CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 01-Jun-2021

Day Change Summary
	Previous	Current
	28-May-2021	01-Jun-2021	Change	Change %	Previous Week
Open	0.7742	0.7710	-0.0032	-0.4%	0.7732
High	0.7748	0.7770	0.0022	0.3%	0.7797
Low	0.7678	0.7701	0.0024	0.3%	0.7678
Close	0.7714	0.7764	0.0050	0.6%	0.7714
Range	0.0070	0.0069	-0.0002	-2.1%	0.0119
ATR	0.0065	0.0066	0.0000	0.3%	0.0000
Volume	86,030	141,346	55,316	64.3%	375,691

Daily Pivots for day following 01-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7950	0.7926	0.7802
R3	0.7882	0.7857	0.7783
R2	0.7813	0.7813	0.7777
R1	0.7789	0.7789	0.7770	0.7801
PP	0.7745	0.7745	0.7745	0.7751
S1	0.7720	0.7720	0.7758	0.7733
S2	0.7676	0.7676	0.7751
S3	0.7608	0.7652	0.7745
S4	0.7539	0.7583	0.7726

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8019	0.7779
R3	0.7967	0.7900	0.7747
R2	0.7848	0.7848	0.7736
R1	0.7781	0.7781	0.7725	0.7755
PP	0.7729	0.7729	0.7729	0.7716
S1	0.7662	0.7662	0.7703	0.7636
S2	0.7610	0.7610	0.7692
S3	0.7491	0.7543	0.7681
S4	0.7372	0.7424	0.7649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7678	0.0119	1.5%	0.0056	0.7%	73%	False	False	91,160
10	0.7815	0.7678	0.0137	1.8%	0.0060	0.8%	63%	False	False	86,460
20	0.7892	0.7676	0.0216	2.8%	0.0067	0.9%	41%	False	False	90,099
40	0.7892	0.7587	0.0306	3.9%	0.0068	0.9%	58%	False	False	86,386
60	0.7892	0.7534	0.0358	4.6%	0.0070	0.9%	64%	False	False	84,319
80	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	48%	False	False	63,721
100	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	48%	False	False	51,005
120	0.8009	0.7413	0.0596	7.7%	0.0072	0.9%	59%	False	False	42,517

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8061
2.618	0.7949
1.618	0.7880
1.000	0.7838
0.618	0.7812
HIGH	0.7770
0.618	0.7743
0.500	0.7735
0.382	0.7727
LOW	0.7701
0.618	0.7659
1.000	0.7633
1.618	0.7590
2.618	0.7522
4.250	0.7410

Fisher Pivots for day following 01-Jun-2021
Pivot	1 day	3 day
R1	0.7754	0.7751
PP	0.7745	0.7737
S1	0.7735	0.7724

Download as Excel Spreadsheet

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

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