CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 0.7724 0.7662 -0.0063 -0.8% 0.7742
High 0.7724 0.7750 0.0026 0.3% 0.7778
Low 0.7651 0.7657 0.0006 0.1% 0.7651
Close 0.7656 0.7748 0.0093 1.2% 0.7748
Range 0.0073 0.0093 0.0020 27.4% 0.0127
ATR 0.0064 0.0067 0.0002 3.3% 0.0000
Volume 36 53 17 47.2% 211
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7997 0.7966 0.7799
R3 0.7904 0.7873 0.7774
R2 0.7811 0.7811 0.7765
R1 0.7780 0.7780 0.7757 0.7796
PP 0.7718 0.7718 0.7718 0.7726
S1 0.7687 0.7687 0.7739 0.7703
S2 0.7625 0.7625 0.7731
S3 0.7532 0.7594 0.7722
S4 0.7439 0.7501 0.7697
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8105 0.8053 0.7818
R3 0.7979 0.7927 0.7783
R2 0.7852 0.7852 0.7771
R1 0.7800 0.7800 0.7760 0.7826
PP 0.7726 0.7726 0.7726 0.7739
S1 0.7674 0.7674 0.7736 0.7700
S2 0.7599 0.7599 0.7725
S3 0.7473 0.7547 0.7713
S4 0.7346 0.7421 0.7678
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 1.6% 0.0071 0.9% 77% False False 57
10 0.7800 0.7651 0.0149 1.9% 0.0060 0.8% 65% False False 37
20 0.7895 0.7651 0.0244 3.1% 0.0060 0.8% 40% False False 25
40 0.7895 0.7595 0.0301 3.9% 0.0060 0.8% 51% False False 14
60 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 59% False False 11
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8145
2.618 0.7993
1.618 0.7900
1.000 0.7843
0.618 0.7807
HIGH 0.7750
0.618 0.7714
0.500 0.7704
0.382 0.7693
LOW 0.7657
0.618 0.7600
1.000 0.7564
1.618 0.7507
2.618 0.7414
4.250 0.7262
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 0.7733 0.7737
PP 0.7718 0.7726
S1 0.7704 0.7714

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

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