CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 0.7726 0.7777 0.0051 0.7% 0.7850
High 0.7789 0.7785 -0.0004 -0.1% 0.7892
Low 0.7715 0.7731 0.0017 0.2% 0.7689
Close 0.7787 0.7772 -0.0016 -0.2% 0.7787
Range 0.0074 0.0054 -0.0021 -27.7% 0.0204
ATR 0.0073 0.0072 -0.0001 -1.7% 0.0000
Volume 76,802 70,795 -6,007 -7.8% 502,004
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 0.7923 0.7901 0.7801
R3 0.7869 0.7847 0.7786
R2 0.7816 0.7816 0.7781
R1 0.7794 0.7794 0.7776 0.7778
PP 0.7762 0.7762 0.7762 0.7755
S1 0.7740 0.7740 0.7767 0.7725
S2 0.7709 0.7709 0.7762
S3 0.7655 0.7687 0.7757
S4 0.7602 0.7633 0.7742
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 0.7858 0.7689 0.0169 2.2% 0.0070 0.9% 49% False False 96,556
10 0.7892 0.7676 0.0216 2.8% 0.0074 1.0% 44% False False 93,737
20 0.7892 0.7676 0.0216 2.8% 0.0073 0.9% 44% False False 89,588
40 0.7892 0.7534 0.0358 4.6% 0.0069 0.9% 66% False False 85,226
60 0.8009 0.7534 0.0475 6.1% 0.0076 1.0% 50% False False 70,490
80 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 50% False False 52,934
100 0.8009 0.7534 0.0475 6.1% 0.0074 0.9% 50% False False 42,371
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7925
1.618 0.7871
1.000 0.7838
0.618 0.7818
HIGH 0.7785
0.618 0.7764
0.500 0.7758
0.382 0.7751
LOW 0.7731
0.618 0.7698
1.000 0.7678
1.618 0.7644
2.618 0.7591
4.250 0.7504
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 0.7767 0.7761
PP 0.7762 0.7750
S1 0.7758 0.7739

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

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