CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 0.7776 0.7724 -0.0052 -0.7% 0.7730
High 0.7778 0.7724 -0.0054 -0.7% 0.7800
Low 0.7721 0.7651 -0.0070 -0.9% 0.7684
Close 0.7758 0.7656 -0.0102 -1.3% 0.7719
Range 0.0057 0.0073 0.0017 29.2% 0.0117
ATR 0.0061 0.0064 0.0003 5.3% 0.0000
Volume 17 36 19 111.8% 139
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7896 0.7849 0.7696
R3 0.7823 0.7776 0.7676
R2 0.7750 0.7750 0.7669
R1 0.7703 0.7703 0.7662 0.7690
PP 0.7677 0.7677 0.7677 0.7670
S1 0.7630 0.7630 0.7649 0.7617
S2 0.7604 0.7604 0.7642
S3 0.7531 0.7557 0.7635
S4 0.7458 0.7484 0.7615
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 0.7778 0.7651 0.0127 1.7% 0.0059 0.8% 4% False True 57
10 0.7800 0.7651 0.0149 1.9% 0.0056 0.7% 3% False True 32
20 0.7895 0.7651 0.0244 3.2% 0.0060 0.8% 2% False True 23
40 0.7895 0.7595 0.0301 3.9% 0.0059 0.8% 20% False False 13
60 0.7895 0.7539 0.0357 4.7% 0.0059 0.8% 33% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8034
2.618 0.7915
1.618 0.7842
1.000 0.7797
0.618 0.7769
HIGH 0.7724
0.618 0.7696
0.500 0.7688
0.382 0.7679
LOW 0.7651
0.618 0.7606
1.000 0.7578
1.618 0.7533
2.618 0.7460
4.250 0.7341
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 0.7688 0.7714
PP 0.7677 0.7695
S1 0.7666 0.7675

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

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