CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 0.7775 0.7819 0.0045 0.6% 0.7878
High 0.7840 0.7841 0.0001 0.0% 0.8009
Low 0.7739 0.7775 0.0036 0.5% 0.7694
Close 0.7832 0.7797 -0.0036 -0.5% 0.7713
Range 0.0102 0.0067 -0.0035 -34.5% 0.0315
ATR 0.0084 0.0083 -0.0001 -1.5% 0.0000
Volume 2,320 4,136 1,816 78.3% 10,545
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8004 0.7967 0.7833
R3 0.7937 0.7900 0.7815
R2 0.7871 0.7871 0.7809
R1 0.7834 0.7834 0.7803 0.7819
PP 0.7804 0.7804 0.7804 0.7797
S1 0.7767 0.7767 0.7790 0.7752
S2 0.7738 0.7738 0.7784
S3 0.7671 0.7701 0.7778
S4 0.7605 0.7634 0.7760
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% 0.0116 1.5% 33% False False 3,823
10 0.8009 0.7694 0.0315 4.0% 0.0096 1.2% 33% False False 2,366
20 0.8009 0.7589 0.0420 5.4% 0.0074 0.9% 49% False False 1,279
40 0.8009 0.7570 0.0439 5.6% 0.0077 1.0% 52% False False 709
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8124
2.618 0.8015
1.618 0.7949
1.000 0.7908
0.618 0.7882
HIGH 0.7841
0.618 0.7816
0.500 0.7808
0.382 0.7800
LOW 0.7775
0.618 0.7733
1.000 0.7708
1.618 0.7667
2.618 0.7600
4.250 0.7492
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 0.7808 0.7791
PP 0.7804 0.7785
S1 0.7800 0.7779

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

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