CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 0.7654 0.7622 -0.0032 -0.4% 0.7624
High 0.7664 0.7639 -0.0026 -0.3% 0.7681
Low 0.7593 0.7600 0.0007 0.1% 0.7593
Close 0.7629 0.7620 -0.0010 -0.1% 0.7629
Range 0.0072 0.0039 -0.0033 -45.5% 0.0088
ATR 0.0071 0.0069 -0.0002 -3.2% 0.0000
Volume 36 34 -2 -5.6% 110
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7736 0.7717 0.7641
R3 0.7697 0.7678 0.7630
R2 0.7658 0.7658 0.7627
R1 0.7639 0.7639 0.7623 0.7629
PP 0.7619 0.7619 0.7619 0.7614
S1 0.7600 0.7600 0.7616 0.7590
S2 0.7580 0.7580 0.7612
S3 0.7541 0.7561 0.7609
S4 0.7502 0.7522 0.7598
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7898 0.7852 0.7677
R3 0.7810 0.7764 0.7653
R2 0.7722 0.7722 0.7645
R1 0.7676 0.7676 0.7637 0.7699
PP 0.7634 0.7634 0.7634 0.7646
S1 0.7588 0.7588 0.7621 0.7611
S2 0.7546 0.7546 0.7613
S3 0.7458 0.7500 0.7605
S4 0.7370 0.7412 0.7581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7681 0.7593 0.0088 1.2% 0.0061 0.8% 31% False False 24
10 0.7681 0.7537 0.0144 1.9% 0.0061 0.8% 58% False False 26
20 0.7853 0.7537 0.0317 4.2% 0.0066 0.9% 26% False False 40
40 0.8008 0.7537 0.0471 6.2% 0.0070 0.9% 18% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7741
1.618 0.7702
1.000 0.7678
0.618 0.7663
HIGH 0.7639
0.618 0.7624
0.500 0.7619
0.382 0.7614
LOW 0.7600
0.618 0.7575
1.000 0.7561
1.618 0.7536
2.618 0.7497
4.250 0.7434
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 0.7619 0.7628
PP 0.7619 0.7625
S1 0.7619 0.7622

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

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