CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 0.7588 0.7582 -0.0006 -0.1% 0.7723
High 0.7617 0.7647 0.0030 0.4% 0.7759
Low 0.7566 0.7582 0.0016 0.2% 0.7566
Close 0.7585 0.7626 0.0041 0.5% 0.7626
Range 0.0051 0.0065 0.0014 27.5% 0.0194
ATR 0.0081 0.0079 -0.0001 -1.4% 0.0000
Volume 92,171 77,551 -14,620 -15.9% 438,148
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7813 0.7784 0.7661
R3 0.7748 0.7719 0.7643
R2 0.7683 0.7683 0.7637
R1 0.7654 0.7654 0.7631 0.7669
PP 0.7618 0.7618 0.7618 0.7625
S1 0.7589 0.7589 0.7620 0.7604
S2 0.7553 0.7553 0.7614
S3 0.7488 0.7524 0.7608
S4 0.7423 0.7459 0.7590
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8231 0.8122 0.7732
R3 0.8037 0.7928 0.7679
R2 0.7844 0.7844 0.7661
R1 0.7735 0.7735 0.7643 0.7692
PP 0.7650 0.7650 0.7650 0.7629
S1 0.7541 0.7541 0.7608 0.7499
S2 0.7457 0.7457 0.7590
S3 0.7263 0.7348 0.7572
S4 0.7070 0.7154 0.7519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7759 0.7566 0.0194 2.5% 0.0071 0.9% 31% False False 87,629
10 0.7853 0.7566 0.0287 3.8% 0.0074 1.0% 21% False False 89,923
20 0.7853 0.7566 0.0287 3.8% 0.0080 1.1% 21% False False 62,400
40 0.8009 0.7566 0.0443 5.8% 0.0077 1.0% 14% False False 31,575
60 0.8009 0.7566 0.0443 5.8% 0.0078 1.0% 14% False False 21,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7817
1.618 0.7752
1.000 0.7712
0.618 0.7687
HIGH 0.7647
0.618 0.7622
0.500 0.7614
0.382 0.7606
LOW 0.7582
0.618 0.7541
1.000 0.7517
1.618 0.7476
2.618 0.7411
4.250 0.7305
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 0.7622 0.7619
PP 0.7618 0.7613
S1 0.7614 0.7606

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

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