CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 02-Jun-2021

Day Change Summary
	Previous	Current
	01-Jun-2021	02-Jun-2021	Change	Change %	Previous Week
Open	0.7710	0.7753	0.0043	0.6%	0.7732
High	0.7770	0.7775	0.0006	0.1%	0.7797
Low	0.7701	0.7716	0.0015	0.2%	0.7678
Close	0.7764	0.7753	-0.0011	-0.1%	0.7714
Range	0.0069	0.0060	-0.0009	-13.1%	0.0119
ATR	0.0066	0.0065	0.0000	-0.7%	0.0000
Volume	141,346	93,508	-47,838	-33.8%	375,691

Daily Pivots for day following 02-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7926	0.7899	0.7786
R3	0.7867	0.7840	0.7769
R2	0.7807	0.7807	0.7764
R1	0.7780	0.7780	0.7758	0.7794
PP	0.7748	0.7748	0.7748	0.7755
S1	0.7721	0.7721	0.7748	0.7734
S2	0.7688	0.7688	0.7742
S3	0.7629	0.7661	0.7737
S4	0.7569	0.7602	0.7720

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%	0.0060	0.8%	63%	False	False	96,083
10	0.7799	0.7678	0.0122	1.6%	0.0061	0.8%	62%	False	False	87,987
20	0.7892	0.7678	0.0215	2.8%	0.0066	0.8%	35%	False	False	89,834
40	0.7892	0.7587	0.0306	3.9%	0.0067	0.9%	55%	False	False	86,833
60	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	61%	False	False	85,619
80	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	46%	False	False	64,887
100	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	46%	False	False	51,939
120	0.8009	0.7446	0.0563	7.3%	0.0072	0.9%	55%	False	False	43,296

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8028
2.618	0.7931
1.618	0.7871
1.000	0.7835
0.618	0.7812
HIGH	0.7775
0.618	0.7752
0.500	0.7745
0.382	0.7738
LOW	0.7716
0.618	0.7679
1.000	0.7656
1.618	0.7619
2.618	0.7560
4.250	0.7463

Fisher Pivots for day following 02-Jun-2021
Pivot	1 day	3 day
R1	0.7750	0.7744
PP	0.7748	0.7735
S1	0.7745	0.7726

Download as Excel Spreadsheet

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

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