CME Australian Dollar Future December 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 0.7742 0.7776 0.0035 0.4% 0.7730
High 0.7773 0.7778 0.0005 0.1% 0.7800
Low 0.7707 0.7721 0.0014 0.2% 0.7684
Close 0.7769 0.7758 -0.0011 -0.1% 0.7719
Range 0.0066 0.0057 -0.0009 -13.7% 0.0117
ATR 0.0062 0.0061 0.0000 -0.6% 0.0000
Volume 105 17 -88 -83.8% 139
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7922 0.7896 0.7789
R3 0.7865 0.7840 0.7773
R2 0.7809 0.7809 0.7768
R1 0.7783 0.7783 0.7763 0.7768
PP 0.7752 0.7752 0.7752 0.7744
S1 0.7727 0.7727 0.7752 0.7711
S2 0.7696 0.7696 0.7747
S3 0.7639 0.7670 0.7742
S4 0.7583 0.7614 0.7726
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8084 0.8018 0.7783
R3 0.7967 0.7901 0.7751
R2 0.7851 0.7851 0.7740
R1 0.7785 0.7785 0.7729 0.7759
PP 0.7734 0.7734 0.7734 0.7721
S1 0.7668 0.7668 0.7708 0.7643
S2 0.7618 0.7618 0.7697
S3 0.7501 0.7552 0.7686
S4 0.7385 0.7435 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7684 0.0117 1.5% 0.0057 0.7% 64% False False 51
10 0.7800 0.7684 0.0117 1.5% 0.0053 0.7% 64% False False 30
20 0.7895 0.7684 0.0212 2.7% 0.0059 0.8% 35% False False 22
40 0.7895 0.7595 0.0301 3.9% 0.0059 0.8% 54% False False 12
60 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 61% False False 10
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 True
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8018
2.618 0.7925
1.618 0.7869
1.000 0.7834
0.618 0.7812
HIGH 0.7778
0.618 0.7756
0.500 0.7749
0.382 0.7743
LOW 0.7721
0.618 0.7686
1.000 0.7665
1.618 0.7630
2.618 0.7573
4.250 0.7481
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 0.7755 0.7749
PP 0.7752 0.7740
S1 0.7749 0.7731

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

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