CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 0.7778 0.7782 0.0004 0.1% 0.7857
High 0.7787 0.7818 0.0031 0.4% 0.7894
Low 0.7735 0.7769 0.0034 0.4% 0.7692
Close 0.7775 0.7805 0.0031 0.4% 0.7790
Range 0.0052 0.0049 -0.0004 -6.7% 0.0202
ATR 0.0070 0.0069 -0.0002 -2.2% 0.0000
Volume 123 203 80 65.0% 1,277
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 0.7943 0.7922 0.7832
R3 0.7894 0.7874 0.7818
R2 0.7846 0.7846 0.7814
R1 0.7825 0.7825 0.7809 0.7836
PP 0.7797 0.7797 0.7797 0.7802
S1 0.7777 0.7777 0.7801 0.7787
S2 0.7749 0.7749 0.7796
S3 0.7700 0.7728 0.7792
S4 0.7652 0.7680 0.7778
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 0.7842 0.7692 0.0150 1.9% 0.0070 0.9% 76% False False 292
10 0.7894 0.7692 0.0202 2.6% 0.0068 0.9% 56% False False 219
20 0.7894 0.7680 0.0214 2.7% 0.0067 0.9% 59% False False 157
40 0.7894 0.7537 0.0357 4.6% 0.0067 0.9% 75% False False 99
60 0.8008 0.7537 0.0471 6.0% 0.0070 0.9% 57% False False 77
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7944
1.618 0.7896
1.000 0.7866
0.618 0.7847
HIGH 0.7818
0.618 0.7799
0.500 0.7793
0.382 0.7788
LOW 0.7769
0.618 0.7739
1.000 0.7721
1.618 0.7691
2.618 0.7642
4.250 0.7563
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 0.7801 0.7793
PP 0.7797 0.7780
S1 0.7793 0.7768

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

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