CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	0.7748	0.7805	0.0057	0.7%	0.7730
High	0.7817	0.7806	-0.0011	-0.1%	0.7818
Low	0.7743	0.7764	0.0021	0.3%	0.7693
Close	0.7807	0.7768	-0.0040	-0.5%	0.7758
Range	0.0074	0.0043	-0.0032	-42.6%	0.0125
ATR	0.0071	0.0069	-0.0002	-2.8%	0.0000
Volume	80,802	71,247	-9,555	-11.8%	424,225

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7880	0.7791
R3	0.7864	0.7837	0.7779
R2	0.7822	0.7822	0.7775
R1	0.7795	0.7795	0.7771	0.7787
PP	0.7779	0.7779	0.7779	0.7775
S1	0.7752	0.7752	0.7764	0.7744
S2	0.7737	0.7737	0.7760
S3	0.7694	0.7710	0.7756
S4	0.7652	0.7667	0.7744

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	0.7817	0.7693	0.0125	1.6%	0.0063	0.8%	60%	False	False	79,702
10	0.7818	0.7637	0.0181	2.3%	0.0069	0.9%	72%	False	False	84,474
20	0.7818	0.7534	0.0284	3.6%	0.0067	0.9%	82%	False	False	80,059
40	0.7853	0.7534	0.0319	4.1%	0.0073	0.9%	73%	False	False	72,936
60	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	49%	False	False	48,949
80	0.8009	0.7534	0.0475	6.1%	0.0075	1.0%	49%	False	False	36,747

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7987
2.618	0.7917
1.618	0.7875
1.000	0.7849
0.618	0.7832
HIGH	0.7806
0.618	0.7790
0.500	0.7785
0.382	0.7780
LOW	0.7764
0.618	0.7737
1.000	0.7721
1.618	0.7695
2.618	0.7652
4.250	0.7583

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	0.7785	0.7765
PP	0.7779	0.7762
S1	0.7773	0.7759

Download as Excel Spreadsheet

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

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