CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 0.7775 0.7732 -0.0043 -0.6% 0.7777
High 0.7784 0.7758 -0.0026 -0.3% 0.7815
Low 0.7720 0.7706 -0.0014 -0.2% 0.7711
Close 0.7733 0.7755 0.0022 0.3% 0.7733
Range 0.0064 0.0052 -0.0012 -18.8% 0.0104
ATR 0.0071 0.0069 -0.0001 -1.9% 0.0000
Volume 78,659 61,234 -17,425 -22.2% 418,360
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 0.7896 0.7877 0.7783
R3 0.7844 0.7825 0.7769
R2 0.7792 0.7792 0.7764
R1 0.7773 0.7773 0.7759 0.7782
PP 0.7740 0.7740 0.7740 0.7744
S1 0.7721 0.7721 0.7750 0.7730
S2 0.7688 0.7688 0.7745
S3 0.7636 0.7669 0.7740
S4 0.7584 0.7617 0.7726
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8063 0.8002 0.7790
R3 0.7960 0.7898 0.7761
R2 0.7856 0.7856 0.7752
R1 0.7795 0.7795 0.7742 0.7774
PP 0.7753 0.7753 0.7753 0.7742
S1 0.7691 0.7691 0.7724 0.7670
S2 0.7649 0.7649 0.7714
S3 0.7546 0.7588 0.7705
S4 0.7442 0.7484 0.7676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7815 0.7706 0.0109 1.4% 0.0064 0.8% 45% False True 81,759
10 0.7858 0.7689 0.0169 2.2% 0.0067 0.9% 39% False False 89,158
20 0.7892 0.7676 0.0216 2.8% 0.0070 0.9% 36% False False 88,837
40 0.7892 0.7534 0.0358 4.6% 0.0068 0.9% 62% False False 84,492
60 0.7892 0.7534 0.0358 4.6% 0.0072 0.9% 62% False False 77,128
80 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 46% False False 58,033
100 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 46% False False 46,453
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7979
2.618 0.7894
1.618 0.7842
1.000 0.7810
0.618 0.7790
HIGH 0.7758
0.618 0.7738
0.500 0.7732
0.382 0.7726
LOW 0.7706
0.618 0.7674
1.000 0.7654
1.618 0.7622
2.618 0.7570
4.250 0.7485
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 0.7747 0.7751
PP 0.7740 0.7748
S1 0.7732 0.7745

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

View Archives - Comment on this page... - Back to Index of Symbols