CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 0.7878 0.7919 0.0041 0.5% 0.7768
High 0.7931 0.7937 0.0006 0.1% 0.7880
Low 0.7858 0.7884 0.0026 0.3% 0.7730
Close 0.7927 0.7915 -0.0012 -0.2% 0.7869
Range 0.0073 0.0053 -0.0021 -28.1% 0.0151
ATR 0.0068 0.0067 -0.0001 -1.6% 0.0000
Volume 665 1,140 475 71.4% 2,430
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8069 0.8044 0.7943
R3 0.8017 0.7992 0.7929
R2 0.7964 0.7964 0.7924
R1 0.7939 0.7939 0.7919 0.7926
PP 0.7912 0.7912 0.7912 0.7905
S1 0.7887 0.7887 0.7910 0.7873
S2 0.7859 0.7859 0.7905
S3 0.7807 0.7834 0.7900
S4 0.7754 0.7782 0.7886
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 0.7937 0.7730 0.0207 2.6% 0.0069 0.9% 89% True False 786
10 0.7937 0.7707 0.0230 2.9% 0.0058 0.7% 90% True False 512
20 0.7937 0.7570 0.0367 4.6% 0.0068 0.9% 94% True False 348
40 0.7937 0.7568 0.0369 4.7% 0.0070 0.9% 94% True False 226
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.8074
1.618 0.8021
1.000 0.7989
0.618 0.7969
HIGH 0.7937
0.618 0.7916
0.500 0.7910
0.382 0.7904
LOW 0.7884
0.618 0.7852
1.000 0.7832
1.618 0.7799
2.618 0.7747
4.250 0.7661
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 0.7913 0.7893
PP 0.7912 0.7871
S1 0.7910 0.7849

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

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