CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.7768 0.7721 -0.0047 -0.6% 0.7709
High 0.7807 0.7766 -0.0042 -0.5% 0.7829
Low 0.7738 0.7675 -0.0063 -0.8% 0.7653
Close 0.7758 0.7715 -0.0044 -0.6% 0.7758
Range 0.0070 0.0091 0.0021 30.2% 0.0177
ATR 0.0073 0.0075 0.0001 1.7% 0.0000
Volume 36 38 2 5.6% 671
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7990 0.7943 0.7764
R3 0.7899 0.7852 0.7739
R2 0.7809 0.7809 0.7731
R1 0.7762 0.7762 0.7723 0.7740
PP 0.7718 0.7718 0.7718 0.7708
S1 0.7671 0.7671 0.7706 0.7650
S2 0.7628 0.7628 0.7698
S3 0.7537 0.7581 0.7690
S4 0.7447 0.7490 0.7665
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 0.7670 0.0159 2.1% 0.0091 1.2% 28% False False 65
10 0.7829 0.7568 0.0262 3.4% 0.0079 1.0% 56% False False 95
20 0.7829 0.7475 0.0355 4.6% 0.0069 0.9% 68% 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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8002
1.618 0.7912
1.000 0.7856
0.618 0.7821
HIGH 0.7766
0.618 0.7731
0.500 0.7720
0.382 0.7710
LOW 0.7675
0.618 0.7619
1.000 0.7585
1.618 0.7529
2.618 0.7438
4.250 0.7290
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.7720 0.7751
PP 0.7718 0.7739
S1 0.7716 0.7727

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

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