CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	0.7610	0.7653	0.0043	0.6%	0.7640
High	0.7663	0.7671	0.0008	0.1%	0.7667
Low	0.7601	0.7608	0.0007	0.1%	0.7534
Close	0.7656	0.7666	0.0010	0.1%	0.7619
Range	0.0062	0.0064	0.0002	2.4%	0.0133
ATR	0.0075	0.0074	-0.0001	-1.1%	0.0000
Volume	45,804	75,634	29,830	65.1%	334,239

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7839	0.7816	0.7701
R3	0.7775	0.7752	0.7683
R2	0.7712	0.7712	0.7678
R1	0.7689	0.7689	0.7672	0.7700
PP	0.7648	0.7648	0.7648	0.7654
S1	0.7625	0.7625	0.7660	0.7637
S2	0.7585	0.7585	0.7654
S3	0.7521	0.7562	0.7649
S4	0.7458	0.7498	0.7631

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	0.7671	0.7534	0.0137	1.8%	0.0068	0.9%	96%	True	False	76,532
10	0.7750	0.7534	0.0216	2.8%	0.0069	0.9%	61%	False	False	83,028
20	0.7853	0.7534	0.0319	4.2%	0.0072	0.9%	41%	False	False	83,191
40	0.8009	0.7534	0.0475	6.2%	0.0076	1.0%	28%	False	False	42,940
60	0.8009	0.7534	0.0475	6.2%	0.0076	1.0%	28%	False	False	28,676
80	0.8009	0.7446	0.0563	7.3%	0.0074	1.0%	39%	False	False	21,528

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7941
2.618	0.7837
1.618	0.7774
1.000	0.7735
0.618	0.7710
HIGH	0.7671
0.618	0.7647
0.500	0.7639
0.382	0.7632
LOW	0.7608
0.618	0.7568
1.000	0.7544
1.618	0.7505
2.618	0.7441
4.250	0.7338

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	0.7657	0.7645
PP	0.7648	0.7624
S1	0.7639	0.7603

Download as Excel Spreadsheet

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

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