CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 0.7681 0.7716 0.0035 0.4% 0.7638
High 0.7719 0.7744 0.0025 0.3% 0.7683
Low 0.7657 0.7707 0.0050 0.7% 0.7570
Close 0.7709 0.7743 0.0034 0.4% 0.7674
Range 0.0063 0.0038 -0.0025 -40.0% 0.0113
ATR 0.0074 0.0071 -0.0003 -3.5% 0.0000
Volume 78 103 25 32.1% 839
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7844 0.7831 0.7763
R3 0.7806 0.7793 0.7753
R2 0.7769 0.7769 0.7749
R1 0.7756 0.7756 0.7746 0.7762
PP 0.7731 0.7731 0.7731 0.7734
S1 0.7718 0.7718 0.7739 0.7725
S2 0.7694 0.7694 0.7736
S3 0.7656 0.7681 0.7732
S4 0.7619 0.7643 0.7722
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7940 0.7736
R3 0.7868 0.7827 0.7705
R2 0.7755 0.7755 0.7694
R1 0.7714 0.7714 0.7684 0.7735
PP 0.7642 0.7642 0.7642 0.7652
S1 0.7601 0.7601 0.7663 0.7622
S2 0.7529 0.7529 0.7653
S3 0.7416 0.7488 0.7642
S4 0.7303 0.7375 0.7611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7744 0.7589 0.0155 2.0% 0.0055 0.7% 99% True False 123
10 0.7771 0.7570 0.0201 2.6% 0.0072 0.9% 86% False False 177
20 0.7812 0.7570 0.0242 3.1% 0.0072 0.9% 71% False False 153
40 0.7829 0.7475 0.0355 4.6% 0.0070 0.9% 76% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7903
2.618 0.7842
1.618 0.7805
1.000 0.7782
0.618 0.7767
HIGH 0.7744
0.618 0.7730
0.500 0.7725
0.382 0.7721
LOW 0.7707
0.618 0.7683
1.000 0.7669
1.618 0.7646
2.618 0.7608
4.250 0.7547
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 0.7737 0.7717
PP 0.7731 0.7692
S1 0.7725 0.7667

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

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