CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 0.7638 0.7640 0.0003 0.0% 0.7720
High 0.7668 0.7667 -0.0001 0.0% 0.7771
Low 0.7612 0.7570 -0.0042 -0.5% 0.7598
Close 0.7649 0.7597 -0.0052 -0.7% 0.7645
Range 0.0056 0.0097 0.0041 72.3% 0.0173
ATR 0.0076 0.0077 0.0001 1.9% 0.0000
Volume 128 276 148 115.6% 1,019
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7901 0.7845 0.7650
R3 0.7804 0.7749 0.7624
R2 0.7708 0.7708 0.7615
R1 0.7652 0.7652 0.7606 0.7632
PP 0.7611 0.7611 0.7611 0.7601
S1 0.7556 0.7556 0.7588 0.7535
S2 0.7515 0.7515 0.7579
S3 0.7418 0.7459 0.7570
S4 0.7322 0.7363 0.7544
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 0.7570 0.0201 2.6% 0.0090 1.2% 13% False True 230
10 0.7789 0.7570 0.0219 2.9% 0.0077 1.0% 12% False True 182
20 0.7829 0.7570 0.0259 3.4% 0.0081 1.1% 10% False True 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7919
1.618 0.7823
1.000 0.7763
0.618 0.7726
HIGH 0.7667
0.618 0.7630
0.500 0.7618
0.382 0.7607
LOW 0.7570
0.618 0.7510
1.000 0.7474
1.618 0.7414
2.618 0.7317
4.250 0.7160
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 0.7618 0.7639
PP 0.7611 0.7625
S1 0.7604 0.7611

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

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