CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.7757 0.7791 0.0034 0.4% 0.7721
High 0.7812 0.7796 -0.0017 -0.2% 0.7812
Low 0.7737 0.7689 -0.0048 -0.6% 0.7675
Close 0.7792 0.7717 -0.0076 -1.0% 0.7717
Range 0.0075 0.0107 0.0032 42.0% 0.0137
ATR 0.0075 0.0077 0.0002 3.1% 0.0000
Volume 104 183 79 76.0% 503
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8053 0.7991 0.7775
R3 0.7947 0.7885 0.7746
R2 0.7840 0.7840 0.7736
R1 0.7778 0.7778 0.7726 0.7756
PP 0.7734 0.7734 0.7734 0.7723
S1 0.7672 0.7672 0.7707 0.7650
S2 0.7627 0.7627 0.7697
S3 0.7521 0.7565 0.7687
S4 0.7414 0.7459 0.7658
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8146 0.8068 0.7792
R3 0.8009 0.7931 0.7754
R2 0.7872 0.7872 0.7742
R1 0.7794 0.7794 0.7729 0.7764
PP 0.7735 0.7735 0.7735 0.7720
S1 0.7657 0.7657 0.7704 0.7627
S2 0.7598 0.7598 0.7691
S3 0.7461 0.7520 0.7679
S4 0.7324 0.7383 0.7641
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% 0.0084 1.1% 30% False False 100
10 0.7829 0.7653 0.0177 2.3% 0.0088 1.1% 36% False False 117
20 0.7829 0.7475 0.0355 4.6% 0.0076 1.0% 68% False False 103
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 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8248
2.618 0.8074
1.618 0.7968
1.000 0.7902
0.618 0.7861
HIGH 0.7796
0.618 0.7755
0.500 0.7742
0.382 0.7730
LOW 0.7689
0.618 0.7623
1.000 0.7583
1.618 0.7517
2.618 0.7410
4.250 0.7236
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.7742 0.7751
PP 0.7734 0.7739
S1 0.7725 0.7728

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

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