CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 0.7792 0.7770 -0.0022 -0.3% 0.7748
High 0.7820 0.7786 -0.0035 -0.4% 0.7820
Low 0.7752 0.7698 -0.0054 -0.7% 0.7698
Close 0.7777 0.7706 -0.0071 -0.9% 0.7706
Range 0.0069 0.0088 0.0020 28.5% 0.0123
ATR 0.0069 0.0071 0.0001 1.9% 0.0000
Volume 91,756 91,766 10 0.0% 431,828
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7994 0.7938 0.7754
R3 0.7906 0.7850 0.7730
R2 0.7818 0.7818 0.7722
R1 0.7762 0.7762 0.7714 0.7746
PP 0.7730 0.7730 0.7730 0.7722
S1 0.7674 0.7674 0.7698 0.7658
S2 0.7642 0.7642 0.7690
S3 0.7554 0.7586 0.7682
S4 0.7466 0.7498 0.7658
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8109 0.8030 0.7773
R3 0.7986 0.7907 0.7740
R2 0.7864 0.7864 0.7728
R1 0.7785 0.7785 0.7717 0.7763
PP 0.7741 0.7741 0.7741 0.7730
S1 0.7662 0.7662 0.7695 0.7641
S2 0.7619 0.7619 0.7684
S3 0.7496 0.7540 0.7672
S4 0.7374 0.7417 0.7639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7698 0.0123 1.6% 0.0070 0.9% 7% False True 86,365
10 0.7820 0.7693 0.0128 1.7% 0.0073 0.9% 11% False False 85,605
20 0.7820 0.7587 0.0234 3.0% 0.0068 0.9% 51% False False 80,987
40 0.7853 0.7534 0.0319 4.1% 0.0072 0.9% 54% False False 79,602
60 0.8009 0.7534 0.0475 6.2% 0.0074 1.0% 36% False False 53,604
80 0.8009 0.7534 0.0475 6.2% 0.0075 1.0% 36% False False 40,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8160
2.618 0.8016
1.618 0.7928
1.000 0.7874
0.618 0.7840
HIGH 0.7786
0.618 0.7752
0.500 0.7742
0.382 0.7731
LOW 0.7698
0.618 0.7643
1.000 0.7610
1.618 0.7555
2.618 0.7467
4.250 0.7324
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 0.7742 0.7759
PP 0.7730 0.7741
S1 0.7718 0.7724

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

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