CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 0.7713 0.7749 0.0036 0.5% 0.7748
High 0.7756 0.7790 0.0034 0.4% 0.7820
Low 0.7706 0.7703 -0.0003 0.0% 0.7698
Close 0.7746 0.7775 0.0029 0.4% 0.7706
Range 0.0051 0.0087 0.0037 72.3% 0.0123
ATR 0.0070 0.0071 0.0001 1.7% 0.0000
Volume 68,175 88,294 20,119 29.5% 431,828
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 0.8017 0.7983 0.7822
R3 0.7930 0.7896 0.7798
R2 0.7843 0.7843 0.7790
R1 0.7809 0.7809 0.7782 0.7826
PP 0.7756 0.7756 0.7756 0.7764
S1 0.7722 0.7722 0.7767 0.7739
S2 0.7669 0.7669 0.7759
S3 0.7582 0.7635 0.7751
S4 0.7495 0.7548 0.7727
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 0.7790 0.7676 0.0114 1.5% 0.0075 1.0% 87% True False 85,315
10 0.7820 0.7676 0.0144 1.9% 0.0070 0.9% 68% False False 83,413
20 0.7820 0.7587 0.0234 3.0% 0.0070 0.9% 81% False False 84,213
40 0.7853 0.7534 0.0319 4.1% 0.0070 0.9% 76% False False 84,432
60 0.8009 0.7534 0.0475 6.1% 0.0075 1.0% 51% False False 59,176
80 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 51% False False 44,420
100 0.8009 0.7475 0.0534 6.9% 0.0073 0.9% 56% False False 35,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8159
2.618 0.8017
1.618 0.7930
1.000 0.7877
0.618 0.7843
HIGH 0.7790
0.618 0.7756
0.500 0.7746
0.382 0.7736
LOW 0.7703
0.618 0.7649
1.000 0.7616
1.618 0.7562
2.618 0.7475
4.250 0.7333
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 0.7765 0.7761
PP 0.7756 0.7747
S1 0.7746 0.7733

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

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