CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 0.7968 0.7880 -0.0089 -1.1% 0.7878
High 0.8009 0.7885 -0.0124 -1.5% 0.8009
Low 0.7862 0.7694 -0.0168 -2.1% 0.7694
Close 0.7905 0.7713 -0.0193 -2.4% 0.7713
Range 0.0147 0.0191 0.0044 29.9% 0.0315
ATR 0.0073 0.0083 0.0010 13.4% 0.0000
Volume 4,128 3,782 -346 -8.4% 10,545
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8337 0.8216 0.7818
R3 0.8146 0.8025 0.7765
R2 0.7955 0.7955 0.7748
R1 0.7834 0.7834 0.7730 0.7799
PP 0.7764 0.7764 0.7764 0.7746
S1 0.7643 0.7643 0.7695 0.7608
S2 0.7573 0.7573 0.7677
S3 0.7382 0.7452 0.7660
S4 0.7191 0.7261 0.7607
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8749 0.8545 0.7885
R3 0.8434 0.8231 0.7799
R2 0.8120 0.8120 0.7770
R1 0.7916 0.7916 0.7741 0.7861
PP 0.7805 0.7805 0.7805 0.7777
S1 0.7602 0.7602 0.7684 0.7546
S2 0.7491 0.7491 0.7655
S3 0.7176 0.7287 0.7626
S4 0.6862 0.6973 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7694 0.0315 4.1% 0.0108 1.4% 6% False True 2,109
10 0.8009 0.7694 0.0315 4.1% 0.0087 1.1% 6% False True 1,340
20 0.8009 0.7570 0.0439 5.7% 0.0073 0.9% 32% False False 750
40 0.8009 0.7570 0.0439 5.7% 0.0077 1.0% 32% False False 442
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 0.0018
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.8697
2.618 0.8385
1.618 0.8194
1.000 0.8076
0.618 0.8003
HIGH 0.7885
0.618 0.7812
0.500 0.7790
0.382 0.7767
LOW 0.7694
0.618 0.7576
1.000 0.7503
1.618 0.7385
2.618 0.7194
4.250 0.6882
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 0.7790 0.7851
PP 0.7764 0.7805
S1 0.7738 0.7759

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

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