CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 0.7721 0.7708 -0.0014 -0.2% 0.7709
High 0.7766 0.7785 0.0019 0.2% 0.7829
Low 0.7675 0.7695 0.0020 0.3% 0.7653
Close 0.7715 0.7778 0.0064 0.8% 0.7758
Range 0.0091 0.0090 -0.0001 -1.1% 0.0177
ATR 0.0075 0.0076 0.0001 1.4% 0.0000
Volume 38 142 104 273.7% 671
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8021 0.7989 0.7827
R3 0.7932 0.7900 0.7803
R2 0.7842 0.7842 0.7794
R1 0.7810 0.7810 0.7786 0.7826
PP 0.7753 0.7753 0.7753 0.7761
S1 0.7721 0.7721 0.7770 0.7737
S2 0.7663 0.7663 0.7762
S3 0.7574 0.7631 0.7753
S4 0.7484 0.7542 0.7729
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 0.7675 0.0154 2.0% 0.0085 1.1% 67% False False 78
10 0.7829 0.7591 0.0239 3.1% 0.0081 1.0% 79% False False 101
20 0.7829 0.7475 0.0355 4.6% 0.0071 0.9% 86% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.8019
1.618 0.7929
1.000 0.7874
0.618 0.7840
HIGH 0.7785
0.618 0.7750
0.500 0.7740
0.382 0.7729
LOW 0.7695
0.618 0.7640
1.000 0.7606
1.618 0.7550
2.618 0.7461
4.250 0.7315
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 0.7765 0.7766
PP 0.7753 0.7753
S1 0.7740 0.7741

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

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