CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 0.7763 0.7713 -0.0050 -0.6% 0.7748
High 0.7765 0.7756 -0.0009 -0.1% 0.7820
Low 0.7676 0.7706 0.0030 0.4% 0.7698
Close 0.7710 0.7746 0.0036 0.5% 0.7706
Range 0.0089 0.0051 -0.0039 -43.3% 0.0123
ATR 0.0072 0.0070 -0.0002 -2.1% 0.0000
Volume 98,800 68,175 -30,625 -31.0% 431,828
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 0.7887 0.7867 0.7774
R3 0.7837 0.7817 0.7760
R2 0.7786 0.7786 0.7755
R1 0.7766 0.7766 0.7751 0.7776
PP 0.7736 0.7736 0.7736 0.7741
S1 0.7716 0.7716 0.7741 0.7726
S2 0.7685 0.7685 0.7737
S3 0.7635 0.7665 0.7732
S4 0.7584 0.7615 0.7718
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 0.7676 0.0144 1.9% 0.0071 0.9% 49% False False 86,007
10 0.7820 0.7676 0.0144 1.9% 0.0068 0.9% 49% False False 83,779
20 0.7820 0.7587 0.0234 3.0% 0.0068 0.9% 68% False False 82,969
40 0.7853 0.7534 0.0319 4.1% 0.0070 0.9% 67% False False 84,422
60 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 45% False False 57,706
80 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 45% False False 43,317
100 0.8009 0.7446 0.0563 7.3% 0.0073 0.9% 53% False False 34,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7888
1.618 0.7838
1.000 0.7807
0.618 0.7787
HIGH 0.7756
0.618 0.7737
0.500 0.7731
0.382 0.7725
LOW 0.7706
0.618 0.7674
1.000 0.7655
1.618 0.7624
2.618 0.7573
4.250 0.7491
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 0.7741 0.7738
PP 0.7736 0.7730
S1 0.7731 0.7722

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

View Archives - Comment on this page... - Back to Index of Symbols