CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 0.7755 0.7748 -0.0007 -0.1% 0.7778
High 0.7799 0.7761 -0.0038 -0.5% 0.7818
Low 0.7735 0.7727 -0.0008 -0.1% 0.7715
Close 0.7750 0.7748 -0.0002 0.0% 0.7736
Range 0.0064 0.0034 -0.0030 -46.9% 0.0103
ATR 0.0066 0.0064 -0.0002 -3.5% 0.0000
Volume 411 642 231 56.2% 1,242
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 0.7847 0.7831 0.7766
R3 0.7813 0.7797 0.7757
R2 0.7779 0.7779 0.7754
R1 0.7763 0.7763 0.7751 0.7754
PP 0.7745 0.7745 0.7745 0.7741
S1 0.7729 0.7729 0.7744 0.7720
S2 0.7711 0.7711 0.7741
S3 0.7677 0.7695 0.7738
S4 0.7643 0.7661 0.7729
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8064 0.8002 0.7792
R3 0.7961 0.7900 0.7764
R2 0.7859 0.7859 0.7754
R1 0.7797 0.7797 0.7745 0.7777
PP 0.7756 0.7756 0.7756 0.7746
S1 0.7695 0.7695 0.7726 0.7674
S2 0.7654 0.7654 0.7717
S3 0.7551 0.7592 0.7707
S4 0.7449 0.7490 0.7679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7799 0.7710 0.0090 1.2% 0.0051 0.7% 42% False False 380
10 0.7818 0.7710 0.0108 1.4% 0.0058 0.7% 35% False False 309
20 0.7894 0.7680 0.0214 2.8% 0.0066 0.8% 32% False False 252
40 0.7894 0.7537 0.0357 4.6% 0.0066 0.8% 59% False False 155
60 0.7894 0.7537 0.0357 4.6% 0.0068 0.9% 59% False False 117
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7906
2.618 0.7850
1.618 0.7816
1.000 0.7795
0.618 0.7782
HIGH 0.7761
0.618 0.7748
0.500 0.7744
0.382 0.7740
LOW 0.7727
0.618 0.7706
1.000 0.7693
1.618 0.7672
2.618 0.7638
4.250 0.7583
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 0.7746 0.7763
PP 0.7745 0.7758
S1 0.7744 0.7753

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

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