CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 0.7764 0.7820 0.0056 0.7% 0.7614
High 0.7829 0.7826 -0.0003 0.0% 0.7750
Low 0.7744 0.7735 -0.0009 -0.1% 0.7568
Close 0.7800 0.7768 -0.0032 -0.4% 0.7704
Range 0.0086 0.0091 0.0006 6.4% 0.0183
ATR 0.0072 0.0074 0.0001 1.8% 0.0000
Volume 78 97 19 24.4% 242
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.7999 0.7818
R3 0.7958 0.7908 0.7793
R2 0.7867 0.7867 0.7784
R1 0.7817 0.7817 0.7776 0.7797
PP 0.7776 0.7776 0.7776 0.7766
S1 0.7726 0.7726 0.7759 0.7706
S2 0.7685 0.7685 0.7751
S3 0.7594 0.7635 0.7742
S4 0.7503 0.7544 0.7717
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8221 0.8145 0.7804
R3 0.8039 0.7963 0.7754
R2 0.7856 0.7856 0.7737
R1 0.7780 0.7780 0.7721 0.7818
PP 0.7674 0.7674 0.7674 0.7693
S1 0.7598 0.7598 0.7687 0.7636
S2 0.7491 0.7491 0.7671
S3 0.7309 0.7415 0.7654
S4 0.7126 0.7233 0.7604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7829 0.7653 0.0177 2.3% 0.0088 1.1% 65% False False 134
10 0.7829 0.7539 0.0291 3.7% 0.0072 0.9% 79% False False 93
20 0.7829 0.7446 0.0383 4.9% 0.0069 0.9% 84% False False 83
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 0.8213
2.618 0.8064
1.618 0.7973
1.000 0.7917
0.618 0.7882
HIGH 0.7826
0.618 0.7791
0.500 0.7781
0.382 0.7770
LOW 0.7735
0.618 0.7679
1.000 0.7644
1.618 0.7588
2.618 0.7497
4.250 0.7348
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 0.7781 0.7762
PP 0.7776 0.7756
S1 0.7772 0.7750

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

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