CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 0.7756 0.7667 -0.0090 -1.2% 0.7716
High 0.7771 0.7703 -0.0068 -0.9% 0.7789
Low 0.7650 0.7598 -0.0053 -0.7% 0.7667
Close 0.7670 0.7701 0.0031 0.4% 0.7725
Range 0.0121 0.0105 -0.0016 -12.9% 0.0122
ATR 0.0076 0.0078 0.0002 2.7% 0.0000
Volume 244 288 44 18.0% 564
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7982 0.7946 0.7758
R3 0.7877 0.7841 0.7729
R2 0.7772 0.7772 0.7720
R1 0.7736 0.7736 0.7710 0.7754
PP 0.7667 0.7667 0.7667 0.7676
S1 0.7631 0.7631 0.7691 0.7649
S2 0.7562 0.7562 0.7681
S3 0.7457 0.7526 0.7672
S4 0.7352 0.7421 0.7643
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 0.7776 0.7598 0.0178 2.3% 0.0088 1.1% 58% False True 175
10 0.7812 0.7598 0.0215 2.8% 0.0079 1.0% 48% False True 165
20 0.7829 0.7598 0.0232 3.0% 0.0081 1.1% 44% False True 134
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8149
2.618 0.7977
1.618 0.7872
1.000 0.7808
0.618 0.7767
HIGH 0.7703
0.618 0.7662
0.500 0.7650
0.382 0.7638
LOW 0.7598
0.618 0.7533
1.000 0.7493
1.618 0.7428
2.618 0.7323
4.250 0.7151
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 0.7684 0.7695
PP 0.7667 0.7690
S1 0.7650 0.7684

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

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