CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 0.7842 0.7734 -0.0108 -1.4% 0.7731
High 0.7842 0.7749 -0.0093 -1.2% 0.7867
Low 0.7723 0.7692 -0.0031 -0.4% 0.7680
Close 0.7737 0.7729 -0.0008 -0.1% 0.7851
Range 0.0119 0.0057 -0.0062 -51.9% 0.0187
ATR 0.0073 0.0072 -0.0001 -1.5% 0.0000
Volume 263 645 382 145.2% 849
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 0.7894 0.7869 0.7760
R3 0.7837 0.7812 0.7745
R2 0.7780 0.7780 0.7739
R1 0.7755 0.7755 0.7734 0.7739
PP 0.7723 0.7723 0.7723 0.7716
S1 0.7698 0.7698 0.7724 0.7682
S2 0.7666 0.7666 0.7719
S3 0.7609 0.7641 0.7713
S4 0.7552 0.7584 0.7698
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 0.7692 0.0202 2.6% 0.0075 1.0% 18% False True 231
10 0.7894 0.7680 0.0214 2.8% 0.0074 1.0% 23% False False 194
20 0.7894 0.7680 0.0214 2.8% 0.0069 0.9% 23% False False 139
40 0.7894 0.7537 0.0357 4.6% 0.0067 0.9% 54% False False 89
60 0.8008 0.7537 0.0471 6.1% 0.0071 0.9% 41% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7898
1.618 0.7841
1.000 0.7806
0.618 0.7784
HIGH 0.7749
0.618 0.7727
0.500 0.7721
0.382 0.7714
LOW 0.7692
0.618 0.7657
1.000 0.7635
1.618 0.7600
2.618 0.7543
4.250 0.7450
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 0.7726 0.7776
PP 0.7723 0.7760
S1 0.7721 0.7745

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

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