CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 0.7714 0.7756 0.0042 0.5% 0.7730
High 0.7772 0.7775 0.0004 0.0% 0.7799
Low 0.7704 0.7719 0.0015 0.2% 0.7681
Close 0.7767 0.7756 -0.0011 -0.1% 0.7717
Range 0.0068 0.0056 -0.0012 -17.0% 0.0119
ATR 0.0064 0.0064 -0.0001 -0.9% 0.0000
Volume 1,644 4,774 3,130 190.4% 2,047
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7918 0.7893 0.7787
R3 0.7862 0.7837 0.7771
R2 0.7806 0.7806 0.7766
R1 0.7781 0.7781 0.7761 0.7794
PP 0.7750 0.7750 0.7750 0.7756
S1 0.7725 0.7725 0.7751 0.7738
S2 0.7694 0.7694 0.7746
S3 0.7638 0.7669 0.7741
S4 0.7582 0.7613 0.7725
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8088 0.8021 0.7782
R3 0.7969 0.7902 0.7750
R2 0.7851 0.7851 0.7739
R1 0.7784 0.7784 0.7728 0.7758
PP 0.7732 0.7732 0.7732 0.7719
S1 0.7665 0.7665 0.7706 0.7640
S2 0.7614 0.7614 0.7695
S3 0.7495 0.7547 0.7684
S4 0.7377 0.7428 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7799 0.7681 0.0119 1.5% 0.0058 0.8% 64% False False 1,578
10 0.7801 0.7681 0.0121 1.6% 0.0060 0.8% 63% False False 938
20 0.7894 0.7681 0.0213 2.7% 0.0064 0.8% 35% False False 578
40 0.7894 0.7593 0.0301 3.9% 0.0065 0.8% 54% False False 323
60 0.7894 0.7537 0.0357 4.6% 0.0066 0.9% 61% False False 229
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7922
1.618 0.7866
1.000 0.7831
0.618 0.7810
HIGH 0.7775
0.618 0.7754
0.500 0.7747
0.382 0.7740
LOW 0.7719
0.618 0.7684
1.000 0.7663
1.618 0.7628
2.618 0.7572
4.250 0.7481
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 0.7753 0.7747
PP 0.7750 0.7737
S1 0.7747 0.7728

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

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