CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 26-Apr-2021

Day Change Summary
	Previous	Current
	23-Apr-2021	26-Apr-2021	Change	Change %	Previous Week
Open	0.7712	0.7748	0.0036	0.5%	0.7730
High	0.7763	0.7817	0.0055	0.7%	0.7818
Low	0.7702	0.7743	0.0042	0.5%	0.7693
Close	0.7758	0.7807	0.0050	0.6%	0.7758
Range	0.0061	0.0074	0.0013	21.3%	0.0125
ATR	0.0071	0.0071	0.0000	0.3%	0.0000
Volume	67,496	80,802	13,306	19.7%	424,225

Daily Pivots for day following 26-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7983	0.7848
R3	0.7937	0.7909	0.7827
R2	0.7863	0.7863	0.7821
R1	0.7835	0.7835	0.7814	0.7849
PP	0.7789	0.7789	0.7789	0.7796
S1	0.7761	0.7761	0.7800	0.7775
S2	0.7715	0.7715	0.7793
S3	0.7641	0.7687	0.7787
S4	0.7567	0.7613	0.7766

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8069	0.7826
R3	0.8006	0.7944	0.7792
R2	0.7881	0.7881	0.7780
R1	0.7819	0.7819	0.7769	0.7850
PP	0.7756	0.7756	0.7756	0.7771
S1	0.7694	0.7694	0.7746	0.7725
S2	0.7631	0.7631	0.7735
S3	0.7506	0.7569	0.7723
S4	0.7381	0.7444	0.7689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7818	0.7693	0.0125	1.6%	0.0076	1.0%	92%	False	False	84,763
10	0.7818	0.7587	0.0231	3.0%	0.0071	0.9%	95%	False	False	85,424
20	0.7818	0.7534	0.0284	3.6%	0.0067	0.9%	96%	False	False	80,147
40	0.7853	0.7534	0.0319	4.1%	0.0074	0.9%	86%	False	False	71,274
60	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	58%	False	False	47,766
80	0.8009	0.7534	0.0475	6.1%	0.0075	1.0%	58%	False	False	35,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8132
2.618	0.8011
1.618	0.7937
1.000	0.7891
0.618	0.7863
HIGH	0.7817
0.618	0.7789
0.500	0.7780
0.382	0.7771
LOW	0.7743
0.618	0.7697
1.000	0.7669
1.618	0.7623
2.618	0.7549
4.250	0.7429

Fisher Pivots for day following 26-Apr-2021
Pivot	1 day	3 day
R1	0.7798	0.7790
PP	0.7789	0.7772
S1	0.7780	0.7755

Download as Excel Spreadsheet

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

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