CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 0.7819 0.7781 -0.0039 -0.5% 0.7878
High 0.7841 0.7818 -0.0024 -0.3% 0.8009
Low 0.7775 0.7712 -0.0063 -0.8% 0.7694
Close 0.7797 0.7732 -0.0065 -0.8% 0.7713
Range 0.0067 0.0106 0.0039 58.6% 0.0315
ATR 0.0083 0.0085 0.0002 1.9% 0.0000
Volume 4,136 6,680 2,544 61.5% 10,545
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8070 0.8007 0.7790
R3 0.7965 0.7901 0.7761
R2 0.7859 0.7859 0.7751
R1 0.7796 0.7796 0.7742 0.7775
PP 0.7754 0.7754 0.7754 0.7743
S1 0.7690 0.7690 0.7722 0.7669
S2 0.7648 0.7648 0.7713
S3 0.7543 0.7585 0.7703
S4 0.7437 0.7479 0.7674
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 0.7885 0.7694 0.0191 2.5% 0.0108 1.4% 20% False False 4,333
10 0.8009 0.7694 0.0315 4.1% 0.0101 1.3% 12% False False 3,004
20 0.8009 0.7589 0.0420 5.4% 0.0078 1.0% 34% False False 1,609
40 0.8009 0.7570 0.0439 5.7% 0.0077 1.0% 37% False False 874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8266
2.618 0.8094
1.618 0.7988
1.000 0.7923
0.618 0.7883
HIGH 0.7818
0.618 0.7777
0.500 0.7765
0.382 0.7752
LOW 0.7712
0.618 0.7647
1.000 0.7607
1.618 0.7541
2.618 0.7436
4.250 0.7264
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 0.7765 0.7777
PP 0.7754 0.7762
S1 0.7743 0.7747

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

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