CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 0.7753 0.7745 -0.0008 -0.1% 0.7777
High 0.7797 0.7759 -0.0038 -0.5% 0.7815
Low 0.7732 0.7724 -0.0008 -0.1% 0.7711
Close 0.7747 0.7745 -0.0002 0.0% 0.7733
Range 0.0065 0.0035 -0.0030 -46.2% 0.0104
ATR 0.0067 0.0065 -0.0002 -3.4% 0.0000
Volume 91,657 67,876 -23,781 -25.9% 418,360
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 0.7847 0.7831 0.7764
R3 0.7812 0.7796 0.7754
R2 0.7777 0.7777 0.7751
R1 0.7761 0.7761 0.7748 0.7752
PP 0.7742 0.7742 0.7742 0.7738
S1 0.7726 0.7726 0.7741 0.7717
S2 0.7707 0.7707 0.7738
S3 0.7672 0.7691 0.7735
S4 0.7637 0.7656 0.7725
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 0.7797 0.7706 0.0091 1.2% 0.0052 0.7% 43% False False 73,664
10 0.7815 0.7706 0.0109 1.4% 0.0059 0.8% 35% False False 78,482
20 0.7892 0.7676 0.0216 2.8% 0.0068 0.9% 32% False False 87,295
40 0.7892 0.7534 0.0358 4.6% 0.0068 0.9% 59% False False 84,258
60 0.7892 0.7534 0.0358 4.6% 0.0071 0.9% 59% False False 80,748
80 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 44% False False 60,881
100 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 44% False False 48,732
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7850
1.618 0.7815
1.000 0.7794
0.618 0.7780
HIGH 0.7759
0.618 0.7745
0.500 0.7741
0.382 0.7737
LOW 0.7724
0.618 0.7702
1.000 0.7689
1.618 0.7667
2.618 0.7632
4.250 0.7575
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 0.7743 0.7760
PP 0.7742 0.7755
S1 0.7741 0.7750

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

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