CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 0.7586 0.7614 0.0028 0.4% 0.7609
High 0.7616 0.7632 0.0016 0.2% 0.7616
Low 0.7584 0.7568 -0.0017 -0.2% 0.7475
Close 0.7613 0.7586 -0.0028 -0.4% 0.7613
Range 0.0032 0.0064 0.0032 100.0% 0.0142
ATR 0.0066 0.0066 0.0000 -0.2% 0.0000
Volume 26 78 52 200.0% 610
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7787 0.7750 0.7621
R3 0.7723 0.7686 0.7603
R2 0.7659 0.7659 0.7597
R1 0.7622 0.7622 0.7591 0.7609
PP 0.7595 0.7595 0.7595 0.7588
S1 0.7558 0.7558 0.7580 0.7545
S2 0.7531 0.7531 0.7574
S3 0.7467 0.7494 0.7568
S4 0.7403 0.7430 0.7550
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7992 0.7944 0.7691
R3 0.7851 0.7803 0.7652
R2 0.7709 0.7709 0.7639
R1 0.7661 0.7661 0.7626 0.7685
PP 0.7568 0.7568 0.7568 0.7580
S1 0.7520 0.7520 0.7600 0.7544
S2 0.7426 0.7426 0.7587
S3 0.7285 0.7378 0.7574
S4 0.7143 0.7237 0.7535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7632 0.7475 0.0157 2.1% 0.0070 0.9% 71% True False 137
10 0.7651 0.7475 0.0176 2.3% 0.0061 0.8% 63% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7904
2.618 0.7799
1.618 0.7735
1.000 0.7696
0.618 0.7671
HIGH 0.7632
0.618 0.7607
0.500 0.7600
0.382 0.7592
LOW 0.7568
0.618 0.7528
1.000 0.7504
1.618 0.7464
2.618 0.7400
4.250 0.7296
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.7600 0.7585
PP 0.7595 0.7585
S1 0.7590 0.7585

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

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