CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	0.7752	0.7661	-0.0091	-1.2%	0.7710
High	0.7755	0.7746	-0.0009	-0.1%	0.7775
Low	0.7646	0.7651	0.0006	0.1%	0.7646
Close	0.7651	0.7744	0.0093	1.2%	0.7744
Range	0.0109	0.0095	-0.0015	-13.3%	0.0130
ATR	0.0068	0.0070	0.0002	2.7%	0.0000
Volume	121,904	145,856	23,952	19.6%	502,614

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7997	0.7965	0.7795
R3	0.7902	0.7870	0.7769
R2	0.7808	0.7808	0.7761
R1	0.7776	0.7776	0.7752	0.7792
PP	0.7713	0.7713	0.7713	0.7721
S1	0.7681	0.7681	0.7735	0.7697
S2	0.7619	0.7619	0.7726
S3	0.7524	0.7587	0.7718
S4	0.7430	0.7492	0.7692

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8056	0.7815
R3	0.7980	0.7927	0.7779
R2	0.7851	0.7851	0.7767
R1	0.7797	0.7797	0.7755	0.7824
PP	0.7721	0.7721	0.7721	0.7735
S1	0.7668	0.7668	0.7732	0.7695
S2	0.7592	0.7592	0.7720
S3	0.7462	0.7538	0.7708
S4	0.7333	0.7409	0.7672

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%	0.0080	1.0%	76%	False	False	117,728
10	0.7797	0.7646	0.0151	2.0%	0.0066	0.9%	65%	False	False	95,696
20	0.7892	0.7646	0.0247	3.2%	0.0069	0.9%	40%	False	False	95,399
40	0.7892	0.7587	0.0306	3.9%	0.0069	0.9%	51%	False	False	89,806
60	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	59%	False	False	88,088
80	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	44%	False	False	68,231
100	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	44%	False	False	54,616
120	0.8009	0.7475	0.0534	6.9%	0.0072	0.9%	50%	False	False	45,527

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

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.7993
1.618	0.7898
1.000	0.7840
0.618	0.7804
HIGH	0.7746
0.618	0.7709
0.500	0.7698
0.382	0.7687
LOW	0.7651
0.618	0.7593
1.000	0.7557
1.618	0.7498
2.618	0.7404
4.250	0.7249

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	0.7728	0.7732
PP	0.7713	0.7721
S1	0.7698	0.7710

Download as Excel Spreadsheet

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

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