CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.7880 0.7720 -0.0160 -2.0% 0.7878
High 0.7885 0.7790 -0.0096 -1.2% 0.8009
Low 0.7694 0.7716 0.0022 0.3% 0.7694
Close 0.7713 0.7779 0.0067 0.9% 0.7713
Range 0.0191 0.0074 -0.0118 -61.5% 0.0315
ATR 0.0083 0.0083 0.0000 -0.5% 0.0000
Volume 3,782 4,751 969 25.6% 10,545
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7982 0.7954 0.7819
R3 0.7909 0.7881 0.7799
R2 0.7835 0.7835 0.7792
R1 0.7807 0.7807 0.7786 0.7821
PP 0.7762 0.7762 0.7762 0.7769
S1 0.7734 0.7734 0.7772 0.7748
S2 0.7688 0.7688 0.7766
S3 0.7615 0.7660 0.7759
S4 0.7541 0.7587 0.7739
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 4.0% 0.0108 1.4% 27% False False 2,926
10 0.8009 0.7694 0.0315 4.0% 0.0089 1.1% 27% False False 1,772
20 0.8009 0.7570 0.0439 5.6% 0.0073 0.9% 48% False False 976
40 0.8009 0.7570 0.0439 5.6% 0.0077 1.0% 48% False False 558
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.7982
1.618 0.7908
1.000 0.7863
0.618 0.7835
HIGH 0.7790
0.618 0.7761
0.500 0.7753
0.382 0.7744
LOW 0.7716
0.618 0.7671
1.000 0.7643
1.618 0.7597
2.618 0.7524
4.250 0.7404
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.7770 0.7851
PP 0.7762 0.7827
S1 0.7753 0.7803

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

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