CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	0.7775	0.7732	-0.0043	-0.6%	0.7777
High	0.7784	0.7758	-0.0026	-0.3%	0.7815
Low	0.7720	0.7706	-0.0014	-0.2%	0.7711
Close	0.7733	0.7755	0.0022	0.3%	0.7733
Range	0.0064	0.0052	-0.0012	-18.8%	0.0104
ATR	0.0071	0.0069	-0.0001	-1.9%	0.0000
Volume	78,659	61,234	-17,425	-22.2%	418,360

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7877	0.7783
R3	0.7844	0.7825	0.7769
R2	0.7792	0.7792	0.7764
R1	0.7773	0.7773	0.7759	0.7782
PP	0.7740	0.7740	0.7740	0.7744
S1	0.7721	0.7721	0.7750	0.7730
S2	0.7688	0.7688	0.7745
S3	0.7636	0.7669	0.7740
S4	0.7584	0.7617	0.7726

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8002	0.7790
R3	0.7960	0.7898	0.7761
R2	0.7856	0.7856	0.7752
R1	0.7795	0.7795	0.7742	0.7774
PP	0.7753	0.7753	0.7753	0.7742
S1	0.7691	0.7691	0.7724	0.7670
S2	0.7649	0.7649	0.7714
S3	0.7546	0.7588	0.7705
S4	0.7442	0.7484	0.7676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7815	0.7706	0.0109	1.4%	0.0064	0.8%	45%	False	True	81,759
10	0.7858	0.7689	0.0169	2.2%	0.0067	0.9%	39%	False	False	89,158
20	0.7892	0.7676	0.0216	2.8%	0.0070	0.9%	36%	False	False	88,837
40	0.7892	0.7534	0.0358	4.6%	0.0068	0.9%	62%	False	False	84,492
60	0.7892	0.7534	0.0358	4.6%	0.0072	0.9%	62%	False	False	77,128
80	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	46%	False	False	58,033
100	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	46%	False	False	46,453

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7979
2.618	0.7894
1.618	0.7842
1.000	0.7810
0.618	0.7790
HIGH	0.7758
0.618	0.7738
0.500	0.7732
0.382	0.7726
LOW	0.7706
0.618	0.7674
1.000	0.7654
1.618	0.7622
2.618	0.7570
4.250	0.7485

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	0.7747	0.7751
PP	0.7740	0.7748
S1	0.7732	0.7745

Download as Excel Spreadsheet

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

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