CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 14-May-2021

Day Change Summary
	Previous	Current
	13-May-2021	14-May-2021	Change	Change %	Previous Week
Open	0.7731	0.7726	-0.0005	-0.1%	0.7850
High	0.7747	0.7789	0.0042	0.5%	0.7892
Low	0.7689	0.7715	0.0026	0.3%	0.7689
Close	0.7726	0.7787	0.0061	0.8%	0.7787
Range	0.0059	0.0074	0.0016	26.5%	0.0204
ATR	0.0073	0.0073	0.0000	0.1%	0.0000
Volume	102,279	76,802	-25,477	-24.9%	502,004

Daily Pivots for day following 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7960	0.7828
R3	0.7911	0.7886	0.7807
R2	0.7837	0.7837	0.7801
R1	0.7812	0.7812	0.7794	0.7825
PP	0.7763	0.7763	0.7763	0.7770
S1	0.7738	0.7738	0.7780	0.7751
S2	0.7689	0.7689	0.7773
S3	0.7615	0.7664	0.7767
S4	0.7541	0.7590	0.7746

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8400	0.8297	0.7899
R3	0.8196	0.8093	0.7843
R2	0.7993	0.7993	0.7824
R1	0.7890	0.7890	0.7806	0.7840
PP	0.7789	0.7789	0.7789	0.7764
S1	0.7686	0.7686	0.7768	0.7636
S2	0.7586	0.7586	0.7750
S3	0.7382	0.7483	0.7731
S4	0.7179	0.7279	0.7675

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%	0.0072	0.9%	48%	False	False	100,400
10	0.7892	0.7676	0.0216	2.8%	0.0075	1.0%	51%	False	False	94,612
20	0.7892	0.7676	0.0216	2.8%	0.0074	0.9%	51%	False	False	90,108
40	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	71%	False	False	85,772
60	0.8009	0.7534	0.0475	6.1%	0.0077	1.0%	53%	False	False	69,337
80	0.8009	0.7534	0.0475	6.1%	0.0074	0.9%	53%	False	False	52,052
100	0.8009	0.7475	0.0534	6.9%	0.0074	1.0%	59%	False	False	41,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8103
2.618	0.7982
1.618	0.7908
1.000	0.7863
0.618	0.7834
HIGH	0.7789
0.618	0.7760
0.500	0.7752
0.382	0.7743
LOW	0.7715
0.618	0.7669
1.000	0.7641
1.618	0.7595
2.618	0.7521
4.250	0.7400

Fisher Pivots for day following 14-May-2021
Pivot	1 day	3 day
R1	0.7775	0.7780
PP	0.7763	0.7773
S1	0.7752	0.7767

Download as Excel Spreadsheet

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

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