CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 0.7740 0.7756 0.0016 0.2% 0.7710
High 0.7766 0.7764 -0.0002 0.0% 0.7775
Low 0.7727 0.7732 0.0005 0.1% 0.7646
Close 0.7760 0.7741 -0.0019 -0.2% 0.7744
Range 0.0039 0.0033 -0.0006 -15.6% 0.0130
ATR 0.0068 0.0065 -0.0003 -3.7% 0.0000
Volume 75,772 114,494 38,722 51.1% 502,614
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7843 0.7825 0.7759
R3 0.7811 0.7792 0.7750
R2 0.7778 0.7778 0.7747
R1 0.7760 0.7760 0.7744 0.7753
PP 0.7746 0.7746 0.7746 0.7742
S1 0.7727 0.7727 0.7738 0.7720
S2 0.7713 0.7713 0.7735
S3 0.7681 0.7695 0.7732
S4 0.7648 0.7662 0.7723
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% 0.0067 0.9% 74% False False 110,306
10 0.7797 0.7646 0.0151 2.0% 0.0062 0.8% 63% False False 100,733
20 0.7858 0.7646 0.0212 2.7% 0.0064 0.8% 45% False False 94,946
40 0.7892 0.7587 0.0306 3.9% 0.0068 0.9% 51% False False 90,958
60 0.7892 0.7534 0.0358 4.6% 0.0068 0.9% 58% False False 88,104
80 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 44% False False 70,605
100 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 44% False False 56,516
120 0.8009 0.7475 0.0534 6.9% 0.0072 0.9% 50% False False 47,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7849
1.618 0.7817
1.000 0.7797
0.618 0.7784
HIGH 0.7764
0.618 0.7752
0.500 0.7748
0.382 0.7744
LOW 0.7732
0.618 0.7711
1.000 0.7699
1.618 0.7679
2.618 0.7646
4.250 0.7593
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 0.7748 0.7730
PP 0.7746 0.7719
S1 0.7743 0.7708

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

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