CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	0.7753	0.7752	-0.0001	0.0%	0.7732
High	0.7775	0.7755	-0.0021	-0.3%	0.7797
Low	0.7716	0.7646	-0.0070	-0.9%	0.7678
Close	0.7753	0.7651	-0.0102	-1.3%	0.7714
Range	0.0060	0.0109	0.0050	83.2%	0.0119
ATR	0.0065	0.0068	0.0003	4.8%	0.0000
Volume	93,508	121,904	28,396	30.4%	375,691

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7940	0.7711
R3	0.7902	0.7831	0.7681
R2	0.7793	0.7793	0.7671
R1	0.7722	0.7722	0.7661	0.7703
PP	0.7684	0.7684	0.7684	0.7674
S1	0.7613	0.7613	0.7641	0.7594
S2	0.7575	0.7575	0.7631
S3	0.7466	0.7504	0.7621
S4	0.7357	0.7395	0.7591

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	0.7775	0.7646	0.0130	1.7%	0.0068	0.9%	4%	False	True	102,132
10	0.7797	0.7646	0.0151	2.0%	0.0063	0.8%	4%	False	True	88,919
20	0.7892	0.7646	0.0247	3.2%	0.0068	0.9%	2%	False	True	92,520
40	0.7892	0.7587	0.0306	4.0%	0.0068	0.9%	21%	False	False	87,745
60	0.7892	0.7534	0.0358	4.7%	0.0069	0.9%	33%	False	False	87,122
80	0.8009	0.7534	0.0475	6.2%	0.0072	0.9%	25%	False	False	66,409
100	0.8009	0.7534	0.0475	6.2%	0.0073	1.0%	25%	False	False	53,157
120	0.8009	0.7446	0.0563	7.4%	0.0072	0.9%	36%	False	False	44,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8218
2.618	0.8040
1.618	0.7931
1.000	0.7864
0.618	0.7822
HIGH	0.7755
0.618	0.7713
0.500	0.7700
0.382	0.7687
LOW	0.7646
0.618	0.7578
1.000	0.7537
1.618	0.7469
2.618	0.7360
4.250	0.7182

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	0.7700	0.7710
PP	0.7684	0.7691
S1	0.7667	0.7671

Download as Excel Spreadsheet

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

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