CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 0.7757 0.7755 -0.0002 0.0% 0.7778
High 0.7779 0.7799 0.0020 0.3% 0.7818
Low 0.7737 0.7735 -0.0002 0.0% 0.7715
Close 0.7759 0.7750 -0.0009 -0.1% 0.7736
Range 0.0042 0.0064 0.0022 52.4% 0.0103
ATR 0.0066 0.0066 0.0000 -0.2% 0.0000
Volume 359 411 52 14.5% 1,242
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 0.7953 0.7915 0.7785
R3 0.7889 0.7851 0.7767
R2 0.7825 0.7825 0.7761
R1 0.7787 0.7787 0.7755 0.7774
PP 0.7761 0.7761 0.7761 0.7755
S1 0.7723 0.7723 0.7744 0.7710
S2 0.7697 0.7697 0.7738
S3 0.7633 0.7659 0.7732
S4 0.7569 0.7595 0.7714
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 0.7799 0.7710 0.0090 1.2% 0.0057 0.7% 45% True False 309
10 0.7818 0.7692 0.0126 1.6% 0.0060 0.8% 46% False False 310
20 0.7894 0.7680 0.0214 2.8% 0.0067 0.9% 33% False False 230
40 0.7894 0.7537 0.0357 4.6% 0.0066 0.9% 60% False False 140
60 0.7894 0.7537 0.0357 4.6% 0.0068 0.9% 60% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.7967
1.618 0.7903
1.000 0.7863
0.618 0.7839
HIGH 0.7799
0.618 0.7775
0.500 0.7767
0.382 0.7759
LOW 0.7735
0.618 0.7695
1.000 0.7671
1.618 0.7631
2.618 0.7567
4.250 0.7463
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 0.7767 0.7754
PP 0.7761 0.7753
S1 0.7755 0.7751

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

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