CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 0.7757 0.7728 -0.0030 -0.4% 0.7623
High 0.7818 0.7764 -0.0054 -0.7% 0.7763
Low 0.7711 0.7701 -0.0010 -0.1% 0.7587
Close 0.7717 0.7753 0.0037 0.5% 0.7735
Range 0.0107 0.0063 -0.0044 -40.8% 0.0177
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 96,556 87,014 -9,542 -9.9% 411,986
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7928 0.7904 0.7788
R3 0.7865 0.7841 0.7770
R2 0.7802 0.7802 0.7765
R1 0.7778 0.7778 0.7759 0.7790
PP 0.7739 0.7739 0.7739 0.7746
S1 0.7715 0.7715 0.7747 0.7727
S2 0.7676 0.7676 0.7741
S3 0.7613 0.7652 0.7736
S4 0.7550 0.7589 0.7718
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8224 0.8156 0.7832
R3 0.8048 0.7979 0.7783
R2 0.7871 0.7871 0.7767
R1 0.7803 0.7803 0.7751 0.7837
PP 0.7695 0.7695 0.7695 0.7712
S1 0.7626 0.7626 0.7718 0.7661
S2 0.7518 0.7518 0.7702
S3 0.7342 0.7450 0.7686
S4 0.7165 0.7273 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7701 0.0117 1.5% 0.0068 0.9% 45% False True 86,064
10 0.7818 0.7587 0.0231 3.0% 0.0068 0.9% 72% False False 82,159
20 0.7818 0.7534 0.0284 3.7% 0.0065 0.8% 77% False False 81,456
40 0.8009 0.7534 0.0475 6.1% 0.0079 1.0% 46% False False 65,486
60 0.8009 0.7534 0.0475 6.1% 0.0075 1.0% 46% False False 43,773
80 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 46% False False 32,856
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 False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7929
1.618 0.7866
1.000 0.7827
0.618 0.7803
HIGH 0.7764
0.618 0.7740
0.500 0.7733
0.382 0.7725
LOW 0.7701
0.618 0.7662
1.000 0.7638
1.618 0.7599
2.618 0.7536
4.250 0.7433
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 0.7746 0.7759
PP 0.7739 0.7757
S1 0.7733 0.7755

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

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