CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 0.7709 0.7673 -0.0037 -0.5% 0.7614
High 0.7749 0.7787 0.0039 0.5% 0.7750
Low 0.7653 0.7670 0.0018 0.2% 0.7568
Close 0.7679 0.7781 0.0102 1.3% 0.7704
Range 0.0096 0.0117 0.0021 21.9% 0.0183
ATR 0.0068 0.0071 0.0004 5.2% 0.0000
Volume 381 79 -302 -79.3% 242
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8097 0.8056 0.7845
R3 0.7980 0.7939 0.7813
R2 0.7863 0.7863 0.7802
R1 0.7822 0.7822 0.7792 0.7843
PP 0.7746 0.7746 0.7746 0.7756
S1 0.7705 0.7705 0.7770 0.7726
S2 0.7629 0.7629 0.7760
S3 0.7512 0.7588 0.7749
S4 0.7395 0.7471 0.7717
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 0.7787 0.7591 0.0197 2.5% 0.0077 1.0% 97% True False 124
10 0.7787 0.7475 0.0313 4.0% 0.0073 0.9% 98% True False 131
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8284
2.618 0.8093
1.618 0.7976
1.000 0.7904
0.618 0.7859
HIGH 0.7787
0.618 0.7742
0.500 0.7729
0.382 0.7715
LOW 0.7670
0.618 0.7598
1.000 0.7553
1.618 0.7481
2.618 0.7364
4.250 0.7173
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 0.7764 0.7761
PP 0.7746 0.7740
S1 0.7729 0.7720

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

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