CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 28-Apr-2021

Day Change Summary
	Previous	Current
	27-Apr-2021	28-Apr-2021	Change	Change %	Previous Week
Open	0.7805	0.7770	-0.0035	-0.4%	0.7730
High	0.7806	0.7803	-0.0004	0.0%	0.7818
Low	0.7764	0.7727	-0.0037	-0.5%	0.7693
Close	0.7768	0.7796	0.0029	0.4%	0.7758
Range	0.0043	0.0076	0.0033	77.6%	0.0125
ATR	0.0069	0.0070	0.0000	0.7%	0.0000
Volume	71,247	96,257	25,010	35.1%	424,225

Daily Pivots for day following 28-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7974	0.7838
R3	0.7926	0.7899	0.7817
R2	0.7851	0.7851	0.7810
R1	0.7823	0.7823	0.7803	0.7837
PP	0.7775	0.7775	0.7775	0.7782
S1	0.7748	0.7748	0.7789	0.7762
S2	0.7700	0.7700	0.7782
S3	0.7624	0.7672	0.7775
S4	0.7549	0.7597	0.7754

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%	0.0065	0.8%	83%	False	False	81,550
10	0.7818	0.7693	0.0125	1.6%	0.0066	0.9%	83%	False	False	83,807
20	0.7818	0.7534	0.0284	3.6%	0.0067	0.9%	92%	False	False	80,910
40	0.7853	0.7534	0.0319	4.1%	0.0072	0.9%	82%	False	False	75,284
60	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	55%	False	False	50,552
80	0.8009	0.7534	0.0475	6.1%	0.0075	1.0%	55%	False	False	37,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8123
2.618	0.8000
1.618	0.7925
1.000	0.7878
0.618	0.7849
HIGH	0.7803
0.618	0.7774
0.500	0.7765
0.382	0.7756
LOW	0.7727
0.618	0.7680
1.000	0.7652
1.618	0.7605
2.618	0.7529
4.250	0.7406

Fisher Pivots for day following 28-Apr-2021
Pivot	1 day	3 day
R1	0.7786	0.7788
PP	0.7775	0.7780
S1	0.7765	0.7772

Download as Excel Spreadsheet

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

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