CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 13-May-2021

Day Change Summary
	Previous	Current
	12-May-2021	13-May-2021	Change	Change %	Previous Week
Open	0.7843	0.7731	-0.0113	-1.4%	0.7716
High	0.7845	0.7747	-0.0098	-1.2%	0.7864
Low	0.7720	0.7689	-0.0032	-0.4%	0.7676
Close	0.7734	0.7726	-0.0008	-0.1%	0.7848
Range	0.0125	0.0059	-0.0066	-53.0%	0.0188
ATR	0.0074	0.0073	-0.0001	-1.5%	0.0000
Volume	140,151	102,279	-37,872	-27.0%	444,121

Daily Pivots for day following 13-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7870	0.7758
R3	0.7838	0.7811	0.7742
R2	0.7779	0.7779	0.7737
R1	0.7753	0.7753	0.7731	0.7737
PP	0.7721	0.7721	0.7721	0.7713
S1	0.7694	0.7694	0.7721	0.7678
S2	0.7662	0.7662	0.7715
S3	0.7604	0.7636	0.7710
S4	0.7545	0.7577	0.7694

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	0.7689	0.0204	2.6%	0.0077	1.0%	18%	False	True	106,902
10	0.7892	0.7676	0.0216	2.8%	0.0076	1.0%	23%	False	False	96,108
20	0.7892	0.7676	0.0216	2.8%	0.0072	0.9%	23%	False	False	89,665
40	0.7892	0.7534	0.0358	4.6%	0.0070	0.9%	54%	False	False	86,979
60	0.8009	0.7534	0.0475	6.1%	0.0077	1.0%	40%	False	False	68,062
80	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	40%	False	False	51,093
100	0.8009	0.7475	0.0534	6.9%	0.0074	1.0%	47%	False	False	40,897

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7996
2.618	0.7900
1.618	0.7842
1.000	0.7806
0.618	0.7783
HIGH	0.7747
0.618	0.7725
0.500	0.7718
0.382	0.7711
LOW	0.7689
0.618	0.7652
1.000	0.7630
1.618	0.7594
2.618	0.7535
4.250	0.7440

Fisher Pivots for day following 13-May-2021
Pivot	1 day	3 day
R1	0.7723	0.7773
PP	0.7721	0.7757
S1	0.7718	0.7742

Download as Excel Spreadsheet

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

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