CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 0.7720 0.7720 -0.0001 0.0% 0.7716
High 0.7754 0.7761 0.0008 0.1% 0.7789
Low 0.7691 0.7677 -0.0014 -0.2% 0.7667
Close 0.7710 0.7754 0.0045 0.6% 0.7725
Range 0.0063 0.0085 0.0022 34.1% 0.0122
ATR 0.0072 0.0073 0.0001 1.3% 0.0000
Volume 105 164 59 56.2% 564
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7984 0.7954 0.7800
R3 0.7900 0.7869 0.7777
R2 0.7815 0.7815 0.7769
R1 0.7785 0.7785 0.7762 0.7800
PP 0.7731 0.7731 0.7731 0.7738
S1 0.7700 0.7700 0.7746 0.7715
S2 0.7646 0.7646 0.7739
S3 0.7562 0.7616 0.7731
S4 0.7477 0.7531 0.7708
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 0.7789 0.7677 0.0112 1.4% 0.0064 0.8% 69% False True 133
10 0.7812 0.7667 0.0146 1.9% 0.0072 0.9% 60% False False 129
20 0.7829 0.7568 0.0262 3.4% 0.0075 1.0% 71% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.7982
1.618 0.7898
1.000 0.7846
0.618 0.7813
HIGH 0.7761
0.618 0.7729
0.500 0.7719
0.382 0.7709
LOW 0.7677
0.618 0.7624
1.000 0.7592
1.618 0.7540
2.618 0.7455
4.250 0.7317
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 0.7742 0.7745
PP 0.7731 0.7735
S1 0.7719 0.7726

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

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