CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 0.7756 0.7755 -0.0001 0.0% 0.7730
High 0.7775 0.7758 -0.0018 -0.2% 0.7799
Low 0.7719 0.7649 -0.0070 -0.9% 0.7681
Close 0.7756 0.7654 -0.0102 -1.3% 0.7717
Range 0.0056 0.0109 0.0053 93.8% 0.0119
ATR 0.0064 0.0067 0.0003 5.0% 0.0000
Volume 4,774 4,532 -242 -5.1% 2,047
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8012 0.7942 0.7714
R3 0.7904 0.7833 0.7684
R2 0.7795 0.7795 0.7674
R1 0.7725 0.7725 0.7664 0.7706
PP 0.7687 0.7687 0.7687 0.7677
S1 0.7616 0.7616 0.7644 0.7597
S2 0.7578 0.7578 0.7634
S3 0.7470 0.7508 0.7624
S4 0.7361 0.7399 0.7594
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 0.7775 0.7649 0.0126 1.6% 0.0067 0.9% 4% False True 2,402
10 0.7799 0.7649 0.0150 2.0% 0.0062 0.8% 3% False True 1,356
20 0.7894 0.7649 0.0245 3.2% 0.0067 0.9% 2% False True 795
40 0.7894 0.7593 0.0301 3.9% 0.0066 0.9% 20% False False 436
60 0.7894 0.7537 0.0357 4.7% 0.0067 0.9% 33% False False 304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8042
1.618 0.7933
1.000 0.7866
0.618 0.7825
HIGH 0.7758
0.618 0.7716
0.500 0.7703
0.382 0.7690
LOW 0.7649
0.618 0.7582
1.000 0.7541
1.618 0.7473
2.618 0.7365
4.250 0.7188
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 0.7703 0.7712
PP 0.7687 0.7693
S1 0.7670 0.7673

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

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