CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 26-Apr-2021
Day Change Summary
Previous Current
23-Apr-2021 26-Apr-2021 Change Change % Previous Week
Open 0.7712 0.7748 0.0036 0.5% 0.7730
High 0.7763 0.7817 0.0055 0.7% 0.7818
Low 0.7702 0.7743 0.0042 0.5% 0.7693
Close 0.7758 0.7807 0.0050 0.6% 0.7758
Range 0.0061 0.0074 0.0013 21.3% 0.0125
ATR 0.0071 0.0071 0.0000 0.3% 0.0000
Volume 67,496 80,802 13,306 19.7% 424,225
Daily Pivots for day following 26-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8011 0.7983 0.7848
R3 0.7937 0.7909 0.7827
R2 0.7863 0.7863 0.7821
R1 0.7835 0.7835 0.7814 0.7849
PP 0.7789 0.7789 0.7789 0.7796
S1 0.7761 0.7761 0.7800 0.7775
S2 0.7715 0.7715 0.7793
S3 0.7641 0.7687 0.7787
S4 0.7567 0.7613 0.7766
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8131 0.8069 0.7826
R3 0.8006 0.7944 0.7792
R2 0.7881 0.7881 0.7780
R1 0.7819 0.7819 0.7769 0.7850
PP 0.7756 0.7756 0.7756 0.7771
S1 0.7694 0.7694 0.7746 0.7725
S2 0.7631 0.7631 0.7735
S3 0.7506 0.7569 0.7723
S4 0.7381 0.7444 0.7689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7693 0.0125 1.6% 0.0076 1.0% 92% False False 84,763
10 0.7818 0.7587 0.0231 3.0% 0.0071 0.9% 95% False False 85,424
20 0.7818 0.7534 0.0284 3.6% 0.0067 0.9% 96% False False 80,147
40 0.7853 0.7534 0.0319 4.1% 0.0074 0.9% 86% False False 71,274
60 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 58% False False 47,766
80 0.8009 0.7534 0.0475 6.1% 0.0075 1.0% 58% False False 35,858
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 True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8011
1.618 0.7937
1.000 0.7891
0.618 0.7863
HIGH 0.7817
0.618 0.7789
0.500 0.7780
0.382 0.7771
LOW 0.7743
0.618 0.7697
1.000 0.7669
1.618 0.7623
2.618 0.7549
4.250 0.7429
Fisher Pivots for day following 26-Apr-2021
Pivot 1 day 3 day
R1 0.7798 0.7790
PP 0.7789 0.7772
S1 0.7780 0.7755

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

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