CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 0.7750 0.7729 -0.0021 -0.3% 0.7750
High 0.7776 0.7760 -0.0016 -0.2% 0.7853
Low 0.7723 0.7710 -0.0013 -0.2% 0.7705
Close 0.7753 0.7758 0.0005 0.1% 0.7753
Range 0.0053 0.0050 -0.0003 -5.7% 0.0149
ATR 0.0079 0.0077 -0.0002 -2.6% 0.0000
Volume 34 18 -16 -47.1% 293
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7893 0.7875 0.7786
R3 0.7843 0.7825 0.7772
R2 0.7793 0.7793 0.7767
R1 0.7775 0.7775 0.7763 0.7784
PP 0.7743 0.7743 0.7743 0.7747
S1 0.7725 0.7725 0.7753 0.7734
S2 0.7693 0.7693 0.7749
S3 0.7643 0.7675 0.7744
S4 0.7593 0.7625 0.7731
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8216 0.8133 0.7835
R3 0.8067 0.7984 0.7794
R2 0.7919 0.7919 0.7780
R1 0.7836 0.7836 0.7767 0.7877
PP 0.7770 0.7770 0.7770 0.7791
S1 0.7687 0.7687 0.7739 0.7729
S2 0.7622 0.7622 0.7726
S3 0.7473 0.7539 0.7712
S4 0.7325 0.7390 0.7671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7705 0.0149 1.9% 0.0071 0.9% 36% False False 45
10 0.7853 0.7634 0.0219 2.8% 0.0072 0.9% 57% False False 40
20 0.8008 0.7630 0.0378 4.9% 0.0077 1.0% 34% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7891
1.618 0.7841
1.000 0.7810
0.618 0.7791
HIGH 0.7760
0.618 0.7741
0.500 0.7735
0.382 0.7729
LOW 0.7710
0.618 0.7679
1.000 0.7660
1.618 0.7629
2.618 0.7579
4.250 0.7498
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 0.7750 0.7782
PP 0.7743 0.7774
S1 0.7735 0.7766

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

View Archives - Comment on this page... - Back to Index of Symbols