CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 0.7485 0.7543 0.0058 0.8% 0.7707
High 0.7549 0.7567 0.0018 0.2% 0.7729
Low 0.7479 0.7497 0.0018 0.2% 0.7481
Close 0.7541 0.7557 0.0016 0.2% 0.7501
Range 0.0070 0.0070 0.0001 0.7% 0.0248
ATR 0.0068 0.0068 0.0000 0.2% 0.0000
Volume 113,009 89,036 -23,973 -21.2% 499,878
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7750 0.7723 0.7595
R3 0.7680 0.7653 0.7576
R2 0.7610 0.7610 0.7569
R1 0.7583 0.7583 0.7563 0.7597
PP 0.7540 0.7540 0.7540 0.7547
S1 0.7513 0.7513 0.7550 0.7527
S2 0.7470 0.7470 0.7544
S3 0.7400 0.7443 0.7537
S4 0.7330 0.7373 0.7518
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 0.7719 0.7479 0.0240 3.2% 0.0089 1.2% 32% False False 115,342
10 0.7779 0.7479 0.0300 4.0% 0.0069 0.9% 26% False False 97,788
20 0.7799 0.7479 0.0320 4.2% 0.0065 0.9% 24% False False 52,686
40 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 19% False False 26,444
60 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 19% False False 17,643
80 0.7894 0.7479 0.0415 5.5% 0.0068 0.9% 19% False False 13,243
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7750
1.618 0.7680
1.000 0.7637
0.618 0.7610
HIGH 0.7567
0.618 0.7540
0.500 0.7532
0.382 0.7523
LOW 0.7497
0.618 0.7453
1.000 0.7427
1.618 0.7383
2.618 0.7313
4.250 0.7199
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 0.7548 0.7545
PP 0.7540 0.7534
S1 0.7532 0.7523

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

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