CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	0.7770	0.7716	-0.0054	-0.7%	0.7748
High	0.7786	0.7769	-0.0017	-0.2%	0.7820
Low	0.7698	0.7708	0.0010	0.1%	0.7698
Close	0.7706	0.7768	0.0062	0.8%	0.7706
Range	0.0088	0.0061	-0.0027	-30.7%	0.0123
ATR	0.0071	0.0070	-0.0001	-0.8%	0.0000
Volume	91,766	79,541	-12,225	-13.3%	431,828

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7910	0.7801
R3	0.7870	0.7849	0.7784
R2	0.7809	0.7809	0.7779
R1	0.7788	0.7788	0.7773	0.7799
PP	0.7748	0.7748	0.7748	0.7753
S1	0.7727	0.7727	0.7762	0.7738
S2	0.7687	0.7687	0.7756
S3	0.7626	0.7666	0.7751
S4	0.7565	0.7605	0.7734

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8030	0.7773
R3	0.7986	0.7907	0.7740
R2	0.7864	0.7864	0.7728
R1	0.7785	0.7785	0.7717	0.7763
PP	0.7741	0.7741	0.7741	0.7730
S1	0.7662	0.7662	0.7695	0.7641
S2	0.7619	0.7619	0.7684
S3	0.7496	0.7540	0.7672
S4	0.7374	0.7417	0.7639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7820	0.7698	0.0123	1.6%	0.0067	0.9%	57%	False	False	86,113
10	0.7820	0.7693	0.0128	1.6%	0.0071	0.9%	59%	False	False	85,438
20	0.7820	0.7587	0.0234	3.0%	0.0068	0.9%	78%	False	False	82,673
40	0.7853	0.7534	0.0319	4.1%	0.0071	0.9%	73%	False	False	81,429
60	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	49%	False	False	54,928
80	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	49%	False	False	41,231
100	0.8009	0.7413	0.0596	7.7%	0.0072	0.9%	60%	False	False	33,001

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8028
2.618	0.7928
1.618	0.7867
1.000	0.7830
0.618	0.7806
HIGH	0.7769
0.618	0.7745
0.500	0.7738
0.382	0.7731
LOW	0.7708
0.618	0.7670
1.000	0.7647
1.618	0.7609
2.618	0.7548
4.250	0.7448

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	0.7758	0.7765
PP	0.7748	0.7762
S1	0.7738	0.7759

Download as Excel Spreadsheet

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

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