CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 0.7767 0.7772 0.0005 0.1% 0.7716
High 0.7789 0.7776 -0.0013 -0.2% 0.7789
Low 0.7748 0.7709 -0.0039 -0.5% 0.7667
Close 0.7766 0.7725 -0.0041 -0.5% 0.7725
Range 0.0041 0.0067 0.0026 64.2% 0.0122
ATR 0.0073 0.0072 0.0000 -0.6% 0.0000
Volume 199 76 -123 -61.8% 564
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7936 0.7897 0.7762
R3 0.7870 0.7831 0.7743
R2 0.7803 0.7803 0.7737
R1 0.7764 0.7764 0.7731 0.7750
PP 0.7737 0.7737 0.7737 0.7730
S1 0.7698 0.7698 0.7719 0.7684
S2 0.7670 0.7670 0.7713
S3 0.7604 0.7631 0.7707
S4 0.7537 0.7565 0.7688
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8093 0.8031 0.7792
R3 0.7971 0.7909 0.7759
R2 0.7849 0.7849 0.7747
R1 0.7787 0.7787 0.7736 0.7818
PP 0.7727 0.7727 0.7727 0.7742
S1 0.7665 0.7665 0.7714 0.7696
S2 0.7605 0.7605 0.7703
S3 0.7483 0.7543 0.7691
S4 0.7361 0.7421 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7796 0.7667 0.0129 1.7% 0.0069 0.9% 45% False False 149
10 0.7812 0.7667 0.0146 1.9% 0.0073 0.9% 40% False False 110
20 0.7829 0.7539 0.0291 3.8% 0.0072 0.9% 64% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7950
1.618 0.7883
1.000 0.7842
0.618 0.7817
HIGH 0.7776
0.618 0.7750
0.500 0.7742
0.382 0.7734
LOW 0.7709
0.618 0.7668
1.000 0.7643
1.618 0.7601
2.618 0.7535
4.250 0.7426
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 0.7742 0.7745
PP 0.7737 0.7738
S1 0.7731 0.7732

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

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