CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 0.7622 0.7707 0.0085 1.1% 0.7609
High 0.7694 0.7750 0.0056 0.7% 0.7616
Low 0.7616 0.7700 0.0085 1.1% 0.7475
Close 0.7686 0.7704 0.0019 0.2% 0.7613
Range 0.0079 0.0050 -0.0029 -36.3% 0.0142
ATR 0.0066 0.0066 0.0000 -0.1% 0.0000
Volume 103 38 -65 -63.1% 610
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7868 0.7836 0.7732
R3 0.7818 0.7786 0.7718
R2 0.7768 0.7768 0.7713
R1 0.7736 0.7736 0.7709 0.7727
PP 0.7718 0.7718 0.7718 0.7714
S1 0.7686 0.7686 0.7699 0.7677
S2 0.7668 0.7668 0.7695
S3 0.7618 0.7636 0.7690
S4 0.7568 0.7586 0.7677
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 0.7750 0.7568 0.0183 2.4% 0.0054 0.7% 75% True False 53
10 0.7750 0.7475 0.0276 3.6% 0.0063 0.8% 83% True False 90
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7963
2.618 0.7881
1.618 0.7831
1.000 0.7800
0.618 0.7781
HIGH 0.7750
0.618 0.7731
0.500 0.7725
0.382 0.7719
LOW 0.7700
0.618 0.7669
1.000 0.7650
1.618 0.7619
2.618 0.7569
4.250 0.7488
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 0.7725 0.7693
PP 0.7718 0.7682
S1 0.7711 0.7670

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

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