CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 25-May-2021

Day Change Summary
	Previous	Current
	24-May-2021	25-May-2021	Change	Change %	Previous Week
Open	0.7732	0.7754	0.0022	0.3%	0.7777
High	0.7758	0.7777	0.0019	0.2%	0.7815
Low	0.7706	0.7734	0.0028	0.4%	0.7711
Close	0.7755	0.7756	0.0001	0.0%	0.7733
Range	0.0052	0.0044	-0.0009	-16.3%	0.0104
ATR	0.0069	0.0068	-0.0002	-2.7%	0.0000
Volume	61,234	68,894	7,660	12.5%	418,360

Daily Pivots for day following 25-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7864	0.7779
R3	0.7842	0.7821	0.7767
R2	0.7799	0.7799	0.7763
R1	0.7777	0.7777	0.7759	0.7788
PP	0.7755	0.7755	0.7755	0.7761
S1	0.7734	0.7734	0.7752	0.7745
S2	0.7712	0.7712	0.7748
S3	0.7668	0.7690	0.7744
S4	0.7625	0.7647	0.7732

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	0.7799	0.7706	0.0093	1.2%	0.0063	0.8%	53%	False	False	79,891
10	0.7845	0.7689	0.0156	2.0%	0.0067	0.9%	43%	False	False	86,772
20	0.7892	0.7676	0.0216	2.8%	0.0070	0.9%	37%	False	False	88,719
40	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	62%	False	False	84,389
60	0.7892	0.7534	0.0358	4.6%	0.0072	0.9%	62%	False	False	78,197
80	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	47%	False	False	58,892
100	0.8009	0.7534	0.0475	6.1%	0.0074	1.0%	47%	False	False	47,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7962
2.618	0.7891
1.618	0.7847
1.000	0.7821
0.618	0.7804
HIGH	0.7777
0.618	0.7760
0.500	0.7755
0.382	0.7750
LOW	0.7734
0.618	0.7707
1.000	0.7690
1.618	0.7663
2.618	0.7620
4.250	0.7549

Fisher Pivots for day following 25-May-2021
Pivot	1 day	3 day
R1	0.7755	0.7752
PP	0.7755	0.7748
S1	0.7755	0.7745

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

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