CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	0.7661	0.7740	0.0080	1.0%	0.7710
High	0.7746	0.7766	0.0020	0.3%	0.7775
Low	0.7651	0.7727	0.0076	1.0%	0.7646
Close	0.7744	0.7760	0.0017	0.2%	0.7744
Range	0.0095	0.0039	-0.0056	-59.3%	0.0130
ATR	0.0070	0.0068	-0.0002	-3.2%	0.0000
Volume	145,856	75,772	-70,084	-48.1%	502,614

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7852	0.7781
R3	0.7828	0.7813	0.7771
R2	0.7789	0.7789	0.7767
R1	0.7775	0.7775	0.7764	0.7782
PP	0.7751	0.7751	0.7751	0.7755
S1	0.7736	0.7736	0.7756	0.7744
S2	0.7712	0.7712	0.7753
S3	0.7674	0.7698	0.7749
S4	0.7635	0.7659	0.7739

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%	0.0074	1.0%	88%	False	False	115,677
10	0.7797	0.7646	0.0151	1.9%	0.0064	0.8%	76%	False	False	95,407
20	0.7892	0.7646	0.0247	3.2%	0.0066	0.8%	46%	False	False	93,722
40	0.7892	0.7587	0.0306	3.9%	0.0068	0.9%	57%	False	False	89,665
60	0.7892	0.7534	0.0358	4.6%	0.0069	0.9%	63%	False	False	88,084
80	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	48%	False	False	69,176
100	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	48%	False	False	55,372
120	0.8009	0.7475	0.0534	6.9%	0.0072	0.9%	53%	False	False	46,158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7929
2.618	0.7866
1.618	0.7828
1.000	0.7804
0.618	0.7789
HIGH	0.7766
0.618	0.7751
0.500	0.7746
0.382	0.7742
LOW	0.7727
0.618	0.7703
1.000	0.7689
1.618	0.7665
2.618	0.7626
4.250	0.7563

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	0.7755	0.7742
PP	0.7751	0.7724
S1	0.7746	0.7706

Download as Excel Spreadsheet

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

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