CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 0.7611 0.7556 -0.0055 -0.7% 0.7707
High 0.7656 0.7563 -0.0093 -1.2% 0.7729
Low 0.7542 0.7481 -0.0062 -0.8% 0.7481
Close 0.7555 0.7501 -0.0054 -0.7% 0.7501
Range 0.0114 0.0083 -0.0031 -27.3% 0.0248
ATR 0.0067 0.0068 0.0001 1.7% 0.0000
Volume 129,392 129,659 267 0.2% 499,878
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7762 0.7714 0.7546
R3 0.7680 0.7632 0.7524
R2 0.7597 0.7597 0.7516
R1 0.7549 0.7549 0.7509 0.7532
PP 0.7515 0.7515 0.7515 0.7506
S1 0.7467 0.7467 0.7493 0.7450
S2 0.7432 0.7432 0.7486
S3 0.7350 0.7384 0.7478
S4 0.7267 0.7302 0.7456
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8314 0.8156 0.7637
R3 0.8066 0.7908 0.7569
R2 0.7818 0.7818 0.7546
R1 0.7660 0.7660 0.7524 0.7615
PP 0.7570 0.7570 0.7570 0.7548
S1 0.7412 0.7412 0.7478 0.7367
S2 0.7322 0.7322 0.7456
S3 0.7074 0.7164 0.7433
S4 0.6826 0.6916 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7729 0.7481 0.0248 3.3% 0.0076 1.0% 8% False True 99,975
10 0.7779 0.7481 0.0298 4.0% 0.0062 0.8% 7% False True 83,427
20 0.7799 0.7481 0.0319 4.2% 0.0064 0.8% 6% False True 42,608
40 0.7894 0.7481 0.0413 5.5% 0.0066 0.9% 5% False True 21,395
60 0.7894 0.7481 0.0413 5.5% 0.0065 0.9% 5% False True 14,278
80 0.8008 0.7481 0.0527 7.0% 0.0069 0.9% 4% False True 10,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7914
2.618 0.7779
1.618 0.7696
1.000 0.7646
0.618 0.7614
HIGH 0.7563
0.618 0.7531
0.500 0.7522
0.382 0.7512
LOW 0.7481
0.618 0.7430
1.000 0.7398
1.618 0.7347
2.618 0.7265
4.250 0.7130
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 0.7522 0.7600
PP 0.7515 0.7567
S1 0.7508 0.7534

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

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