CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 0.7591 0.7571 -0.0021 -0.3% 0.7489
High 0.7606 0.7574 -0.0032 -0.4% 0.7621
Low 0.7561 0.7514 -0.0047 -0.6% 0.7482
Close 0.7570 0.7519 -0.0051 -0.7% 0.7590
Range 0.0046 0.0060 0.0015 31.9% 0.0139
ATR 0.0059 0.0059 0.0000 0.2% 0.0000
Volume 18 19 1 5.6% 214
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7716 0.7677 0.7552
R3 0.7656 0.7617 0.7536
R2 0.7596 0.7596 0.7530
R1 0.7557 0.7557 0.7525 0.7547
PP 0.7536 0.7536 0.7536 0.7530
S1 0.7497 0.7497 0.7514 0.7487
S2 0.7476 0.7476 0.7508
S3 0.7416 0.7437 0.7503
S4 0.7356 0.7377 0.7486
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7925 0.7666
R3 0.7842 0.7786 0.7628
R2 0.7703 0.7703 0.7615
R1 0.7647 0.7647 0.7603 0.7675
PP 0.7564 0.7564 0.7564 0.7579
S1 0.7508 0.7508 0.7577 0.7536
S2 0.7425 0.7425 0.7565
S3 0.7286 0.7369 0.7552
S4 0.7147 0.7230 0.7514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7621 0.7514 0.0107 1.4% 0.0045 0.6% 5% False True 30
10 0.7719 0.7482 0.0237 3.1% 0.0065 0.9% 16% False False 51
20 0.7779 0.7482 0.0297 3.9% 0.0058 0.8% 12% False False 43
40 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 9% False False 32
60 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 9% False False 22
80 0.7895 0.7482 0.0413 5.5% 0.0059 0.8% 9% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7829
2.618 0.7731
1.618 0.7671
1.000 0.7634
0.618 0.7611
HIGH 0.7574
0.618 0.7551
0.500 0.7544
0.382 0.7537
LOW 0.7514
0.618 0.7477
1.000 0.7454
1.618 0.7417
2.618 0.7357
4.250 0.7259
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 0.7544 0.7568
PP 0.7536 0.7551
S1 0.7527 0.7535

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

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