CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 0.7610 0.7653 0.0043 0.6% 0.7640
High 0.7663 0.7671 0.0008 0.1% 0.7667
Low 0.7601 0.7608 0.0007 0.1% 0.7534
Close 0.7656 0.7666 0.0010 0.1% 0.7619
Range 0.0062 0.0064 0.0002 2.4% 0.0133
ATR 0.0075 0.0074 -0.0001 -1.1% 0.0000
Volume 45,804 75,634 29,830 65.1% 334,239
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7839 0.7816 0.7701
R3 0.7775 0.7752 0.7683
R2 0.7712 0.7712 0.7678
R1 0.7689 0.7689 0.7672 0.7700
PP 0.7648 0.7648 0.7648 0.7654
S1 0.7625 0.7625 0.7660 0.7637
S2 0.7585 0.7585 0.7654
S3 0.7521 0.7562 0.7649
S4 0.7458 0.7498 0.7631
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8004 0.7944 0.7691
R3 0.7871 0.7811 0.7655
R2 0.7739 0.7739 0.7643
R1 0.7679 0.7679 0.7631 0.7643
PP 0.7606 0.7606 0.7606 0.7588
S1 0.7546 0.7546 0.7606 0.7510
S2 0.7474 0.7474 0.7594
S3 0.7341 0.7414 0.7582
S4 0.7209 0.7281 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7671 0.7534 0.0137 1.8% 0.0068 0.9% 96% True False 76,532
10 0.7750 0.7534 0.0216 2.8% 0.0069 0.9% 61% False False 83,028
20 0.7853 0.7534 0.0319 4.2% 0.0072 0.9% 41% False False 83,191
40 0.8009 0.7534 0.0475 6.2% 0.0076 1.0% 28% False False 42,940
60 0.8009 0.7534 0.0475 6.2% 0.0076 1.0% 28% False False 28,676
80 0.8009 0.7446 0.0563 7.3% 0.0074 1.0% 39% False False 21,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7837
1.618 0.7774
1.000 0.7735
0.618 0.7710
HIGH 0.7671
0.618 0.7647
0.500 0.7639
0.382 0.7632
LOW 0.7608
0.618 0.7568
1.000 0.7544
1.618 0.7505
2.618 0.7441
4.250 0.7338
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 0.7657 0.7645
PP 0.7648 0.7624
S1 0.7639 0.7603

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

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