CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 0.7582 0.7640 0.0059 0.8% 0.7723
High 0.7647 0.7659 0.0012 0.2% 0.7759
Low 0.7582 0.7618 0.0036 0.5% 0.7566
Close 0.7626 0.7632 0.0006 0.1% 0.7626
Range 0.0065 0.0041 -0.0024 -36.9% 0.0194
ATR 0.0079 0.0077 -0.0003 -3.5% 0.0000
Volume 77,551 73,015 -4,536 -5.8% 438,148
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7759 0.7736 0.7654
R3 0.7718 0.7695 0.7643
R2 0.7677 0.7677 0.7639
R1 0.7654 0.7654 0.7635 0.7645
PP 0.7636 0.7636 0.7636 0.7631
S1 0.7613 0.7613 0.7628 0.7604
S2 0.7595 0.7595 0.7624
S3 0.7554 0.7572 0.7620
S4 0.7513 0.7531 0.7609
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8231 0.8122 0.7732
R3 0.8037 0.7928 0.7679
R2 0.7844 0.7844 0.7661
R1 0.7735 0.7735 0.7643 0.7692
PP 0.7650 0.7650 0.7650 0.7629
S1 0.7541 0.7541 0.7608 0.7499
S2 0.7457 0.7457 0.7590
S3 0.7263 0.7348 0.7572
S4 0.7070 0.7154 0.7519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7566 0.0185 2.4% 0.0069 0.9% 36% False False 89,523
10 0.7853 0.7566 0.0287 3.8% 0.0071 0.9% 23% False False 90,326
20 0.7853 0.7566 0.0287 3.8% 0.0079 1.0% 23% False False 65,813
40 0.8009 0.7566 0.0443 5.8% 0.0076 1.0% 15% False False 33,395
60 0.8009 0.7566 0.0443 5.8% 0.0077 1.0% 15% False False 22,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7766
1.618 0.7725
1.000 0.7700
0.618 0.7684
HIGH 0.7659
0.618 0.7643
0.500 0.7638
0.382 0.7633
LOW 0.7618
0.618 0.7592
1.000 0.7577
1.618 0.7551
2.618 0.7510
4.250 0.7443
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 0.7638 0.7625
PP 0.7636 0.7619
S1 0.7634 0.7612

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

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