CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 0.7857 0.7836 -0.0021 -0.3% 0.7731
High 0.7894 0.7860 -0.0034 -0.4% 0.7867
Low 0.7831 0.7824 -0.0007 -0.1% 0.7680
Close 0.7845 0.7847 0.0002 0.0% 0.7851
Range 0.0063 0.0036 -0.0027 -43.2% 0.0187
ATR 0.0071 0.0069 -0.0003 -3.6% 0.0000
Volume 72 67 -5 -6.9% 849
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 0.7950 0.7934 0.7867
R3 0.7915 0.7899 0.7857
R2 0.7879 0.7879 0.7854
R1 0.7863 0.7863 0.7850 0.7871
PP 0.7844 0.7844 0.7844 0.7848
S1 0.7828 0.7828 0.7844 0.7836
S2 0.7808 0.7808 0.7840
S3 0.7773 0.7792 0.7837
S4 0.7737 0.7757 0.7827
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8292 0.7953
R3 0.8173 0.8105 0.7902
R2 0.7986 0.7986 0.7885
R1 0.7918 0.7918 0.7868 0.7952
PP 0.7799 0.7799 0.7799 0.7816
S1 0.7731 0.7731 0.7833 0.7765
S2 0.7612 0.7612 0.7816
S3 0.7425 0.7544 0.7799
S4 0.7238 0.7357 0.7748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7894 0.7706 0.0188 2.4% 0.0067 0.9% 75% False False 146
10 0.7894 0.7680 0.0214 2.7% 0.0070 0.9% 78% False False 135
20 0.7894 0.7640 0.0254 3.2% 0.0068 0.9% 82% False False 98
40 0.7894 0.7537 0.0357 4.5% 0.0067 0.9% 87% False False 68
60 0.8008 0.7537 0.0471 6.0% 0.0070 0.9% 66% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7952
1.618 0.7917
1.000 0.7895
0.618 0.7881
HIGH 0.7860
0.618 0.7846
0.500 0.7842
0.382 0.7838
LOW 0.7824
0.618 0.7802
1.000 0.7789
1.618 0.7767
2.618 0.7731
4.250 0.7673
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 0.7845 0.7841
PP 0.7844 0.7835
S1 0.7842 0.7830

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

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