CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 0.7720 0.7756 0.0037 0.5% 0.7716
High 0.7761 0.7771 0.0010 0.1% 0.7789
Low 0.7677 0.7650 -0.0027 -0.3% 0.7667
Close 0.7754 0.7670 -0.0084 -1.1% 0.7725
Range 0.0085 0.0121 0.0036 42.6% 0.0122
ATR 0.0073 0.0076 0.0003 4.7% 0.0000
Volume 164 244 80 48.8% 564
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8058 0.7985 0.7736
R3 0.7938 0.7864 0.7703
R2 0.7817 0.7817 0.7692
R1 0.7744 0.7744 0.7681 0.7720
PP 0.7697 0.7697 0.7697 0.7685
S1 0.7623 0.7623 0.7659 0.7600
S2 0.7576 0.7576 0.7648
S3 0.7456 0.7503 0.7637
S4 0.7335 0.7382 0.7604
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 0.7650 0.0139 1.8% 0.0075 1.0% 14% False True 157
10 0.7812 0.7650 0.0162 2.1% 0.0075 1.0% 12% False True 140
20 0.7829 0.7591 0.0239 3.1% 0.0078 1.0% 33% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8283
2.618 0.8086
1.618 0.7965
1.000 0.7891
0.618 0.7845
HIGH 0.7771
0.618 0.7724
0.500 0.7710
0.382 0.7696
LOW 0.7650
0.618 0.7576
1.000 0.7530
1.618 0.7455
2.618 0.7335
4.250 0.7138
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 0.7710 0.7710
PP 0.7697 0.7697
S1 0.7683 0.7683

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

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