CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 0.7716 0.7741 0.0025 0.3% 0.7638
High 0.7744 0.7760 0.0016 0.2% 0.7683
Low 0.7707 0.7723 0.0017 0.2% 0.7570
Close 0.7743 0.7732 -0.0011 -0.1% 0.7674
Range 0.0038 0.0037 -0.0001 -2.7% 0.0113
ATR 0.0071 0.0069 -0.0002 -3.5% 0.0000
Volume 103 197 94 91.3% 839
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7848 0.7826 0.7752
R3 0.7811 0.7790 0.7742
R2 0.7775 0.7775 0.7739
R1 0.7753 0.7753 0.7735 0.7746
PP 0.7738 0.7738 0.7738 0.7734
S1 0.7717 0.7717 0.7729 0.7709
S2 0.7702 0.7702 0.7725
S3 0.7665 0.7680 0.7722
S4 0.7629 0.7644 0.7712
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 0.7760 0.7589 0.0171 2.2% 0.0058 0.7% 84% True False 147
10 0.7760 0.7570 0.0190 2.5% 0.0064 0.8% 85% True False 172
20 0.7812 0.7570 0.0242 3.1% 0.0069 0.9% 67% False False 156
40 0.7829 0.7475 0.0355 4.6% 0.0070 0.9% 73% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7855
1.618 0.7819
1.000 0.7796
0.618 0.7782
HIGH 0.7760
0.618 0.7746
0.500 0.7741
0.382 0.7737
LOW 0.7723
0.618 0.7700
1.000 0.7687
1.618 0.7664
2.618 0.7627
4.250 0.7568
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 0.7741 0.7724
PP 0.7738 0.7716
S1 0.7735 0.7708

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

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