CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 0.7797 0.7727 -0.0070 -0.9% 0.7857
High 0.7801 0.7784 -0.0017 -0.2% 0.7894
Low 0.7715 0.7722 0.0007 0.1% 0.7692
Close 0.7721 0.7776 0.0055 0.7% 0.7790
Range 0.0086 0.0063 -0.0024 -27.3% 0.0202
ATR 0.0070 0.0070 -0.0001 -0.7% 0.0000
Volume 352 289 -63 -17.9% 1,277
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 0.7948 0.7924 0.7810
R3 0.7885 0.7862 0.7793
R2 0.7823 0.7823 0.7787
R1 0.7799 0.7799 0.7781 0.7811
PP 0.7760 0.7760 0.7760 0.7766
S1 0.7737 0.7737 0.7770 0.7749
S2 0.7698 0.7698 0.7764
S3 0.7635 0.7674 0.7758
S4 0.7573 0.7612 0.7741
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 0.7818 0.7715 0.0103 1.3% 0.0064 0.8% 59% False False 239
10 0.7894 0.7692 0.0202 2.6% 0.0070 0.9% 41% False False 235
20 0.7894 0.7680 0.0214 2.8% 0.0068 0.9% 45% False False 183
40 0.7894 0.7537 0.0357 4.6% 0.0066 0.9% 67% False False 113
60 0.8008 0.7537 0.0471 6.1% 0.0071 0.9% 51% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.7948
1.618 0.7885
1.000 0.7847
0.618 0.7823
HIGH 0.7784
0.618 0.7760
0.500 0.7753
0.382 0.7745
LOW 0.7722
0.618 0.7683
1.000 0.7659
1.618 0.7620
2.618 0.7558
4.250 0.7456
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 0.7768 0.7772
PP 0.7760 0.7769
S1 0.7753 0.7766

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

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