CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 15-Jun-2021

Day Change Summary
	Previous	Current
	14-Jun-2021	15-Jun-2021	Change	Change %	Previous Week
Open	0.7707	0.7716	0.0009	0.1%	0.7743
High	0.7729	0.7720	-0.0009	-0.1%	0.7779
Low	0.7697	0.7677	-0.0020	-0.3%	0.7691
Close	0.7710	0.7686	-0.0024	-0.3%	0.7706
Range	0.0032	0.0043	0.0011	32.8%	0.0088
ATR	0.0061	0.0060	-0.0001	-2.2%	0.0000
Volume	53,023	72,188	19,165	36.1%	334,392

Daily Pivots for day following 15-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7796	0.7709
R3	0.7779	0.7754	0.7697
R2	0.7737	0.7737	0.7693
R1	0.7711	0.7711	0.7689	0.7703
PP	0.7694	0.7694	0.7694	0.7690
S1	0.7669	0.7669	0.7682	0.7660
S2	0.7652	0.7652	0.7678
S3	0.7609	0.7626	0.7674
S4	0.7567	0.7584	0.7662

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7988	0.7934	0.7754
R3	0.7900	0.7847	0.7730
R2	0.7813	0.7813	0.7722
R1	0.7759	0.7759	0.7714	0.7742
PP	0.7725	0.7725	0.7725	0.7717
S1	0.7672	0.7672	0.7697	0.7655
S2	0.7638	0.7638	0.7689
S3	0.7550	0.7584	0.7681
S4	0.7463	0.7497	0.7657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7779	0.7677	0.0102	1.3%	0.0049	0.6%	8%	False	True	80,234
10	0.7779	0.7649	0.0130	1.7%	0.0057	0.7%	28%	False	False	47,353
20	0.7818	0.7649	0.0169	2.2%	0.0058	0.8%	22%	False	False	23,917
40	0.7894	0.7649	0.0245	3.2%	0.0064	0.8%	15%	False	False	12,034
60	0.7894	0.7537	0.0357	4.6%	0.0064	0.8%	42%	False	False	8,035
80	0.8008	0.7537	0.0471	6.1%	0.0067	0.9%	32%	False	False	6,036

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7831
1.618	0.7788
1.000	0.7762
0.618	0.7746
HIGH	0.7720
0.618	0.7703
0.500	0.7698
0.382	0.7693
LOW	0.7677
0.618	0.7651
1.000	0.7635
1.618	0.7608
2.618	0.7566
4.250	0.7496

Fisher Pivots for day following 15-Jun-2021
Pivot	1 day	3 day
R1	0.7698	0.7728
PP	0.7694	0.7714
S1	0.7690	0.7700

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols