CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 0.7679 0.7638 -0.0042 -0.5% 0.7720
High 0.7709 0.7668 -0.0041 -0.5% 0.7771
Low 0.7638 0.7612 -0.0026 -0.3% 0.7598
Close 0.7645 0.7649 0.0004 0.0% 0.7645
Range 0.0071 0.0056 -0.0015 -21.1% 0.0173
ATR 0.0078 0.0076 -0.0002 -2.0% 0.0000
Volume 218 128 -90 -41.3% 1,019
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7811 0.7786 0.7679
R3 0.7755 0.7730 0.7664
R2 0.7699 0.7699 0.7659
R1 0.7674 0.7674 0.7654 0.7686
PP 0.7643 0.7643 0.7643 0.7649
S1 0.7618 0.7618 0.7643 0.7630
S2 0.7587 0.7587 0.7638
S3 0.7531 0.7562 0.7633
S4 0.7475 0.7506 0.7618
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8190 0.8091 0.7740
R3 0.8017 0.7918 0.7693
R2 0.7844 0.7844 0.7677
R1 0.7745 0.7745 0.7661 0.7708
PP 0.7671 0.7671 0.7671 0.7653
S1 0.7572 0.7572 0.7629 0.7535
S2 0.7498 0.7498 0.7613
S3 0.7325 0.7399 0.7597
S4 0.7152 0.7226 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7771 0.7598 0.0173 2.3% 0.0087 1.1% 29% False False 208
10 0.7789 0.7598 0.0191 2.5% 0.0074 1.0% 27% False False 171
20 0.7829 0.7598 0.0232 3.0% 0.0081 1.1% 22% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7906
2.618 0.7814
1.618 0.7758
1.000 0.7724
0.618 0.7702
HIGH 0.7668
0.618 0.7646
0.500 0.7640
0.382 0.7633
LOW 0.7612
0.618 0.7577
1.000 0.7556
1.618 0.7521
2.618 0.7465
4.250 0.7374
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 0.7646 0.7653
PP 0.7643 0.7652
S1 0.7640 0.7650

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

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