CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	0.7756	0.7738	-0.0019	-0.2%	0.7710
High	0.7764	0.7763	-0.0002	0.0%	0.7775
Low	0.7732	0.7724	-0.0008	-0.1%	0.7646
Close	0.7741	0.7737	-0.0005	-0.1%	0.7744
Range	0.0033	0.0039	0.0006	18.5%	0.0130
ATR	0.0065	0.0063	-0.0002	-2.9%	0.0000
Volume	114,494	151,479	36,985	32.3%	502,614

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7857	0.7835	0.7758
R3	0.7818	0.7797	0.7747
R2	0.7780	0.7780	0.7744
R1	0.7758	0.7758	0.7740	0.7750
PP	0.7741	0.7741	0.7741	0.7737
S1	0.7720	0.7720	0.7733	0.7711
S2	0.7703	0.7703	0.7729
S3	0.7664	0.7681	0.7726
S4	0.7626	0.7643	0.7715

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	0.7766	0.7646	0.0120	1.6%	0.0063	0.8%	76%	False	False	121,901
10	0.7797	0.7646	0.0151	2.0%	0.0061	0.8%	60%	False	False	108,992
20	0.7845	0.7646	0.0199	2.6%	0.0064	0.8%	46%	False	False	97,882
40	0.7892	0.7637	0.0256	3.3%	0.0067	0.9%	39%	False	False	92,726
60	0.7892	0.7534	0.0358	4.6%	0.0068	0.9%	57%	False	False	89,479
80	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	43%	False	False	72,493
100	0.8009	0.7534	0.0475	6.1%	0.0072	0.9%	43%	False	False	58,030
120	0.8009	0.7475	0.0534	6.9%	0.0072	0.9%	49%	False	False	48,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7926
2.618	0.7863
1.618	0.7825
1.000	0.7801
0.618	0.7786
HIGH	0.7763
0.618	0.7748
0.500	0.7743
0.382	0.7739
LOW	0.7724
0.618	0.7700
1.000	0.7686
1.618	0.7662
2.618	0.7623
4.250	0.7560

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	0.7743	0.7745
PP	0.7741	0.7742
S1	0.7739	0.7739

Download as Excel Spreadsheet

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

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