CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 0.7644 0.7724 0.0081 1.1% 0.7610
High 0.7740 0.7763 0.0023 0.3% 0.7679
Low 0.7637 0.7708 0.0072 0.9% 0.7590
Close 0.7727 0.7756 0.0029 0.4% 0.7627
Range 0.0104 0.0055 -0.0049 -46.9% 0.0090
ATR 0.0073 0.0071 -0.0001 -1.7% 0.0000
Volume 102,923 97,593 -5,330 -5.2% 351,702
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7907 0.7887 0.7786
R3 0.7852 0.7832 0.7771
R2 0.7797 0.7797 0.7766
R1 0.7777 0.7777 0.7761 0.7787
PP 0.7742 0.7742 0.7742 0.7748
S1 0.7722 0.7722 0.7751 0.7732
S2 0.7687 0.7687 0.7746
S3 0.7632 0.7667 0.7741
S4 0.7577 0.7612 0.7726
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7900 0.7853 0.7676
R3 0.7811 0.7764 0.7652
R2 0.7721 0.7721 0.7643
R1 0.7674 0.7674 0.7635 0.7698
PP 0.7632 0.7632 0.7632 0.7644
S1 0.7585 0.7585 0.7619 0.7608
S2 0.7542 0.7542 0.7611
S3 0.7453 0.7495 0.7602
S4 0.7363 0.7406 0.7578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7763 0.7587 0.0177 2.3% 0.0067 0.9% 96% True False 85,092
10 0.7763 0.7534 0.0229 3.0% 0.0068 0.9% 97% True False 79,218
20 0.7853 0.7534 0.0319 4.1% 0.0068 0.9% 70% False False 84,293
40 0.8009 0.7534 0.0475 6.1% 0.0079 1.0% 47% False False 57,261
60 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 47% False False 38,236
80 0.8009 0.7475 0.0534 6.9% 0.0075 1.0% 53% False False 28,704
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7907
1.618 0.7852
1.000 0.7818
0.618 0.7797
HIGH 0.7763
0.618 0.7742
0.500 0.7736
0.382 0.7729
LOW 0.7708
0.618 0.7674
1.000 0.7653
1.618 0.7619
2.618 0.7564
4.250 0.7474
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 0.7749 0.7729
PP 0.7742 0.7702
S1 0.7736 0.7675

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

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