CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 19-May-2021

Day Change Summary
	Previous	Current
	18-May-2021	19-May-2021	Change	Change %	Previous Week
Open	0.7770	0.7792	0.0023	0.3%	0.7850
High	0.7815	0.7799	-0.0016	-0.2%	0.7892
Low	0.7766	0.7711	-0.0055	-0.7%	0.7689
Close	0.7802	0.7718	-0.0084	-1.1%	0.7787
Range	0.0049	0.0088	0.0039	79.6%	0.0204
ATR	0.0070	0.0072	0.0001	2.1%	0.0000
Volume	78,234	112,585	34,351	43.9%	502,004

Daily Pivots for day following 19-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7950	0.7766
R3	0.7919	0.7862	0.7742
R2	0.7831	0.7831	0.7734
R1	0.7774	0.7774	0.7726	0.7759
PP	0.7743	0.7743	0.7743	0.7735
S1	0.7686	0.7686	0.7710	0.7671
S2	0.7655	0.7655	0.7702
S3	0.7567	0.7598	0.7694
S4	0.7479	0.7510	0.7670

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	0.7815	0.7689	0.0126	1.6%	0.0065	0.8%	23%	False	False	88,139
10	0.7892	0.7689	0.0204	2.6%	0.0074	1.0%	14%	False	False	96,122
20	0.7892	0.7676	0.0216	2.8%	0.0071	0.9%	19%	False	False	89,950
40	0.7892	0.7534	0.0358	4.6%	0.0068	0.9%	51%	False	False	85,703
60	0.8009	0.7534	0.0475	6.1%	0.0076	1.0%	39%	False	False	73,641
80	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	39%	False	False	55,317
100	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	39%	False	False	44,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8173
2.618	0.8029
1.618	0.7941
1.000	0.7887
0.618	0.7853
HIGH	0.7799
0.618	0.7765
0.500	0.7755
0.382	0.7745
LOW	0.7711
0.618	0.7657
1.000	0.7623
1.618	0.7569
2.618	0.7481
4.250	0.7337

Fisher Pivots for day following 19-May-2021
Pivot	1 day	3 day
R1	0.7755	0.7763
PP	0.7743	0.7748
S1	0.7730	0.7733

Download as Excel Spreadsheet

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

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