CME Australian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7691 |
-0.0025 |
-0.3% |
0.7743 |
| High |
0.7720 |
0.7719 |
-0.0001 |
0.0% |
0.7779 |
| Low |
0.7677 |
0.7610 |
-0.0068 |
-0.9% |
0.7691 |
| Close |
0.7686 |
0.7617 |
-0.0069 |
-0.9% |
0.7706 |
| Range |
0.0043 |
0.0109 |
0.0067 |
156.5% |
0.0088 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
5.9% |
0.0000 |
| Volume |
72,188 |
115,616 |
43,428 |
60.2% |
334,392 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7905 |
0.7676 |
|
| R3 |
0.7866 |
0.7796 |
0.7646 |
|
| R2 |
0.7757 |
0.7757 |
0.7636 |
|
| R1 |
0.7687 |
0.7687 |
0.7626 |
0.7668 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7639 |
| S1 |
0.7578 |
0.7578 |
0.7607 |
0.7559 |
| S2 |
0.7539 |
0.7539 |
0.7597 |
|
| S3 |
0.7430 |
0.7469 |
0.7587 |
|
| S4 |
0.7321 |
0.7360 |
0.7557 |
|
|
| 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 |
0.7610 |
0.0169 |
2.2% |
0.0064 |
0.8% |
4% |
False |
True |
84,235 |
| 10 |
0.7779 |
0.7610 |
0.0169 |
2.2% |
0.0063 |
0.8% |
4% |
False |
True |
58,437 |
| 20 |
0.7801 |
0.7610 |
0.0192 |
2.5% |
0.0061 |
0.8% |
4% |
False |
True |
29,687 |
| 40 |
0.7894 |
0.7610 |
0.0284 |
3.7% |
0.0064 |
0.8% |
2% |
False |
True |
14,922 |
| 60 |
0.7894 |
0.7537 |
0.0357 |
4.7% |
0.0065 |
0.9% |
22% |
False |
False |
9,962 |
| 80 |
0.8008 |
0.7537 |
0.0471 |
6.2% |
0.0068 |
0.9% |
17% |
False |
False |
7,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8004 |
|
1.618 |
0.7895 |
|
1.000 |
0.7828 |
|
0.618 |
0.7786 |
|
HIGH |
0.7719 |
|
0.618 |
0.7677 |
|
0.500 |
0.7664 |
|
0.382 |
0.7651 |
|
LOW |
0.7610 |
|
0.618 |
0.7542 |
|
1.000 |
0.7501 |
|
1.618 |
0.7433 |
|
2.618 |
0.7324 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7669 |
| PP |
0.7648 |
0.7652 |
| S1 |
0.7632 |
0.7634 |
|