CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 0.7714 0.7760 0.0046 0.6% 0.7757
High 0.7758 0.7791 0.0033 0.4% 0.7822
Low 0.7709 0.7706 -0.0004 0.0% 0.7701
Close 0.7749 0.7777 0.0028 0.4% 0.7709
Range 0.0049 0.0086 0.0037 74.5% 0.0121
ATR 0.0069 0.0070 0.0001 1.8% 0.0000
Volume 193 290 97 50.3% 509
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 0.8014 0.7981 0.7824
R3 0.7929 0.7896 0.7801
R2 0.7843 0.7843 0.7793
R1 0.7810 0.7810 0.7785 0.7827
PP 0.7758 0.7758 0.7758 0.7766
S1 0.7725 0.7725 0.7769 0.7741
S2 0.7672 0.7672 0.7761
S3 0.7587 0.7639 0.7753
S4 0.7501 0.7554 0.7730
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8107 0.8029 0.7776
R3 0.7986 0.7908 0.7742
R2 0.7865 0.7865 0.7731
R1 0.7787 0.7787 0.7720 0.7766
PP 0.7744 0.7744 0.7744 0.7733
S1 0.7666 0.7666 0.7698 0.7645
S2 0.7623 0.7623 0.7687
S3 0.7502 0.7545 0.7676
S4 0.7381 0.7424 0.7642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7791 0.7680 0.0112 1.4% 0.0072 0.9% 87% True False 157
10 0.7822 0.7680 0.0143 1.8% 0.0066 0.9% 68% False False 130
20 0.7822 0.7593 0.0230 3.0% 0.0067 0.9% 80% False False 91
40 0.7853 0.7537 0.0317 4.1% 0.0067 0.9% 76% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8015
1.618 0.7929
1.000 0.7877
0.618 0.7844
HIGH 0.7791
0.618 0.7758
0.500 0.7748
0.382 0.7738
LOW 0.7706
0.618 0.7653
1.000 0.7620
1.618 0.7567
2.618 0.7482
4.250 0.7342
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 0.7767 0.7763
PP 0.7758 0.7749
S1 0.7748 0.7735

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

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