CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 0.7707 0.7709 0.0003 0.0% 0.7614
High 0.7750 0.7749 -0.0002 0.0% 0.7750
Low 0.7700 0.7653 -0.0048 -0.6% 0.7568
Close 0.7704 0.7679 -0.0025 -0.3% 0.7704
Range 0.0050 0.0096 0.0046 92.0% 0.0183
ATR 0.0066 0.0068 0.0002 3.3% 0.0000
Volume 38 381 343 902.6% 242
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7926 0.7732
R3 0.7885 0.7830 0.7705
R2 0.7789 0.7789 0.7697
R1 0.7734 0.7734 0.7688 0.7714
PP 0.7693 0.7693 0.7693 0.7683
S1 0.7638 0.7638 0.7670 0.7618
S2 0.7597 0.7597 0.7661
S3 0.7501 0.7542 0.7653
S4 0.7405 0.7446 0.7626
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8221 0.8145 0.7804
R3 0.8039 0.7963 0.7754
R2 0.7856 0.7856 0.7737
R1 0.7780 0.7780 0.7721 0.7818
PP 0.7674 0.7674 0.7674 0.7693
S1 0.7598 0.7598 0.7687 0.7636
S2 0.7491 0.7491 0.7671
S3 0.7309 0.7415 0.7654
S4 0.7126 0.7233 0.7604
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% 0.0066 0.9% 61% False False 124
10 0.7750 0.7475 0.0276 3.6% 0.0066 0.9% 74% False False 125
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8000
1.618 0.7904
1.000 0.7845
0.618 0.7808
HIGH 0.7749
0.618 0.7712
0.500 0.7701
0.382 0.7689
LOW 0.7653
0.618 0.7593
1.000 0.7557
1.618 0.7497
2.618 0.7401
4.250 0.7245
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 0.7701 0.7683
PP 0.7693 0.7682
S1 0.7686 0.7680

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

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