CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 07-May-2021

Day Change Summary
	Previous	Current
	06-May-2021	07-May-2021	Change	Change %	Previous Week
Open	0.7749	0.7784	0.0036	0.5%	0.7716
High	0.7790	0.7864	0.0075	1.0%	0.7864
Low	0.7703	0.7763	0.0060	0.8%	0.7676
Close	0.7775	0.7848	0.0074	0.9%	0.7848
Range	0.0087	0.0102	0.0015	16.7%	0.0188
ATR	0.0071	0.0074	0.0002	3.0%	0.0000
Volume	88,294	109,311	21,017	23.8%	444,121

Daily Pivots for day following 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8090	0.7904
R3	0.8028	0.7989	0.7876
R2	0.7926	0.7926	0.7867
R1	0.7887	0.7887	0.7857	0.7907
PP	0.7825	0.7825	0.7825	0.7835
S1	0.7786	0.7786	0.7839	0.7805
S2	0.7723	0.7723	0.7829
S3	0.7622	0.7684	0.7820
S4	0.7520	0.7583	0.7792

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8292	0.7951
R3	0.8172	0.8104	0.7900
R2	0.7984	0.7984	0.7882
R1	0.7916	0.7916	0.7865	0.7950
PP	0.7796	0.7796	0.7796	0.7813
S1	0.7728	0.7728	0.7831	0.7762
S2	0.7608	0.7608	0.7814
S3	0.7420	0.7540	0.7796
S4	0.7232	0.7352	0.7745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7864	0.7676	0.0188	2.4%	0.0078	1.0%	91%	True	False	88,824
10	0.7864	0.7676	0.0188	2.4%	0.0074	0.9%	91%	True	False	87,594
20	0.7864	0.7587	0.0278	3.5%	0.0071	0.9%	94%	True	False	85,608
40	0.7864	0.7534	0.0330	4.2%	0.0071	0.9%	95%	True	False	85,265
60	0.8009	0.7534	0.0475	6.0%	0.0076	1.0%	66%	False	False	60,994
80	0.8009	0.7534	0.0475	6.0%	0.0074	0.9%	66%	False	False	45,785
100	0.8009	0.7475	0.0534	6.8%	0.0073	0.9%	70%	False	False	36,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8295
2.618	0.8130
1.618	0.8028
1.000	0.7966
0.618	0.7927
HIGH	0.7864
0.618	0.7825
0.500	0.7813
0.382	0.7801
LOW	0.7763
0.618	0.7700
1.000	0.7661
1.618	0.7598
2.618	0.7497
4.250	0.7331

Fisher Pivots for day following 07-May-2021
Pivot	1 day	3 day
R1	0.7836	0.7826
PP	0.7825	0.7805
S1	0.7813	0.7783

Download as Excel Spreadsheet

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

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