CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 0.7667 0.7679 0.0013 0.2% 0.7720
High 0.7703 0.7709 0.0006 0.1% 0.7771
Low 0.7598 0.7638 0.0040 0.5% 0.7598
Close 0.7701 0.7645 -0.0056 -0.7% 0.7645
Range 0.0105 0.0071 -0.0034 -32.4% 0.0173
ATR 0.0078 0.0078 -0.0001 -0.6% 0.0000
Volume 288 218 -70 -24.3% 1,019
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7877 0.7832 0.7684
R3 0.7806 0.7761 0.7665
R2 0.7735 0.7735 0.7658
R1 0.7690 0.7690 0.7652 0.7677
PP 0.7664 0.7664 0.7664 0.7657
S1 0.7619 0.7619 0.7638 0.7606
S2 0.7593 0.7593 0.7632
S3 0.7522 0.7548 0.7625
S4 0.7451 0.7477 0.7606
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8190 0.8091 0.7740
R3 0.8017 0.7918 0.7693
R2 0.7844 0.7844 0.7677
R1 0.7745 0.7745 0.7661 0.7708
PP 0.7671 0.7671 0.7671 0.7653
S1 0.7572 0.7572 0.7629 0.7535
S2 0.7498 0.7498 0.7613
S3 0.7325 0.7399 0.7597
S4 0.7152 0.7226 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7771 0.7598 0.0173 2.3% 0.0089 1.2% 27% False False 203
10 0.7796 0.7598 0.0198 2.6% 0.0079 1.0% 24% False False 176
20 0.7829 0.7598 0.0232 3.0% 0.0081 1.1% 21% False False 139
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7894
1.618 0.7823
1.000 0.7780
0.618 0.7752
HIGH 0.7709
0.618 0.7681
0.500 0.7673
0.382 0.7665
LOW 0.7638
0.618 0.7594
1.000 0.7567
1.618 0.7523
2.618 0.7452
4.250 0.7336
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 0.7673 0.7684
PP 0.7664 0.7671
S1 0.7654 0.7658

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

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