CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 05-Apr-2021

Day Change Summary
	Previous	Current
	01-Apr-2021	05-Apr-2021	Change	Change %	Previous Week
Open	0.7599	0.7610	0.0012	0.2%	0.7640
High	0.7623	0.7663	0.0041	0.5%	0.7667
Low	0.7534	0.7601	0.0067	0.9%	0.7534
Close	0.7619	0.7656	0.0038	0.5%	0.7619
Range	0.0089	0.0062	-0.0027	-29.9%	0.0133
ATR	0.0076	0.0075	-0.0001	-1.3%	0.0000
Volume	96,443	45,804	-50,639	-52.5%	334,239

Daily Pivots for day following 05-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7803	0.7690
R3	0.7764	0.7741	0.7673
R2	0.7702	0.7702	0.7667
R1	0.7679	0.7679	0.7662	0.7691
PP	0.7640	0.7640	0.7640	0.7646
S1	0.7617	0.7617	0.7650	0.7629
S2	0.7578	0.7578	0.7645
S3	0.7516	0.7555	0.7639
S4	0.7454	0.7493	0.7622

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7944	0.7691
R3	0.7871	0.7811	0.7655
R2	0.7739	0.7739	0.7643
R1	0.7679	0.7679	0.7631	0.7643
PP	0.7606	0.7606	0.7606	0.7588
S1	0.7546	0.7546	0.7606	0.7510
S2	0.7474	0.7474	0.7594
S3	0.7341	0.7414	0.7582
S4	0.7209	0.7281	0.7546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7667	0.7534	0.0133	1.7%	0.0064	0.8%	92%	False	False	76,008
10	0.7759	0.7534	0.0225	2.9%	0.0067	0.9%	54%	False	False	81,819
20	0.7853	0.7534	0.0319	4.2%	0.0074	1.0%	38%	False	False	80,184
40	0.8009	0.7534	0.0475	6.2%	0.0077	1.0%	26%	False	False	41,055
60	0.8009	0.7534	0.0475	6.2%	0.0076	1.0%	26%	False	False	27,417
80	0.8009	0.7413	0.0596	7.8%	0.0074	1.0%	41%	False	False	20,582

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7927
2.618	0.7825
1.618	0.7763
1.000	0.7725
0.618	0.7701
HIGH	0.7663
0.618	0.7639
0.500	0.7632
0.382	0.7625
LOW	0.7601
0.618	0.7563
1.000	0.7539
1.618	0.7501
2.618	0.7439
4.250	0.7338

Fisher Pivots for day following 05-Apr-2021
Pivot	1 day	3 day
R1	0.7648	0.7637
PP	0.7640	0.7618
S1	0.7632	0.7599

Download as Excel Spreadsheet

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

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