CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	0.7784	0.7850	0.0066	0.8%	0.7716
High	0.7864	0.7892	0.0028	0.4%	0.7864
Low	0.7763	0.7828	0.0066	0.8%	0.7676
Close	0.7848	0.7843	-0.0006	-0.1%	0.7848
Range	0.0102	0.0064	-0.0038	-36.9%	0.0188
ATR	0.0074	0.0073	-0.0001	-0.9%	0.0000
Volume	109,311	90,015	-19,296	-17.7%	444,121

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.8008	0.7878
R3	0.7982	0.7944	0.7860
R2	0.7918	0.7918	0.7854
R1	0.7880	0.7880	0.7848	0.7867
PP	0.7854	0.7854	0.7854	0.7848
S1	0.7816	0.7816	0.7837	0.7803
S2	0.7790	0.7790	0.7831
S3	0.7726	0.7752	0.7825
S4	0.7662	0.7688	0.7807

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	0.7892	0.7676	0.0216	2.8%	0.0078	1.0%	77%	True	False	90,919
10	0.7892	0.7676	0.0216	2.8%	0.0073	0.9%	77%	True	False	88,516
20	0.7892	0.7587	0.0306	3.9%	0.0072	0.9%	84%	True	False	86,970
40	0.7892	0.7534	0.0358	4.6%	0.0070	0.9%	86%	True	False	84,683
60	0.8009	0.7534	0.0475	6.1%	0.0076	1.0%	65%	False	False	62,492
80	0.8009	0.7534	0.0475	6.1%	0.0074	0.9%	65%	False	False	46,909
100	0.8009	0.7475	0.0534	6.8%	0.0074	0.9%	69%	False	False	37,545

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8164
2.618	0.8060
1.618	0.7996
1.000	0.7956
0.618	0.7932
HIGH	0.7892
0.618	0.7868
0.500	0.7860
0.382	0.7852
LOW	0.7828
0.618	0.7788
1.000	0.7764
1.618	0.7724
2.618	0.7660
4.250	0.7556

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	0.7860	0.7827
PP	0.7854	0.7812
S1	0.7848	0.7797

Download as Excel Spreadsheet

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

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