CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	0.7738	0.7732	-0.0006	-0.1%	0.7710
High	0.7763	0.7764	0.0001	0.0%	0.7775
Low	0.7724	0.7717	-0.0007	-0.1%	0.7646
Close	0.7737	0.7755	0.0019	0.2%	0.7744
Range	0.0039	0.0047	0.0008	20.8%	0.0130
ATR	0.0063	0.0062	-0.0001	-1.9%	0.0000
Volume	151,479	114,339	-37,140	-24.5%	502,614

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7866	0.7781
R3	0.7838	0.7820	0.7768
R2	0.7792	0.7792	0.7764
R1	0.7773	0.7773	0.7759	0.7783
PP	0.7745	0.7745	0.7745	0.7750
S1	0.7727	0.7727	0.7751	0.7736
S2	0.7699	0.7699	0.7746
S3	0.7652	0.7680	0.7742
S4	0.7606	0.7634	0.7729

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	0.7651	0.0115	1.5%	0.0050	0.6%	91%	False	False	120,388
10	0.7775	0.7646	0.0130	1.7%	0.0059	0.8%	85%	False	False	111,260
20	0.7815	0.7646	0.0169	2.2%	0.0060	0.8%	65%	False	False	96,591
40	0.7892	0.7646	0.0247	3.2%	0.0066	0.9%	44%	False	False	93,011
60	0.7892	0.7534	0.0358	4.6%	0.0068	0.9%	62%	False	False	90,160
80	0.8009	0.7534	0.0475	6.1%	0.0073	0.9%	47%	False	False	73,919
100	0.8009	0.7534	0.0475	6.1%	0.0071	0.9%	47%	False	False	59,172
120	0.8009	0.7475	0.0534	6.9%	0.0072	0.9%	53%	False	False	49,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7961
2.618	0.7885
1.618	0.7839
1.000	0.7810
0.618	0.7792
HIGH	0.7764
0.618	0.7746
0.500	0.7740
0.382	0.7735
LOW	0.7717
0.618	0.7688
1.000	0.7671
1.618	0.7642
2.618	0.7595
4.250	0.7519

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	0.7750	0.7750
PP	0.7745	0.7745
S1	0.7740	0.7741

Download as Excel Spreadsheet

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

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