CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 0.7662 0.7741 0.0080 1.0% 0.7742
High 0.7750 0.7769 0.0019 0.2% 0.7778
Low 0.7657 0.7733 0.0076 1.0% 0.7651
Close 0.7748 0.7765 0.0017 0.2% 0.7748
Range 0.0093 0.0037 -0.0057 -60.8% 0.0127
ATR 0.0067 0.0064 -0.0002 -3.2% 0.0000
Volume 53 72 19 35.8% 211
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7865 0.7852 0.7785
R3 0.7829 0.7815 0.7775
R2 0.7792 0.7792 0.7772
R1 0.7779 0.7779 0.7768 0.7785
PP 0.7756 0.7756 0.7756 0.7759
S1 0.7742 0.7742 0.7762 0.7749
S2 0.7719 0.7719 0.7758
S3 0.7683 0.7706 0.7755
S4 0.7646 0.7669 0.7745
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% 0.0065 0.8% 90% False False 56
10 0.7800 0.7651 0.0149 1.9% 0.0057 0.7% 77% False False 42
20 0.7895 0.7651 0.0244 3.1% 0.0057 0.7% 47% False False 28
40 0.7895 0.7600 0.0295 3.8% 0.0059 0.8% 56% False False 16
60 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 64% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7865
1.618 0.7828
1.000 0.7806
0.618 0.7792
HIGH 0.7769
0.618 0.7755
0.500 0.7751
0.382 0.7746
LOW 0.7733
0.618 0.7710
1.000 0.7696
1.618 0.7673
2.618 0.7637
4.250 0.7577
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 0.7760 0.7747
PP 0.7756 0.7728
S1 0.7751 0.7710

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

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