CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 0.7732 0.7754 0.0022 0.3% 0.7777
High 0.7758 0.7777 0.0019 0.2% 0.7815
Low 0.7706 0.7734 0.0028 0.4% 0.7711
Close 0.7755 0.7756 0.0001 0.0% 0.7733
Range 0.0052 0.0044 -0.0009 -16.3% 0.0104
ATR 0.0069 0.0068 -0.0002 -2.7% 0.0000
Volume 61,234 68,894 7,660 12.5% 418,360
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 0.7886 0.7864 0.7779
R3 0.7842 0.7821 0.7767
R2 0.7799 0.7799 0.7763
R1 0.7777 0.7777 0.7759 0.7788
PP 0.7755 0.7755 0.7755 0.7761
S1 0.7734 0.7734 0.7752 0.7745
S2 0.7712 0.7712 0.7748
S3 0.7668 0.7690 0.7744
S4 0.7625 0.7647 0.7732
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 0.7799 0.7706 0.0093 1.2% 0.0063 0.8% 53% False False 79,891
10 0.7845 0.7689 0.0156 2.0% 0.0067 0.9% 43% False False 86,772
20 0.7892 0.7676 0.0216 2.8% 0.0070 0.9% 37% False False 88,719
40 0.7892 0.7534 0.0358 4.6% 0.0069 0.9% 62% False False 84,389
60 0.7892 0.7534 0.0358 4.6% 0.0072 0.9% 62% False False 78,197
80 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 47% False False 58,892
100 0.8009 0.7534 0.0475 6.1% 0.0074 1.0% 47% False False 47,141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7962
2.618 0.7891
1.618 0.7847
1.000 0.7821
0.618 0.7804
HIGH 0.7777
0.618 0.7760
0.500 0.7755
0.382 0.7750
LOW 0.7734
0.618 0.7707
1.000 0.7690
1.618 0.7663
2.618 0.7620
4.250 0.7549
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 0.7755 0.7752
PP 0.7755 0.7748
S1 0.7755 0.7745

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

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