CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 0.7742 0.7710 -0.0032 -0.4% 0.7732
High 0.7748 0.7770 0.0022 0.3% 0.7797
Low 0.7678 0.7701 0.0024 0.3% 0.7678
Close 0.7714 0.7764 0.0050 0.6% 0.7714
Range 0.0070 0.0069 -0.0002 -2.1% 0.0119
ATR 0.0065 0.0066 0.0000 0.3% 0.0000
Volume 86,030 141,346 55,316 64.3% 375,691
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7950 0.7926 0.7802
R3 0.7882 0.7857 0.7783
R2 0.7813 0.7813 0.7777
R1 0.7789 0.7789 0.7770 0.7801
PP 0.7745 0.7745 0.7745 0.7751
S1 0.7720 0.7720 0.7758 0.7733
S2 0.7676 0.7676 0.7751
S3 0.7608 0.7652 0.7745
S4 0.7539 0.7583 0.7726
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8086 0.8019 0.7779
R3 0.7967 0.7900 0.7747
R2 0.7848 0.7848 0.7736
R1 0.7781 0.7781 0.7725 0.7755
PP 0.7729 0.7729 0.7729 0.7716
S1 0.7662 0.7662 0.7703 0.7636
S2 0.7610 0.7610 0.7692
S3 0.7491 0.7543 0.7681
S4 0.7372 0.7424 0.7649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7797 0.7678 0.0119 1.5% 0.0056 0.7% 73% False False 91,160
10 0.7815 0.7678 0.0137 1.8% 0.0060 0.8% 63% False False 86,460
20 0.7892 0.7676 0.0216 2.8% 0.0067 0.9% 41% False False 90,099
40 0.7892 0.7587 0.0306 3.9% 0.0068 0.9% 58% False False 86,386
60 0.7892 0.7534 0.0358 4.6% 0.0070 0.9% 64% False False 84,319
80 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 48% False False 63,721
100 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 48% False False 51,005
120 0.8009 0.7413 0.0596 7.7% 0.0072 0.9% 59% False False 42,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.7949
1.618 0.7880
1.000 0.7838
0.618 0.7812
HIGH 0.7770
0.618 0.7743
0.500 0.7735
0.382 0.7727
LOW 0.7701
0.618 0.7659
1.000 0.7633
1.618 0.7590
2.618 0.7522
4.250 0.7410
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 0.7754 0.7751
PP 0.7745 0.7737
S1 0.7735 0.7724

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.