CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 0.7609 0.7681 0.0073 1.0% 0.7638
High 0.7683 0.7719 0.0036 0.5% 0.7683
Low 0.7589 0.7657 0.0068 0.9% 0.7570
Close 0.7674 0.7709 0.0035 0.5% 0.7674
Range 0.0094 0.0063 -0.0032 -33.5% 0.0113
ATR 0.0075 0.0074 -0.0001 -1.2% 0.0000
Volume 239 78 -161 -67.4% 839
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7882 0.7858 0.7743
R3 0.7820 0.7795 0.7726
R2 0.7757 0.7757 0.7720
R1 0.7733 0.7733 0.7714 0.7745
PP 0.7695 0.7695 0.7695 0.7701
S1 0.7670 0.7670 0.7703 0.7683
S2 0.7632 0.7632 0.7697
S3 0.7570 0.7608 0.7691
S4 0.7507 0.7545 0.7674
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7940 0.7736
R3 0.7868 0.7827 0.7705
R2 0.7755 0.7755 0.7694
R1 0.7714 0.7714 0.7684 0.7735
PP 0.7642 0.7642 0.7642 0.7652
S1 0.7601 0.7601 0.7663 0.7622
S2 0.7529 0.7529 0.7653
S3 0.7416 0.7488 0.7642
S4 0.7303 0.7375 0.7611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7719 0.7570 0.0149 1.9% 0.0067 0.9% 93% True False 157
10 0.7771 0.7570 0.0201 2.6% 0.0077 1.0% 69% False False 183
20 0.7812 0.7570 0.0242 3.1% 0.0075 1.0% 57% False False 150
40 0.7829 0.7446 0.0383 5.0% 0.0072 0.9% 69% False False 116
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7985
2.618 0.7883
1.618 0.7820
1.000 0.7782
0.618 0.7758
HIGH 0.7719
0.618 0.7695
0.500 0.7688
0.382 0.7680
LOW 0.7657
0.618 0.7618
1.000 0.7594
1.618 0.7555
2.618 0.7493
4.250 0.7391
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 0.7702 0.7690
PP 0.7695 0.7672
S1 0.7688 0.7654

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

View Archives - Comment on this page... - Back to Index of Symbols