CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 0.7624 0.7658 0.0034 0.4% 0.7645
High 0.7664 0.7673 0.0009 0.1% 0.7667
Low 0.7603 0.7611 0.0008 0.1% 0.7537
Close 0.7658 0.7668 0.0010 0.1% 0.7621
Range 0.0061 0.0062 0.0002 2.5% 0.0131
ATR 0.0072 0.0072 -0.0001 -1.0% 0.0000
Volume 23 27 4 17.4% 124
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7836 0.7814 0.7702
R3 0.7774 0.7752 0.7685
R2 0.7712 0.7712 0.7679
R1 0.7690 0.7690 0.7674 0.7701
PP 0.7650 0.7650 0.7650 0.7656
S1 0.7628 0.7628 0.7662 0.7639
S2 0.7588 0.7588 0.7657
S3 0.7526 0.7566 0.7651
S4 0.7464 0.7504 0.7634
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 0.7673 0.7537 0.0136 1.8% 0.0067 0.9% 97% True False 30
10 0.7732 0.7537 0.0196 2.5% 0.0065 0.8% 67% False False 41
20 0.7853 0.7537 0.0317 4.1% 0.0068 0.9% 42% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7835
1.618 0.7773
1.000 0.7735
0.618 0.7711
HIGH 0.7673
0.618 0.7649
0.500 0.7642
0.382 0.7634
LOW 0.7611
0.618 0.7572
1.000 0.7549
1.618 0.7510
2.618 0.7448
4.250 0.7347
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 0.7659 0.7647
PP 0.7650 0.7626
S1 0.7642 0.7605

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

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