CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.7727 0.7771 0.0045 0.6% 0.7778
High 0.7784 0.7786 0.0002 0.0% 0.7818
Low 0.7722 0.7723 0.0002 0.0% 0.7715
Close 0.7776 0.7736 -0.0040 -0.5% 0.7736
Range 0.0063 0.0063 0.0000 0.0% 0.0103
ATR 0.0070 0.0069 -0.0001 -0.8% 0.0000
Volume 289 275 -14 -4.8% 1,242
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.7936 0.7898 0.7770
R3 0.7873 0.7836 0.7753
R2 0.7811 0.7811 0.7747
R1 0.7773 0.7773 0.7741 0.7761
PP 0.7748 0.7748 0.7748 0.7742
S1 0.7711 0.7711 0.7730 0.7698
S2 0.7686 0.7686 0.7724
S3 0.7623 0.7648 0.7718
S4 0.7561 0.7586 0.7701
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8064 0.8002 0.7792
R3 0.7961 0.7900 0.7764
R2 0.7859 0.7859 0.7754
R1 0.7797 0.7797 0.7745 0.7777
PP 0.7756 0.7756 0.7756 0.7746
S1 0.7695 0.7695 0.7726 0.7674
S2 0.7654 0.7654 0.7717
S3 0.7551 0.7592 0.7707
S4 0.7449 0.7490 0.7679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7715 0.0103 1.3% 0.0062 0.8% 20% False False 248
10 0.7894 0.7692 0.0202 2.6% 0.0066 0.8% 22% False False 251
20 0.7894 0.7680 0.0214 2.8% 0.0068 0.9% 26% False False 193
40 0.7894 0.7537 0.0357 4.6% 0.0067 0.9% 56% False False 118
60 0.7894 0.7537 0.0357 4.6% 0.0069 0.9% 56% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7949
1.618 0.7887
1.000 0.7848
0.618 0.7824
HIGH 0.7786
0.618 0.7762
0.500 0.7754
0.382 0.7747
LOW 0.7723
0.618 0.7684
1.000 0.7661
1.618 0.7622
2.618 0.7559
4.250 0.7457
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.7754 0.7758
PP 0.7748 0.7751
S1 0.7742 0.7743

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

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