CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 17-Feb-2021
Day Change Summary
Previous Current
16-Feb-2021 17-Feb-2021 Change Change % Previous Week
Open 0.7768 0.7744 -0.0024 -0.3% 0.7681
High 0.7809 0.7776 -0.0034 -0.4% 0.7776
Low 0.7750 0.7730 -0.0020 -0.3% 0.7657
Close 0.7766 0.7753 -0.0013 -0.2% 0.7760
Range 0.0060 0.0046 -0.0014 -22.7% 0.0120
ATR 0.0066 0.0065 -0.0001 -2.2% 0.0000
Volume 302 215 -87 -28.8% 972
Daily Pivots for day following 17-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7891 0.7868 0.7778
R3 0.7845 0.7822 0.7766
R2 0.7799 0.7799 0.7761
R1 0.7776 0.7776 0.7757 0.7787
PP 0.7753 0.7753 0.7753 0.7758
S1 0.7730 0.7730 0.7749 0.7741
S2 0.7707 0.7707 0.7745
S3 0.7661 0.7684 0.7740
S4 0.7615 0.7638 0.7728
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 0.7718 0.0092 1.2% 0.0049 0.6% 39% False False 261
10 0.7809 0.7589 0.0220 2.8% 0.0052 0.7% 75% False False 192
20 0.7809 0.7570 0.0239 3.1% 0.0065 0.8% 77% False False 187
40 0.7829 0.7475 0.0355 4.6% 0.0070 0.9% 79% False False 148
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7896
1.618 0.7850
1.000 0.7822
0.618 0.7804
HIGH 0.7776
0.618 0.7758
0.500 0.7753
0.382 0.7747
LOW 0.7730
0.618 0.7701
1.000 0.7684
1.618 0.7655
2.618 0.7609
4.250 0.7534
Fisher Pivots for day following 17-Feb-2021
Pivot 1 day 3 day
R1 0.7753 0.7766
PP 0.7753 0.7762
S1 0.7753 0.7757

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

View Archives - Comment on this page... - Back to Index of Symbols