CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 20-May-2021

Day Change Summary
	Previous	Current
	19-May-2021	20-May-2021	Change	Change %	Previous Week
Open	0.7792	0.7724	-0.0068	-0.9%	0.7850
High	0.7799	0.7783	-0.0017	-0.2%	0.7892
Low	0.7711	0.7717	0.0006	0.1%	0.7689
Close	0.7718	0.7773	0.0055	0.7%	0.7787
Range	0.0088	0.0066	-0.0023	-25.6%	0.0204
ATR	0.0072	0.0071	0.0000	-0.6%	0.0000
Volume	112,585	78,087	-34,498	-30.6%	502,004

Daily Pivots for day following 20-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7954	0.7929	0.7809
R3	0.7888	0.7863	0.7791
R2	0.7823	0.7823	0.7785
R1	0.7798	0.7798	0.7779	0.7810
PP	0.7757	0.7757	0.7757	0.7764
S1	0.7732	0.7732	0.7766	0.7745
S2	0.7692	0.7692	0.7760
S3	0.7626	0.7667	0.7754
S4	0.7561	0.7601	0.7736

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	0.7711	0.0104	1.3%	0.0066	0.8%	59%	False	False	83,300
10	0.7892	0.7689	0.0204	2.6%	0.0072	0.9%	41%	False	False	95,101
20	0.7892	0.7676	0.0216	2.8%	0.0071	0.9%	45%	False	False	89,257
40	0.7892	0.7534	0.0358	4.6%	0.0068	0.9%	67%	False	False	85,238
60	0.8009	0.7534	0.0475	6.1%	0.0076	1.0%	50%	False	False	74,928
80	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	50%	False	False	56,291
100	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	50%	False	False	45,055

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8061
2.618	0.7954
1.618	0.7888
1.000	0.7848
0.618	0.7823
HIGH	0.7783
0.618	0.7757
0.500	0.7750
0.382	0.7742
LOW	0.7717
0.618	0.7677
1.000	0.7652
1.618	0.7611
2.618	0.7546
4.250	0.7439

Fisher Pivots for day following 20-May-2021
Pivot	1 day	3 day
R1	0.7765	0.7769
PP	0.7757	0.7766
S1	0.7750	0.7763

Download as Excel Spreadsheet

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

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