CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 0.7703 0.7648 -0.0055 -0.7% 0.7720
High 0.7729 0.7730 0.0001 0.0% 0.7841
Low 0.7641 0.7626 -0.0015 -0.2% 0.7626
Close 0.7667 0.7720 0.0054 0.7% 0.7694
Range 0.0088 0.0104 0.0016 18.2% 0.0215
ATR 0.0086 0.0087 0.0001 1.5% 0.0000
Volume 15,510 31,727 16,217 104.6% 24,351
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8004 0.7966 0.7777
R3 0.7900 0.7862 0.7749
R2 0.7796 0.7796 0.7739
R1 0.7758 0.7758 0.7730 0.7777
PP 0.7692 0.7692 0.7692 0.7701
S1 0.7654 0.7654 0.7710 0.7673
S2 0.7588 0.7588 0.7701
S3 0.7484 0.7550 0.7691
S4 0.7380 0.7446 0.7663
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8365 0.8244 0.7812
R3 0.8150 0.8029 0.7753
R2 0.7935 0.7935 0.7733
R1 0.7814 0.7814 0.7713 0.7767
PP 0.7720 0.7720 0.7720 0.7697
S1 0.7599 0.7599 0.7674 0.7552
S2 0.7505 0.7505 0.7654
S3 0.7290 0.7384 0.7634
S4 0.7075 0.7169 0.7575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7841 0.7626 0.0216 2.8% 0.0094 1.2% 44% False True 12,903
10 0.8009 0.7626 0.0383 5.0% 0.0106 1.4% 25% False True 8,032
20 0.8009 0.7626 0.0383 5.0% 0.0082 1.1% 25% False True 4,272
40 0.8009 0.7570 0.0439 5.7% 0.0078 1.0% 34% False False 2,211
60 0.8009 0.7446 0.0563 7.3% 0.0075 1.0% 49% False False 1,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8172
2.618 0.8002
1.618 0.7898
1.000 0.7834
0.618 0.7794
HIGH 0.7730
0.618 0.7690
0.500 0.7678
0.382 0.7665
LOW 0.7626
0.618 0.7561
1.000 0.7522
1.618 0.7457
2.618 0.7353
4.250 0.7184
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 0.7706 0.7706
PP 0.7692 0.7692
S1 0.7678 0.7678

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

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