CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 0.7710 0.7753 0.0043 0.6% 0.7732
High 0.7770 0.7775 0.0006 0.1% 0.7797
Low 0.7701 0.7716 0.0015 0.2% 0.7678
Close 0.7764 0.7753 -0.0011 -0.1% 0.7714
Range 0.0069 0.0060 -0.0009 -13.1% 0.0119
ATR 0.0066 0.0065 0.0000 -0.7% 0.0000
Volume 141,346 93,508 -47,838 -33.8% 375,691
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7926 0.7899 0.7786
R3 0.7867 0.7840 0.7769
R2 0.7807 0.7807 0.7764
R1 0.7780 0.7780 0.7758 0.7794
PP 0.7748 0.7748 0.7748 0.7755
S1 0.7721 0.7721 0.7748 0.7734
S2 0.7688 0.7688 0.7742
S3 0.7629 0.7661 0.7737
S4 0.7569 0.7602 0.7720
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% 0.0060 0.8% 63% False False 96,083
10 0.7799 0.7678 0.0122 1.6% 0.0061 0.8% 62% False False 87,987
20 0.7892 0.7678 0.0215 2.8% 0.0066 0.8% 35% False False 89,834
40 0.7892 0.7587 0.0306 3.9% 0.0067 0.9% 55% False False 86,833
60 0.7892 0.7534 0.0358 4.6% 0.0069 0.9% 61% False False 85,619
80 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 46% False False 64,887
100 0.8009 0.7534 0.0475 6.1% 0.0072 0.9% 46% False False 51,939
120 0.8009 0.7446 0.0563 7.3% 0.0072 0.9% 55% False False 43,296
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7931
1.618 0.7871
1.000 0.7835
0.618 0.7812
HIGH 0.7775
0.618 0.7752
0.500 0.7745
0.382 0.7738
LOW 0.7716
0.618 0.7679
1.000 0.7656
1.618 0.7619
2.618 0.7560
4.250 0.7463
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 0.7750 0.7744
PP 0.7748 0.7735
S1 0.7745 0.7726

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

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