CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 0.7584 0.7557 -0.0027 -0.3% 0.7549
High 0.7588 0.7602 0.0014 0.2% 0.7651
Low 0.7534 0.7539 0.0005 0.1% 0.7519
Close 0.7547 0.7585 0.0038 0.5% 0.7627
Range 0.0055 0.0064 0.0009 16.5% 0.0132
ATR
Volume 363 30 -333 -91.7% 91
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7766 0.7739 0.7620
R3 0.7702 0.7675 0.7602
R2 0.7639 0.7639 0.7597
R1 0.7612 0.7612 0.7591 0.7625
PP 0.7575 0.7575 0.7575 0.7582
S1 0.7548 0.7548 0.7579 0.7562
S2 0.7512 0.7512 0.7573
S3 0.7448 0.7485 0.7568
S4 0.7385 0.7421 0.7550
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7995 0.7943 0.7700
R3 0.7863 0.7811 0.7663
R2 0.7731 0.7731 0.7651
R1 0.7679 0.7679 0.7639 0.7705
PP 0.7599 0.7599 0.7599 0.7612
S1 0.7547 0.7547 0.7615 0.7573
S2 0.7467 0.7467 0.7603
S3 0.7335 0.7415 0.7591
S4 0.7203 0.7283 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7651 0.7475 0.0176 2.3% 0.0073 1.0% 63% False False 127
10 0.7651 0.7446 0.0205 2.7% 0.0067 0.9% 68% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7768
1.618 0.7705
1.000 0.7666
0.618 0.7641
HIGH 0.7602
0.618 0.7578
0.500 0.7570
0.382 0.7563
LOW 0.7539
0.618 0.7499
1.000 0.7475
1.618 0.7436
2.618 0.7372
4.250 0.7269
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 0.7580 0.7571
PP 0.7575 0.7556
S1 0.7570 0.7542

These figures are updated between 7pm and 10pm EST after a trading day.

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