CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 0.7746 0.7742 -0.0005 -0.1% 0.7730
High 0.7751 0.7773 0.0022 0.3% 0.7800
Low 0.7684 0.7707 0.0024 0.3% 0.7684
Close 0.7719 0.7769 0.0050 0.6% 0.7719
Range 0.0067 0.0066 -0.0002 -2.2% 0.0117
ATR 0.0061 0.0062 0.0000 0.5% 0.0000
Volume 78 105 27 34.6% 139
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7946 0.7923 0.7805
R3 0.7880 0.7857 0.7787
R2 0.7815 0.7815 0.7781
R1 0.7792 0.7792 0.7775 0.7803
PP 0.7749 0.7749 0.7749 0.7755
S1 0.7726 0.7726 0.7762 0.7738
S2 0.7684 0.7684 0.7756
S3 0.7618 0.7661 0.7750
S4 0.7553 0.7595 0.7732
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8084 0.8018 0.7783
R3 0.7967 0.7901 0.7751
R2 0.7851 0.7851 0.7740
R1 0.7785 0.7785 0.7729 0.7759
PP 0.7734 0.7734 0.7734 0.7721
S1 0.7668 0.7668 0.7708 0.7643
S2 0.7618 0.7618 0.7697
S3 0.7501 0.7552 0.7686
S4 0.7385 0.7435 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7684 0.0117 1.5% 0.0054 0.7% 73% False False 48
10 0.7818 0.7684 0.0135 1.7% 0.0051 0.7% 63% False False 29
20 0.7895 0.7683 0.0212 2.7% 0.0057 0.7% 40% False False 21
40 0.7895 0.7595 0.0301 3.9% 0.0059 0.8% 58% False False 12
60 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 65% False False 9
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7944
1.618 0.7878
1.000 0.7838
0.618 0.7813
HIGH 0.7773
0.618 0.7747
0.500 0.7740
0.382 0.7732
LOW 0.7707
0.618 0.7667
1.000 0.7642
1.618 0.7601
2.618 0.7536
4.250 0.7429
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 0.7759 0.7755
PP 0.7749 0.7742
S1 0.7740 0.7728

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

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