CME Australian Dollar Future September 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 |
0.7735 |
0.7757 |
0.0022 |
0.3% |
0.7743 |
| High |
0.7767 |
0.7779 |
0.0012 |
0.2% |
0.7779 |
| Low |
0.7720 |
0.7691 |
-0.0029 |
-0.4% |
0.7691 |
| Close |
0.7758 |
0.7706 |
-0.0053 |
-0.7% |
0.7706 |
| Range |
0.0047 |
0.0088 |
0.0041 |
88.2% |
0.0088 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.1% |
0.0000 |
| Volume |
58,908 |
121,444 |
62,536 |
106.2% |
334,392 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7934 |
0.7754 |
|
| R3 |
0.7900 |
0.7847 |
0.7730 |
|
| R2 |
0.7813 |
0.7813 |
0.7722 |
|
| R1 |
0.7759 |
0.7759 |
0.7714 |
0.7742 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7717 |
| S1 |
0.7672 |
0.7672 |
0.7697 |
0.7655 |
| S2 |
0.7638 |
0.7638 |
0.7689 |
|
| S3 |
0.7550 |
0.7584 |
0.7681 |
|
| S4 |
0.7463 |
0.7497 |
0.7657 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7934 |
0.7754 |
|
| R3 |
0.7900 |
0.7847 |
0.7730 |
|
| R2 |
0.7813 |
0.7813 |
0.7722 |
|
| R1 |
0.7759 |
0.7759 |
0.7714 |
0.7742 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7717 |
| S1 |
0.7672 |
0.7672 |
0.7697 |
0.7655 |
| S2 |
0.7638 |
0.7638 |
0.7689 |
|
| S3 |
0.7550 |
0.7584 |
0.7681 |
|
| S4 |
0.7463 |
0.7497 |
0.7657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7779 |
0.7691 |
0.0088 |
1.1% |
0.0048 |
0.6% |
17% |
True |
True |
66,878 |
| 10 |
0.7779 |
0.7649 |
0.0130 |
1.7% |
0.0064 |
0.8% |
44% |
True |
False |
35,038 |
| 20 |
0.7818 |
0.7649 |
0.0169 |
2.2% |
0.0061 |
0.8% |
34% |
False |
False |
17,674 |
| 40 |
0.7894 |
0.7649 |
0.0245 |
3.2% |
0.0065 |
0.8% |
23% |
False |
False |
8,907 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.6% |
0.0065 |
0.8% |
47% |
False |
False |
5,950 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.1% |
0.0069 |
0.9% |
36% |
False |
False |
4,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.8008 |
|
1.618 |
0.7920 |
|
1.000 |
0.7866 |
|
0.618 |
0.7833 |
|
HIGH |
0.7779 |
|
0.618 |
0.7745 |
|
0.500 |
0.7735 |
|
0.382 |
0.7724 |
|
LOW |
0.7691 |
|
0.618 |
0.7637 |
|
1.000 |
0.7604 |
|
1.618 |
0.7549 |
|
2.618 |
0.7462 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7735 |
0.7735 |
| PP |
0.7725 |
0.7725 |
| S1 |
0.7715 |
0.7715 |
|