CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 0.7722 0.7751 0.0030 0.4% 0.7681
High 0.7776 0.7769 -0.0008 -0.1% 0.7776
Low 0.7718 0.7723 0.0006 0.1% 0.7657
Close 0.7754 0.7760 0.0007 0.1% 0.7760
Range 0.0059 0.0046 -0.0013 -22.2% 0.0120
ATR 0.0068 0.0066 -0.0002 -2.4% 0.0000
Volume 163 431 268 164.4% 972
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7887 0.7869 0.7785
R3 0.7842 0.7824 0.7773
R2 0.7796 0.7796 0.7768
R1 0.7778 0.7778 0.7764 0.7787
PP 0.7751 0.7751 0.7751 0.7755
S1 0.7733 0.7733 0.7756 0.7742
S2 0.7705 0.7705 0.7752
S3 0.7660 0.7687 0.7747
S4 0.7614 0.7642 0.7735
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8089 0.8044 0.7826
R3 0.7970 0.7925 0.7793
R2 0.7850 0.7850 0.7782
R1 0.7805 0.7805 0.7771 0.7828
PP 0.7731 0.7731 0.7731 0.7742
S1 0.7686 0.7686 0.7749 0.7708
S2 0.7611 0.7611 0.7738
S3 0.7492 0.7566 0.7727
S4 0.7372 0.7447 0.7694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7657 0.0120 1.5% 0.0048 0.6% 87% False False 194
10 0.7776 0.7570 0.0206 2.7% 0.0057 0.7% 92% False False 181
20 0.7796 0.7570 0.0226 2.9% 0.0068 0.9% 84% False False 178
40 0.7829 0.7475 0.0355 4.6% 0.0070 0.9% 81% False False 136
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7962
2.618 0.7888
1.618 0.7842
1.000 0.7814
0.618 0.7797
HIGH 0.7769
0.618 0.7751
0.500 0.7746
0.382 0.7740
LOW 0.7723
0.618 0.7695
1.000 0.7678
1.618 0.7649
2.618 0.7604
4.250 0.7530
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 0.7755 0.7756
PP 0.7751 0.7751
S1 0.7746 0.7747

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

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