CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 0.7820 0.7768 -0.0052 -0.7% 0.7709
High 0.7826 0.7807 -0.0019 -0.2% 0.7829
Low 0.7735 0.7738 0.0003 0.0% 0.7653
Close 0.7768 0.7758 -0.0010 -0.1% 0.7758
Range 0.0091 0.0070 -0.0022 -23.6% 0.0177
ATR 0.0074 0.0073 0.0000 -0.4% 0.0000
Volume 97 36 -61 -62.9% 671
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7976 0.7937 0.7796
R3 0.7907 0.7867 0.7777
R2 0.7837 0.7837 0.7771
R1 0.7798 0.7798 0.7764 0.7783
PP 0.7768 0.7768 0.7768 0.7760
S1 0.7728 0.7728 0.7752 0.7713
S2 0.7698 0.7698 0.7745
S3 0.7629 0.7659 0.7739
S4 0.7559 0.7589 0.7720
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8276 0.8194 0.7855
R3 0.8100 0.8017 0.7807
R2 0.7923 0.7923 0.7790
R1 0.7841 0.7841 0.7774 0.7882
PP 0.7747 0.7747 0.7747 0.7767
S1 0.7664 0.7664 0.7742 0.7705
S2 0.7570 0.7570 0.7726
S3 0.7394 0.7488 0.7709
S4 0.7217 0.7311 0.7661
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% 0.0092 1.2% 60% False False 134
10 0.7829 0.7568 0.0262 3.4% 0.0073 0.9% 73% False False 93
20 0.7829 0.7446 0.0383 4.9% 0.0070 0.9% 81% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.7989
1.618 0.7919
1.000 0.7877
0.618 0.7850
HIGH 0.7807
0.618 0.7780
0.500 0.7772
0.382 0.7764
LOW 0.7738
0.618 0.7695
1.000 0.7668
1.618 0.7625
2.618 0.7556
4.250 0.7442
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 0.7772 0.7782
PP 0.7768 0.7774
S1 0.7763 0.7766

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

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