.7712 |
|
| S4 |
0.7346 |
0.7420 |
0.7677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7649 |
0.0126 |
1.6% |
0.0066 |
0.8% |
76% |
False |
False |
14,472 |
| 10 |
0.7799 |
0.7649 |
0.0150 |
1.9% |
0.0061 |
0.8% |
64% |
False |
False |
7,583 |
| 20 |
0.7860 |
0.7649 |
0.0211 |
2.7% |
0.0063 |
0.8% |
45% |
False |
False |
3,925 |
| 40 |
0.7894 |
0.7594 |
0.0300 |
3.9% |
0.0066 |
0.9% |
50% |
False |
False |
2,011 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0066 |
0.9% |
58% |
False |
False |
1,354 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0068 |
0.9% |
44% |
False |
False |
1,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7849 |
|
1.618 |
0.7817 |
|
1.000 |
0.7798 |
|
0.618 |
0.7786 |
|
HIGH |
0.7767 |
|
0.618 |
0.7754 |
|
0.500 |
0.7751 |
|
0.382 |
0.7747 |
|
LOW |
0.7735 |
|
0.618 |
0.7716 |
|
1.000 |
0.7704 |
|
1.618 |
0.7684 |
|
2.618 |
0.7653 |
|
4.250 |
0.7601 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7751 |
0.7734 |
| PP |
0.7749 |
0.7723 |
| S1 |
0.7747 |
0.7712 |
|