CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 0.7766 0.7727 -0.0039 -0.5% 0.7730
High 0.7768 0.7764 -0.0004 -0.1% 0.7820
Low 0.7696 0.7705 0.0009 0.1% 0.7696
Close 0.7713 0.7760 0.0048 0.6% 0.7760
Range 0.0073 0.0060 -0.0013 -17.9% 0.0124
ATR 0.0070 0.0069 -0.0001 -1.0% 0.0000
Volume 54 59 5 9.3% 346
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7921 0.7900 0.7793
R3 0.7862 0.7841 0.7776
R2 0.7802 0.7802 0.7771
R1 0.7781 0.7781 0.7765 0.7792
PP 0.7743 0.7743 0.7743 0.7748
S1 0.7722 0.7722 0.7755 0.7732
S2 0.7683 0.7683 0.7749
S3 0.7624 0.7662 0.7744
S4 0.7564 0.7603 0.7727
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8130 0.8069 0.7828
R3 0.8006 0.7945 0.7794
R2 0.7882 0.7882 0.7783
R1 0.7821 0.7821 0.7771 0.7852
PP 0.7758 0.7758 0.7758 0.7774
S1 0.7697 0.7697 0.7749 0.7728
S2 0.7634 0.7634 0.7737
S3 0.7510 0.7573 0.7726
S4 0.7386 0.7449 0.7692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7696 0.0124 1.6% 0.0075 1.0% 52% False False 69
10 0.7820 0.7594 0.0226 2.9% 0.0066 0.9% 74% False False 55
20 0.7820 0.7537 0.0283 3.6% 0.0065 0.8% 79% False False 43
40 0.7853 0.7537 0.0317 4.1% 0.0070 0.9% 71% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7920
1.618 0.7860
1.000 0.7824
0.618 0.7801
HIGH 0.7764
0.618 0.7741
0.500 0.7734
0.382 0.7727
LOW 0.7705
0.618 0.7668
1.000 0.7645
1.618 0.7608
2.618 0.7549
4.250 0.7452
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 0.7751 0.7751
PP 0.7743 0.7741
S1 0.7734 0.7732

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

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