CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 18-May-2021

Day Change Summary
	Previous	Current
	17-May-2021	18-May-2021	Change	Change %	Previous Week
Open	0.7777	0.7770	-0.0007	-0.1%	0.7850
High	0.7785	0.7815	0.0030	0.4%	0.7892
Low	0.7731	0.7766	0.0035	0.4%	0.7689
Close	0.7772	0.7802	0.0031	0.4%	0.7787
Range	0.0054	0.0049	-0.0005	-8.4%	0.0204
ATR	0.0072	0.0070	-0.0002	-2.3%	0.0000
Volume	70,795	78,234	7,439	10.5%	502,004

Daily Pivots for day following 18-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7921	0.7829
R3	0.7892	0.7872	0.7815
R2	0.7843	0.7843	0.7811
R1	0.7823	0.7823	0.7806	0.7833
PP	0.7794	0.7794	0.7794	0.7799
S1	0.7774	0.7774	0.7798	0.7784
S2	0.7745	0.7745	0.7793
S3	0.7696	0.7725	0.7789
S4	0.7647	0.7676	0.7775

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	0.7845	0.7689	0.0156	2.0%	0.0072	0.9%	73%	False	False	93,652
10	0.7892	0.7689	0.0204	2.6%	0.0070	0.9%	56%	False	False	91,681
20	0.7892	0.7676	0.0216	2.8%	0.0070	0.9%	58%	False	False	88,672
40	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	75%	False	False	85,593
60	0.8009	0.7534	0.0475	6.1%	0.0076	1.0%	56%	False	False	71,783
80	0.8009	0.7534	0.0475	6.1%	0.0074	0.9%	56%	False	False	53,911
100	0.8009	0.7534	0.0475	6.1%	0.0074	0.9%	56%	False	False	43,149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7943
1.618	0.7894
1.000	0.7864
0.618	0.7845
HIGH	0.7815
0.618	0.7796
0.500	0.7790
0.382	0.7784
LOW	0.7766
0.618	0.7735
1.000	0.7717
1.618	0.7686
2.618	0.7637
4.250	0.7557

Fisher Pivots for day following 18-May-2021
Pivot	1 day	3 day
R1	0.7798	0.7790
PP	0.7794	0.7777
S1	0.7790	0.7765

Download as Excel Spreadsheet

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

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