CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 0.7589 0.7624 0.0035 0.5% 0.7645
High 0.7624 0.7664 0.0040 0.5% 0.7667
Low 0.7537 0.7603 0.0067 0.9% 0.7537
Close 0.7621 0.7658 0.0038 0.5% 0.7621
Range 0.0087 0.0061 -0.0027 -30.5% 0.0131
ATR 0.0073 0.0072 -0.0001 -1.2% 0.0000
Volume 44 23 -21 -47.7% 124
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7823 0.7801 0.7691
R3 0.7763 0.7741 0.7675
R2 0.7702 0.7702 0.7669
R1 0.7680 0.7680 0.7664 0.7691
PP 0.7642 0.7642 0.7642 0.7647
S1 0.7620 0.7620 0.7652 0.7631
S2 0.7581 0.7581 0.7647
S3 0.7521 0.7559 0.7641
S4 0.7460 0.7499 0.7625
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8000 0.7941 0.7692
R3 0.7869 0.7810 0.7656
R2 0.7739 0.7739 0.7644
R1 0.7680 0.7680 0.7632 0.7644
PP 0.7608 0.7608 0.7608 0.7590
S1 0.7549 0.7549 0.7609 0.7513
S2 0.7478 0.7478 0.7597
S3 0.7347 0.7419 0.7585
S4 0.7217 0.7288 0.7549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7537 0.0131 1.7% 0.0062 0.8% 93% False False 29
10 0.7760 0.7537 0.0224 2.9% 0.0064 0.8% 54% False False 40
20 0.7853 0.7537 0.0317 4.1% 0.0069 0.9% 38% False False 42
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7822
1.618 0.7761
1.000 0.7724
0.618 0.7701
HIGH 0.7664
0.618 0.7640
0.500 0.7633
0.382 0.7626
LOW 0.7603
0.618 0.7566
1.000 0.7543
1.618 0.7505
2.618 0.7445
4.250 0.7346
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 0.7650 0.7639
PP 0.7642 0.7619
S1 0.7633 0.7600

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

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