CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 0.7760 0.7774 0.0014 0.2% 0.7768
High 0.7793 0.7880 0.0087 1.1% 0.7880
Low 0.7736 0.7762 0.0026 0.3% 0.7730
Close 0.7772 0.7869 0.0097 1.2% 0.7869
Range 0.0057 0.0118 0.0061 107.0% 0.0151
ATR 0.0064 0.0068 0.0004 6.0% 0.0000
Volume 299 1,614 1,315 439.8% 2,430
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8191 0.8148 0.7933
R3 0.8073 0.8030 0.7901
R2 0.7955 0.7955 0.7890
R1 0.7912 0.7912 0.7879 0.7933
PP 0.7837 0.7837 0.7837 0.7848
S1 0.7794 0.7794 0.7858 0.7815
S2 0.7719 0.7719 0.7847
S3 0.7601 0.7676 0.7836
S4 0.7483 0.7558 0.7804
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8278 0.8224 0.7951
R3 0.8127 0.8073 0.7910
R2 0.7977 0.7977 0.7896
R1 0.7923 0.7923 0.7882 0.7950
PP 0.7826 0.7826 0.7826 0.7840
S1 0.7772 0.7772 0.7855 0.7799
S2 0.7676 0.7676 0.7841
S3 0.7525 0.7622 0.7827
S4 0.7375 0.7471 0.7786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7723 0.0157 2.0% 0.0065 0.8% 93% True False 572
10 0.7880 0.7589 0.0291 3.7% 0.0062 0.8% 96% True False 364
20 0.7880 0.7570 0.0310 3.9% 0.0068 0.9% 96% True False 266
40 0.7880 0.7534 0.0347 4.4% 0.0070 0.9% 97% True False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8382
2.618 0.8189
1.618 0.8071
1.000 0.7998
0.618 0.7953
HIGH 0.7880
0.618 0.7835
0.500 0.7821
0.382 0.7807
LOW 0.7762
0.618 0.7689
1.000 0.7644
1.618 0.7571
2.618 0.7453
4.250 0.7261
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 0.7853 0.7847
PP 0.7837 0.7826
S1 0.7821 0.7805

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

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