CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 29-Apr-2021

Day Change Summary
	Previous	Current
	28-Apr-2021	29-Apr-2021	Change	Change %	Previous Week
Open	0.7770	0.7792	0.0022	0.3%	0.7730
High	0.7803	0.7820	0.0018	0.2%	0.7818
Low	0.7727	0.7752	0.0025	0.3%	0.7693
Close	0.7796	0.7777	-0.0020	-0.3%	0.7758
Range	0.0076	0.0069	-0.0007	-9.3%	0.0125
ATR	0.0070	0.0069	0.0000	-0.1%	0.0000
Volume	96,257	91,756	-4,501	-4.7%	424,225

Daily Pivots for day following 29-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7988	0.7951	0.7814
R3	0.7920	0.7882	0.7795
R2	0.7851	0.7851	0.7789
R1	0.7814	0.7814	0.7783	0.7798
PP	0.7783	0.7783	0.7783	0.7775
S1	0.7745	0.7745	0.7770	0.7730
S2	0.7714	0.7714	0.7764
S3	0.7646	0.7677	0.7758
S4	0.7577	0.7608	0.7739

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	0.7820	0.7702	0.0119	1.5%	0.0064	0.8%	63%	True	False	81,511
10	0.7820	0.7693	0.0128	1.6%	0.0068	0.9%	66%	True	False	83,221
20	0.7820	0.7534	0.0286	3.7%	0.0068	0.9%	85%	True	False	81,220
40	0.7853	0.7534	0.0319	4.1%	0.0072	0.9%	76%	False	False	77,475
60	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	51%	False	False	52,076
80	0.8009	0.7534	0.0475	6.1%	0.0075	1.0%	51%	False	False	39,092

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8111
2.618	0.7999
1.618	0.7931
1.000	0.7889
0.618	0.7862
HIGH	0.7820
0.618	0.7794
0.500	0.7786
0.382	0.7778
LOW	0.7752
0.618	0.7709
1.000	0.7683
1.618	0.7641
2.618	0.7572
4.250	0.7460

Fisher Pivots for day following 29-Apr-2021
Pivot	1 day	3 day
R1	0.7786	0.7776
PP	0.7783	0.7775
S1	0.7780	0.7774

Download as Excel Spreadsheet

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

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