CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 0.7787 0.7857 0.0070 0.9% 0.7731
High 0.7867 0.7894 0.0027 0.3% 0.7867
Low 0.7766 0.7831 0.0066 0.8% 0.7680
Close 0.7851 0.7845 -0.0006 -0.1% 0.7851
Range 0.0101 0.0063 -0.0039 -38.1% 0.0187
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 111 72 -39 -35.1% 849
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 0.8044 0.8007 0.7879
R3 0.7982 0.7945 0.7862
R2 0.7919 0.7919 0.7856
R1 0.7882 0.7882 0.7851 0.7869
PP 0.7857 0.7857 0.7857 0.7850
S1 0.7820 0.7820 0.7839 0.7807
S2 0.7794 0.7794 0.7834
S3 0.7732 0.7757 0.7828
S4 0.7669 0.7695 0.7811
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8292 0.7953
R3 0.8173 0.8105 0.7902
R2 0.7986 0.7986 0.7885
R1 0.7918 0.7918 0.7868 0.7952
PP 0.7799 0.7799 0.7799 0.7816
S1 0.7731 0.7731 0.7833 0.7765
S2 0.7612 0.7612 0.7816
S3 0.7425 0.7544 0.7799
S4 0.7238 0.7357 0.7748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7894 0.7680 0.0214 2.7% 0.0076 1.0% 77% True False 165
10 0.7894 0.7680 0.0214 2.7% 0.0070 0.9% 77% True False 140
20 0.7894 0.7594 0.0300 3.8% 0.0070 0.9% 84% True False 97
40 0.7894 0.7537 0.0357 4.6% 0.0068 0.9% 86% True False 69
60 0.8008 0.7537 0.0471 6.0% 0.0070 0.9% 65% False False 54
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 False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8159
2.618 0.8057
1.618 0.7995
1.000 0.7956
0.618 0.7932
HIGH 0.7894
0.618 0.7870
0.500 0.7862
0.382 0.7855
LOW 0.7831
0.618 0.7792
1.000 0.7769
1.618 0.7730
2.618 0.7667
4.250 0.7565
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 0.7862 0.7830
PP 0.7857 0.7815
S1 0.7851 0.7800

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

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