CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 0.7614 0.7591 -0.0024 -0.3% 0.7609
High 0.7632 0.7634 0.0002 0.0% 0.7616
Low 0.7568 0.7591 0.0023 0.3% 0.7475
Close 0.7586 0.7620 0.0034 0.4% 0.7613
Range 0.0064 0.0043 -0.0021 -32.8% 0.0142
ATR 0.0066 0.0065 -0.0001 -1.9% 0.0000
Volume 78 23 -55 -70.5% 610
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7744 0.7725 0.7643
R3 0.7701 0.7682 0.7631
R2 0.7658 0.7658 0.7627
R1 0.7639 0.7639 0.7623 0.7648
PP 0.7615 0.7615 0.7615 0.7619
S1 0.7596 0.7596 0.7616 0.7605
S2 0.7572 0.7572 0.7612
S3 0.7529 0.7553 0.7608
S4 0.7486 0.7510 0.7596
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 0.7634 0.7534 0.0100 1.3% 0.0051 0.7% 86% True False 104
10 0.7651 0.7475 0.0176 2.3% 0.0060 0.8% 82% False False 77
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7746
1.618 0.7703
1.000 0.7677
0.618 0.7660
HIGH 0.7634
0.618 0.7617
0.500 0.7612
0.382 0.7607
LOW 0.7591
0.618 0.7564
1.000 0.7548
1.618 0.7521
2.618 0.7478
4.250 0.7408
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 0.7617 0.7613
PP 0.7615 0.7607
S1 0.7612 0.7601

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

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