CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 0.7673 0.7764 0.0092 1.2% 0.7614
High 0.7787 0.7829 0.0042 0.5% 0.7750
Low 0.7670 0.7744 0.0074 1.0% 0.7568
Close 0.7781 0.7800 0.0019 0.2% 0.7704
Range 0.0117 0.0086 -0.0032 -26.9% 0.0183
ATR 0.0071 0.0072 0.0001 1.4% 0.0000
Volume 79 78 -1 -1.3% 242
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8047 0.8009 0.7847
R3 0.7962 0.7923 0.7823
R2 0.7876 0.7876 0.7815
R1 0.7838 0.7838 0.7807 0.7857
PP 0.7791 0.7791 0.7791 0.7800
S1 0.7752 0.7752 0.7792 0.7772
S2 0.7705 0.7705 0.7784
S3 0.7620 0.7667 0.7776
S4 0.7534 0.7581 0.7752
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 0.7829 0.7616 0.0214 2.7% 0.0085 1.1% 86% True False 135
10 0.7829 0.7534 0.0296 3.8% 0.0068 0.9% 90% True False 119
20 0.7829 0.7413 0.0416 5.3% 0.0066 0.8% 93% True False 78
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8053
1.618 0.7967
1.000 0.7915
0.618 0.7882
HIGH 0.7829
0.618 0.7796
0.500 0.7786
0.382 0.7776
LOW 0.7744
0.618 0.7691
1.000 0.7658
1.618 0.7605
2.618 0.7520
4.250 0.7380
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 0.7795 0.7780
PP 0.7791 0.7760
S1 0.7786 0.7741

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

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