CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 11-May-2021

Day Change Summary
	Previous	Current
	10-May-2021	11-May-2021	Change	Change %	Previous Week
Open	0.7850	0.7831	-0.0019	-0.2%	0.7716
High	0.7892	0.7858	-0.0035	-0.4%	0.7864
Low	0.7828	0.7821	-0.0008	-0.1%	0.7676
Close	0.7843	0.7844	0.0002	0.0%	0.7848
Range	0.0064	0.0037	-0.0027	-42.2%	0.0188
ATR	0.0073	0.0070	-0.0003	-3.5%	0.0000
Volume	90,015	92,757	2,742	3.0%	444,121

Daily Pivots for day following 11-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7935	0.7864
R3	0.7915	0.7898	0.7854
R2	0.7878	0.7878	0.7851
R1	0.7861	0.7861	0.7847	0.7869
PP	0.7841	0.7841	0.7841	0.7845
S1	0.7824	0.7824	0.7841	0.7832
S2	0.7804	0.7804	0.7837
S3	0.7767	0.7787	0.7834
S4	0.7730	0.7750	0.7824

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	0.7703	0.0190	2.4%	0.0068	0.9%	75%	False	False	89,710
10	0.7892	0.7676	0.0216	2.8%	0.0072	0.9%	78%	False	False	90,667
20	0.7892	0.7637	0.0256	3.3%	0.0071	0.9%	81%	False	False	87,570
40	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	87%	False	False	85,277
60	0.8009	0.7534	0.0475	6.0%	0.0076	1.0%	65%	False	False	64,030
80	0.8009	0.7534	0.0475	6.0%	0.0074	0.9%	65%	False	False	48,067
100	0.8009	0.7475	0.0534	6.8%	0.0073	0.9%	69%	False	False	38,473

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8015
2.618	0.7954
1.618	0.7917
1.000	0.7895
0.618	0.7880
HIGH	0.7858
0.618	0.7843
0.500	0.7839
0.382	0.7835
LOW	0.7821
0.618	0.7798
1.000	0.7784
1.618	0.7761
2.618	0.7724
4.250	0.7663

Fisher Pivots for day following 11-May-2021
Pivot	1 day	3 day
R1	0.7842	0.7838
PP	0.7841	0.7833
S1	0.7839	0.7827

Download as Excel Spreadsheet

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

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