CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 0.7751 0.7768 0.0017 0.2% 0.7681
High 0.7769 0.7809 0.0041 0.5% 0.7776
Low 0.7723 0.7750 0.0027 0.3% 0.7657
Close 0.7760 0.7766 0.0006 0.1% 0.7760
Range 0.0046 0.0060 0.0014 30.8% 0.0120
ATR 0.0066 0.0066 0.0000 -0.7% 0.0000
Volume 431 302 -129 -29.9% 972
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7953 0.7919 0.7798
R3 0.7894 0.7859 0.7782
R2 0.7834 0.7834 0.7776
R1 0.7800 0.7800 0.7771 0.7787
PP 0.7775 0.7775 0.7775 0.7768
S1 0.7740 0.7740 0.7760 0.7728
S2 0.7715 0.7715 0.7755
S3 0.7656 0.7681 0.7749
S4 0.7596 0.7621 0.7733
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 0.7809 0.7707 0.0103 1.3% 0.0048 0.6% 58% True False 239
10 0.7809 0.7570 0.0239 3.1% 0.0057 0.7% 82% True False 198
20 0.7809 0.7570 0.0239 3.1% 0.0065 0.8% 82% True False 184
40 0.7829 0.7475 0.0355 4.6% 0.0071 0.9% 82% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.7965
1.618 0.7905
1.000 0.7869
0.618 0.7846
HIGH 0.7809
0.618 0.7786
0.500 0.7779
0.382 0.7772
LOW 0.7750
0.618 0.7713
1.000 0.7690
1.618 0.7653
2.618 0.7594
4.250 0.7497
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 0.7779 0.7765
PP 0.7775 0.7764
S1 0.7770 0.7763

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

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