CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 12-Apr-2021

Day Change Summary
	Previous	Current
	09-Apr-2021	12-Apr-2021	Change	Change %	Previous Week
Open	0.7655	0.7623	-0.0032	-0.4%	0.7610
High	0.7663	0.7638	-0.0026	-0.3%	0.7679
Low	0.7590	0.7597	0.0008	0.1%	0.7590
Close	0.7627	0.7618	-0.0010	-0.1%	0.7627
Range	0.0074	0.0041	-0.0033	-44.9%	0.0090
ATR	0.0073	0.0071	-0.0002	-3.2%	0.0000
Volume	81,425	62,766	-18,659	-22.9%	351,702

Daily Pivots for day following 12-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7739	0.7719	0.7640
R3	0.7698	0.7678	0.7629
R2	0.7658	0.7658	0.7625
R1	0.7638	0.7638	0.7621	0.7628
PP	0.7617	0.7617	0.7617	0.7612
S1	0.7597	0.7597	0.7614	0.7587
S2	0.7577	0.7577	0.7610
S3	0.7536	0.7557	0.7606
S4	0.7496	0.7516	0.7595

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7900	0.7853	0.7676
R3	0.7811	0.7764	0.7652
R2	0.7721	0.7721	0.7643
R1	0.7674	0.7674	0.7635	0.7698
PP	0.7632	0.7632	0.7632	0.7644
S1	0.7585	0.7585	0.7619	0.7608
S2	0.7542	0.7542	0.7611
S3	0.7453	0.7495	0.7602
S4	0.7363	0.7406	0.7578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7679	0.7590	0.0090	1.2%	0.0062	0.8%	31%	False	False	73,732
10	0.7679	0.7534	0.0145	1.9%	0.0063	0.8%	58%	False	False	74,870
20	0.7853	0.7534	0.0319	4.2%	0.0068	0.9%	26%	False	False	82,397
40	0.8009	0.7534	0.0475	6.2%	0.0078	1.0%	18%	False	False	50,253
60	0.8009	0.7534	0.0475	6.2%	0.0075	1.0%	18%	False	False	33,556
80	0.8009	0.7475	0.0534	7.0%	0.0074	1.0%	27%	False	False	25,189

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.7810
2.618	0.7744
1.618	0.7703
1.000	0.7678
0.618	0.7663
HIGH	0.7638
0.618	0.7622
0.500	0.7617
0.382	0.7612
LOW	0.7597
0.618	0.7572
1.000	0.7557
1.618	0.7531
2.618	0.7491
4.250	0.7425

Fisher Pivots for day following 12-Apr-2021
Pivot	1 day	3 day
R1	0.7617	0.7626
PP	0.7617	0.7623
S1	0.7617	0.7620

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols