CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 0.7624 0.7609 -0.0015 -0.2% 0.7549
High 0.7637 0.7609 -0.0028 -0.4% 0.7651
Low 0.7596 0.7475 -0.0121 -1.6% 0.7519
Close 0.7627 0.7609 -0.0018 -0.2% 0.7627
Range 0.0041 0.0135 0.0094 228.0% 0.0132
ATR
Volume 20 191 171 855.0% 91
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7923 0.7683
R3 0.7833 0.7788 0.7646
R2 0.7699 0.7699 0.7634
R1 0.7654 0.7654 0.7621 0.7676
PP 0.7564 0.7564 0.7564 0.7575
S1 0.7519 0.7519 0.7597 0.7542
S2 0.7430 0.7430 0.7584
S3 0.7295 0.7385 0.7572
S4 0.7161 0.7250 0.7535
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7995 0.7943 0.7700
R3 0.7863 0.7811 0.7663
R2 0.7731 0.7731 0.7651
R1 0.7679 0.7679 0.7639 0.7705
PP 0.7599 0.7599 0.7599 0.7612
S1 0.7547 0.7547 0.7615 0.7573
S2 0.7467 0.7467 0.7603
S3 0.7335 0.7415 0.7591
S4 0.7203 0.7283 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7651 0.7475 0.0176 2.3% 0.0069 0.9% 76% False True 51
10 0.7651 0.7413 0.0238 3.1% 0.0063 0.8% 83% False False 37
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 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.7961
1.618 0.7827
1.000 0.7744
0.618 0.7692
HIGH 0.7609
0.618 0.7558
0.500 0.7542
0.382 0.7526
LOW 0.7475
0.618 0.7391
1.000 0.7340
1.618 0.7257
2.618 0.7122
4.250 0.6903
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 0.7587 0.7594
PP 0.7564 0.7578
S1 0.7542 0.7563

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

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