CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 07-Apr-2021

Day Change Summary
	Previous	Current
	06-Apr-2021	07-Apr-2021	Change	Change %	Previous Week
Open	0.7653	0.7663	0.0010	0.1%	0.7640
High	0.7671	0.7679	0.0008	0.1%	0.7667
Low	0.7608	0.7603	-0.0005	-0.1%	0.7534
Close	0.7666	0.7608	-0.0059	-0.8%	0.7619
Range	0.0064	0.0077	0.0013	20.5%	0.0133
ATR	0.0074	0.0074	0.0000	0.2%	0.0000
Volume	75,634	85,434	9,800	13.0%	334,239

Daily Pivots for day following 07-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7810	0.7650
R3	0.7783	0.7733	0.7629
R2	0.7706	0.7706	0.7622
R1	0.7657	0.7657	0.7615	0.7643
PP	0.7630	0.7630	0.7630	0.7623
S1	0.7580	0.7580	0.7600	0.7567
S2	0.7553	0.7553	0.7593
S3	0.7477	0.7504	0.7586
S4	0.7400	0.7427	0.7565

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	0.7679	0.7534	0.0145	1.9%	0.0068	0.9%	51%	True	False	77,771
10	0.7679	0.7534	0.0145	1.9%	0.0063	0.8%	51%	True	False	80,754
20	0.7853	0.7534	0.0319	4.2%	0.0071	0.9%	23%	False	False	85,876
40	0.8009	0.7534	0.0475	6.2%	0.0077	1.0%	15%	False	False	45,074
60	0.8009	0.7534	0.0475	6.2%	0.0076	1.0%	15%	False	False	30,099
80	0.8009	0.7446	0.0563	7.4%	0.0074	1.0%	29%	False	False	22,595

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8004
2.618	0.7879
1.618	0.7803
1.000	0.7756
0.618	0.7726
HIGH	0.7679
0.618	0.7650
0.500	0.7641
0.382	0.7632
LOW	0.7603
0.618	0.7555
1.000	0.7526
1.618	0.7479
2.618	0.7402
4.250	0.7277

Fisher Pivots for day following 07-Apr-2021
Pivot	1 day	3 day
R1	0.7641	0.7640
PP	0.7630	0.7629
S1	0.7619	0.7618

Download as Excel Spreadsheet

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

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