CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 0.7716 0.7716 0.0000 0.0% 0.7721
High 0.7732 0.7767 0.0036 0.5% 0.7812
Low 0.7667 0.7702 0.0035 0.5% 0.7675
Close 0.7702 0.7752 0.0050 0.6% 0.7717
Range 0.0065 0.0066 0.0001 0.8% 0.0137
ATR 0.0076 0.0075 -0.0001 -1.0% 0.0000
Volume 166 123 -43 -25.9% 503
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7937 0.7910 0.7788
R3 0.7871 0.7844 0.7770
R2 0.7806 0.7806 0.7764
R1 0.7779 0.7779 0.7758 0.7792
PP 0.7740 0.7740 0.7740 0.7747
S1 0.7713 0.7713 0.7745 0.7727
S2 0.7675 0.7675 0.7739
S3 0.7609 0.7648 0.7733
S4 0.7544 0.7582 0.7715
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8146 0.8068 0.7792
R3 0.8009 0.7931 0.7754
R2 0.7872 0.7872 0.7742
R1 0.7794 0.7794 0.7729 0.7764
PP 0.7735 0.7735 0.7735 0.7720
S1 0.7657 0.7657 0.7704 0.7627
S2 0.7598 0.7598 0.7691
S3 0.7461 0.7520 0.7679
S4 0.7324 0.7383 0.7641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7812 0.7667 0.0146 1.9% 0.0074 1.0% 58% False False 122
10 0.7829 0.7667 0.0163 2.1% 0.0080 1.0% 52% False False 100
20 0.7829 0.7475 0.0355 4.6% 0.0077 1.0% 78% False False 115
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7938
1.618 0.7873
1.000 0.7833
0.618 0.7807
HIGH 0.7767
0.618 0.7742
0.500 0.7734
0.382 0.7727
LOW 0.7702
0.618 0.7661
1.000 0.7636
1.618 0.7596
2.618 0.7530
4.250 0.7423
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 0.7746 0.7745
PP 0.7740 0.7738
S1 0.7734 0.7731

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

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