CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 0.7772 0.7720 -0.0052 -0.7% 0.7716
High 0.7776 0.7754 -0.0022 -0.3% 0.7789
Low 0.7709 0.7691 -0.0019 -0.2% 0.7667
Close 0.7725 0.7710 -0.0016 -0.2% 0.7725
Range 0.0067 0.0063 -0.0004 -5.3% 0.0122
ATR 0.0072 0.0072 -0.0001 -0.9% 0.0000
Volume 76 105 29 38.2% 564
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7907 0.7871 0.7744
R3 0.7844 0.7808 0.7727
R2 0.7781 0.7781 0.7721
R1 0.7745 0.7745 0.7715 0.7732
PP 0.7718 0.7718 0.7718 0.7711
S1 0.7682 0.7682 0.7704 0.7669
S2 0.7655 0.7655 0.7698
S3 0.7592 0.7619 0.7692
S4 0.7529 0.7556 0.7675
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8093 0.8031 0.7792
R3 0.7971 0.7909 0.7759
R2 0.7849 0.7849 0.7747
R1 0.7787 0.7787 0.7736 0.7818
PP 0.7727 0.7727 0.7727 0.7742
S1 0.7665 0.7665 0.7714 0.7696
S2 0.7605 0.7605 0.7703
S3 0.7483 0.7543 0.7691
S4 0.7361 0.7421 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7789 0.7667 0.0122 1.6% 0.0060 0.8% 35% False False 133
10 0.7812 0.7667 0.0146 1.9% 0.0072 0.9% 30% False False 117
20 0.7829 0.7568 0.0262 3.4% 0.0072 0.9% 54% False False 105
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7918
1.618 0.7855
1.000 0.7817
0.618 0.7792
HIGH 0.7754
0.618 0.7729
0.500 0.7722
0.382 0.7715
LOW 0.7691
0.618 0.7652
1.000 0.7628
1.618 0.7589
2.618 0.7526
4.250 0.7423
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 0.7722 0.7740
PP 0.7718 0.7730
S1 0.7714 0.7720

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

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