CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 0.7640 0.7615 -0.0026 -0.3% 0.7720
High 0.7667 0.7631 -0.0036 -0.5% 0.7771
Low 0.7570 0.7608 0.0038 0.5% 0.7598
Close 0.7597 0.7629 0.0032 0.4% 0.7645
Range 0.0097 0.0023 -0.0074 -76.2% 0.0173
ATR 0.0077 0.0074 -0.0003 -4.0% 0.0000
Volume 276 76 -200 -72.5% 1,019
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7692 0.7683 0.7641
R3 0.7669 0.7660 0.7635
R2 0.7646 0.7646 0.7633
R1 0.7637 0.7637 0.7631 0.7641
PP 0.7623 0.7623 0.7623 0.7625
S1 0.7614 0.7614 0.7626 0.7618
S2 0.7600 0.7600 0.7624
S3 0.7577 0.7591 0.7622
S4 0.7554 0.7568 0.7616
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 0.7709 0.7570 0.0139 1.8% 0.0070 0.9% 42% False False 197
10 0.7789 0.7570 0.0219 2.9% 0.0073 1.0% 27% False False 177
20 0.7829 0.7570 0.0259 3.4% 0.0076 1.0% 23% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7691
1.618 0.7668
1.000 0.7654
0.618 0.7645
HIGH 0.7631
0.618 0.7622
0.500 0.7620
0.382 0.7617
LOW 0.7608
0.618 0.7594
1.000 0.7585
1.618 0.7571
2.618 0.7548
4.250 0.7510
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 0.7626 0.7625
PP 0.7623 0.7622
S1 0.7620 0.7619

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

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