CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 0.7732 0.7752 0.0020 0.3% 0.7740
High 0.7764 0.7776 0.0013 0.2% 0.7776
Low 0.7717 0.7689 -0.0029 -0.4% 0.7689
Close 0.7755 0.7703 -0.0053 -0.7% 0.7703
Range 0.0047 0.0088 0.0041 88.2% 0.0088
ATR 0.0062 0.0064 0.0002 2.9% 0.0000
Volume 114,339 24,328 -90,011 -78.7% 480,412
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7985 0.7931 0.7751
R3 0.7897 0.7844 0.7727
R2 0.7810 0.7810 0.7719
R1 0.7756 0.7756 0.7711 0.7739
PP 0.7722 0.7722 0.7722 0.7714
S1 0.7669 0.7669 0.7694 0.7652
S2 0.7635 0.7635 0.7686
S3 0.7547 0.7581 0.7678
S4 0.7460 0.7494 0.7654
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7985 0.7931 0.7751
R3 0.7897 0.7844 0.7727
R2 0.7810 0.7810 0.7719
R1 0.7756 0.7756 0.7711 0.7739
PP 0.7722 0.7722 0.7722 0.7714
S1 0.7669 0.7669 0.7694 0.7652
S2 0.7635 0.7635 0.7686
S3 0.7547 0.7581 0.7678
S4 0.7460 0.7494 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7689 0.0088 1.1% 0.0049 0.6% 16% True True 96,082
10 0.7776 0.7646 0.0131 1.7% 0.0065 0.8% 44% True False 106,905
20 0.7815 0.7646 0.0169 2.2% 0.0062 0.8% 34% False False 92,693
40 0.7892 0.7646 0.0247 3.2% 0.0067 0.9% 23% False False 91,179
60 0.7892 0.7534 0.0358 4.6% 0.0067 0.9% 47% False False 88,884
80 0.8009 0.7534 0.0475 6.2% 0.0073 0.9% 36% False False 74,220
100 0.8009 0.7534 0.0475 6.2% 0.0071 0.9% 36% False False 59,413
120 0.8009 0.7475 0.0534 6.9% 0.0072 0.9% 43% False False 49,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8005
1.618 0.7918
1.000 0.7864
0.618 0.7830
HIGH 0.7776
0.618 0.7743
0.500 0.7732
0.382 0.7722
LOW 0.7689
0.618 0.7634
1.000 0.7601
1.618 0.7547
2.618 0.7459
4.250 0.7317
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 0.7732 0.7732
PP 0.7722 0.7722
S1 0.7712 0.7712

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

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