CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 0.7716 0.7767 0.0051 0.7% 0.7721
High 0.7767 0.7789 0.0022 0.3% 0.7812
Low 0.7702 0.7748 0.0047 0.6% 0.7675
Close 0.7752 0.7766 0.0014 0.2% 0.7717
Range 0.0066 0.0041 -0.0025 -38.2% 0.0137
ATR 0.0075 0.0073 -0.0002 -3.3% 0.0000
Volume 123 199 76 61.8% 503
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7889 0.7868 0.7788
R3 0.7848 0.7827 0.7777
R2 0.7808 0.7808 0.7773
R1 0.7787 0.7787 0.7769 0.7777
PP 0.7767 0.7767 0.7767 0.7763
S1 0.7746 0.7746 0.7762 0.7737
S2 0.7727 0.7727 0.7758
S3 0.7686 0.7706 0.7754
S4 0.7646 0.7665 0.7743
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% 0.0071 0.9% 68% False False 155
10 0.7826 0.7667 0.0160 2.1% 0.0075 1.0% 62% False False 112
20 0.7829 0.7534 0.0296 3.8% 0.0072 0.9% 79% False False 116
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7961
2.618 0.7895
1.618 0.7854
1.000 0.7829
0.618 0.7814
HIGH 0.7789
0.618 0.7773
0.500 0.7768
0.382 0.7763
LOW 0.7748
0.618 0.7723
1.000 0.7708
1.618 0.7682
2.618 0.7642
4.250 0.7576
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 0.7768 0.7753
PP 0.7767 0.7740
S1 0.7766 0.7728

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

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