CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 0.7752 0.7706 -0.0046 -0.6% 0.7740
High 0.7776 0.7724 -0.0052 -0.7% 0.7776
Low 0.7689 0.7695 0.0006 0.1% 0.7689
Close 0.7703 0.7719 0.0016 0.2% 0.7703
Range 0.0088 0.0030 -0.0058 -66.3% 0.0088
ATR 0.0064 0.0062 -0.0002 -3.9% 0.0000
Volume 24,328 275 -24,053 -98.9% 480,412
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7801 0.7789 0.7735
R3 0.7771 0.7760 0.7727
R2 0.7742 0.7742 0.7724
R1 0.7730 0.7730 0.7721 0.7736
PP 0.7712 0.7712 0.7712 0.7715
S1 0.7701 0.7701 0.7716 0.7707
S2 0.7683 0.7683 0.7713
S3 0.7653 0.7671 0.7710
S4 0.7624 0.7642 0.7702
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% 0.0047 0.6% 34% False False 80,983
10 0.7776 0.7646 0.0131 1.7% 0.0060 0.8% 56% False False 98,330
20 0.7815 0.7646 0.0169 2.2% 0.0060 0.8% 43% False False 88,867
40 0.7892 0.7646 0.0247 3.2% 0.0067 0.9% 30% False False 89,488
60 0.7892 0.7534 0.0358 4.6% 0.0066 0.9% 52% False False 86,804
80 0.8009 0.7534 0.0475 6.1% 0.0073 0.9% 39% False False 74,220
100 0.8009 0.7534 0.0475 6.1% 0.0071 0.9% 39% False False 59,415
120 0.8009 0.7475 0.0534 6.9% 0.0072 0.9% 46% False False 49,532
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7801
1.618 0.7772
1.000 0.7754
0.618 0.7742
HIGH 0.7724
0.618 0.7713
0.500 0.7709
0.382 0.7706
LOW 0.7695
0.618 0.7676
1.000 0.7665
1.618 0.7647
2.618 0.7617
4.250 0.7569
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 0.7715 0.7732
PP 0.7712 0.7728
S1 0.7709 0.7723

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.