CME Australian Dollar Future June 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	0.7732	0.7752	0.0020	0.3%	0.7740
High	0.7764	0.7776	0.0013	0.2%	0.7776
Low	0.7717	0.7689	-0.0029	-0.4%	0.7689
Close	0.7755	0.7703	-0.0053	-0.7%	0.7703
Range	0.0047	0.0088	0.0041	88.2%	0.0088
ATR	0.0062	0.0064	0.0002	2.9%	0.0000
Volume	114,339	24,328	-90,011	-78.7%	480,412

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7931	0.7751
R3	0.7897	0.7844	0.7727
R2	0.7810	0.7810	0.7719
R1	0.7756	0.7756	0.7711	0.7739
PP	0.7722	0.7722	0.7722	0.7714
S1	0.7669	0.7669	0.7694	0.7652
S2	0.7635	0.7635	0.7686
S3	0.7547	0.7581	0.7678
S4	0.7460	0.7494	0.7654

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7931	0.7751
R3	0.7897	0.7844	0.7727
R2	0.7810	0.7810	0.7719
R1	0.7756	0.7756	0.7711	0.7739
PP	0.7722	0.7722	0.7722	0.7714
S1	0.7669	0.7669	0.7694	0.7652
S2	0.7635	0.7635	0.7686
S3	0.7547	0.7581	0.7678
S4	0.7460	0.7494	0.7654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7776	0.7689	0.0088	1.1%	0.0049	0.6%	16%	True	True	96,082
10	0.7776	0.7646	0.0131	1.7%	0.0065	0.8%	44%	True	False	106,905
20	0.7815	0.7646	0.0169	2.2%	0.0062	0.8%	34%	False	False	92,693
40	0.7892	0.7646	0.0247	3.2%	0.0067	0.9%	23%	False	False	91,179
60	0.7892	0.7534	0.0358	4.6%	0.0067	0.9%	47%	False	False	88,884
80	0.8009	0.7534	0.0475	6.2%	0.0073	0.9%	36%	False	False	74,220
100	0.8009	0.7534	0.0475	6.2%	0.0071	0.9%	36%	False	False	59,413
120	0.8009	0.7475	0.0534	6.9%	0.0072	0.9%	43%	False	False	49,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8148
2.618	0.8005
1.618	0.7918
1.000	0.7864
0.618	0.7830
HIGH	0.7776
0.618	0.7743
0.500	0.7732
0.382	0.7722
LOW	0.7689
0.618	0.7634
1.000	0.7601
1.618	0.7547
2.618	0.7459
4.250	0.7317

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	0.7732	0.7732
PP	0.7722	0.7722
S1	0.7712	0.7712

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols