CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 0.7776 0.7757 -0.0019 -0.2% 0.7709
High 0.7789 0.7812 0.0023 0.3% 0.7829
Low 0.7730 0.7737 0.0008 0.1% 0.7653
Close 0.7750 0.7792 0.0042 0.5% 0.7758
Range 0.0060 0.0075 0.0016 26.1% 0.0177
ATR 0.0074 0.0075 0.0000 0.0% 0.0000
Volume 36 104 68 188.9% 671
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8005 0.7974 0.7833
R3 0.7930 0.7899 0.7813
R2 0.7855 0.7855 0.7806
R1 0.7824 0.7824 0.7799 0.7840
PP 0.7780 0.7780 0.7780 0.7788
S1 0.7749 0.7749 0.7785 0.7765
S2 0.7705 0.7705 0.7778
S3 0.7630 0.7674 0.7771
S4 0.7555 0.7599 0.7751
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8276 0.8194 0.7855
R3 0.8100 0.8017 0.7807
R2 0.7923 0.7923 0.7790
R1 0.7841 0.7841 0.7774 0.7882
PP 0.7747 0.7747 0.7747 0.7767
S1 0.7664 0.7664 0.7742 0.7705
S2 0.7570 0.7570 0.7726
S3 0.7394 0.7488 0.7709
S4 0.7217 0.7311 0.7661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7812 0.7675 0.0137 1.8% 0.0077 1.0% 85% True False 71
10 0.7829 0.7653 0.0177 2.3% 0.0082 1.1% 79% False False 102
20 0.7829 0.7475 0.0355 4.5% 0.0072 0.9% 90% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8008
1.618 0.7933
1.000 0.7887
0.618 0.7858
HIGH 0.7812
0.618 0.7783
0.500 0.7775
0.382 0.7766
LOW 0.7737
0.618 0.7691
1.000 0.7662
1.618 0.7616
2.618 0.7541
4.250 0.7418
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 0.7786 0.7779
PP 0.7780 0.7766
S1 0.7775 0.7754

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

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