CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 0.7708 0.7776 0.0069 0.9% 0.7709
High 0.7785 0.7789 0.0005 0.1% 0.7829
Low 0.7695 0.7730 0.0035 0.4% 0.7653
Close 0.7778 0.7750 -0.0028 -0.4% 0.7758
Range 0.0090 0.0060 -0.0030 -33.5% 0.0177
ATR 0.0076 0.0074 -0.0001 -1.5% 0.0000
Volume 142 36 -106 -74.6% 671
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7935 0.7902 0.7783
R3 0.7875 0.7842 0.7766
R2 0.7816 0.7816 0.7761
R1 0.7783 0.7783 0.7755 0.7770
PP 0.7756 0.7756 0.7756 0.7750
S1 0.7723 0.7723 0.7745 0.7710
S2 0.7697 0.7697 0.7739
S3 0.7637 0.7664 0.7734
S4 0.7578 0.7604 0.7717
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 0.7826 0.7675 0.0151 1.9% 0.0080 1.0% 50% False False 69
10 0.7829 0.7616 0.0214 2.8% 0.0083 1.1% 63% False False 102
20 0.7829 0.7475 0.0355 4.6% 0.0072 0.9% 78% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8042
2.618 0.7945
1.618 0.7885
1.000 0.7849
0.618 0.7826
HIGH 0.7789
0.618 0.7766
0.500 0.7759
0.382 0.7752
LOW 0.7730
0.618 0.7693
1.000 0.7670
1.618 0.7633
2.618 0.7574
4.250 0.7477
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 0.7759 0.7744
PP 0.7756 0.7738
S1 0.7753 0.7732

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

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