CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 0.7791 0.7716 -0.0075 -1.0% 0.7721
High 0.7796 0.7732 -0.0064 -0.8% 0.7812
Low 0.7689 0.7667 -0.0023 -0.3% 0.7675
Close 0.7717 0.7702 -0.0015 -0.2% 0.7717
Range 0.0107 0.0065 -0.0042 -39.0% 0.0137
ATR 0.0077 0.0076 -0.0001 -1.1% 0.0000
Volume 183 166 -17 -9.3% 503
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7895 0.7864 0.7738
R3 0.7830 0.7799 0.7720
R2 0.7765 0.7765 0.7714
R1 0.7734 0.7734 0.7708 0.7717
PP 0.7700 0.7700 0.7700 0.7692
S1 0.7669 0.7669 0.7696 0.7652
S2 0.7635 0.7635 0.7690
S3 0.7570 0.7604 0.7684
S4 0.7505 0.7539 0.7666
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 0.7667 0.0146 1.9% 0.0079 1.0% 24% False True 126
10 0.7829 0.7667 0.0163 2.1% 0.0085 1.1% 22% False True 95
20 0.7829 0.7475 0.0355 4.6% 0.0075 1.0% 64% False False 110
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7902
1.618 0.7837
1.000 0.7797
0.618 0.7772
HIGH 0.7732
0.618 0.7707
0.500 0.7699
0.382 0.7691
LOW 0.7667
0.618 0.7626
1.000 0.7602
1.618 0.7561
2.618 0.7496
4.250 0.7390
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 0.7701 0.7739
PP 0.7700 0.7727
S1 0.7699 0.7714

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

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