CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 0.7734 0.7722 -0.0012 -0.1% 0.7857
High 0.7749 0.7790 0.0041 0.5% 0.7894
Low 0.7692 0.7718 0.0026 0.3% 0.7692
Close 0.7729 0.7790 0.0061 0.8% 0.7790
Range 0.0057 0.0072 0.0015 26.3% 0.0202
ATR 0.0072 0.0072 0.0000 0.0% 0.0000
Volume 645 230 -415 -64.3% 1,277
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.7982 0.7958 0.7830
R3 0.7910 0.7886 0.7810
R2 0.7838 0.7838 0.7803
R1 0.7814 0.7814 0.7797 0.7826
PP 0.7766 0.7766 0.7766 0.7772
S1 0.7742 0.7742 0.7783 0.7754
S2 0.7694 0.7694 0.7777
S3 0.7622 0.7670 0.7770
S4 0.7550 0.7598 0.7750
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8396 0.8295 0.7901
R3 0.8195 0.8093 0.7845
R2 0.7993 0.7993 0.7827
R1 0.7892 0.7892 0.7808 0.7842
PP 0.7792 0.7792 0.7792 0.7767
S1 0.7690 0.7690 0.7772 0.7640
S2 0.7590 0.7590 0.7753
S3 0.7389 0.7489 0.7735
S4 0.7187 0.7287 0.7679
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% 0.0069 0.9% 49% False False 255
10 0.7894 0.7680 0.0214 2.7% 0.0072 0.9% 52% False False 212
20 0.7894 0.7680 0.0214 2.7% 0.0071 0.9% 52% False False 149
40 0.7894 0.7537 0.0357 4.6% 0.0067 0.9% 71% False False 92
60 0.8008 0.7537 0.0471 6.0% 0.0071 0.9% 54% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.7978
1.618 0.7906
1.000 0.7862
0.618 0.7834
HIGH 0.7790
0.618 0.7762
0.500 0.7754
0.382 0.7746
LOW 0.7718
0.618 0.7674
1.000 0.7646
1.618 0.7602
2.618 0.7530
4.250 0.7412
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 0.7778 0.7782
PP 0.7766 0.7775
S1 0.7754 0.7767

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

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