CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 0.7543 0.7555 0.0013 0.2% 0.7707
High 0.7567 0.7602 0.0035 0.5% 0.7729
Low 0.7497 0.7540 0.0044 0.6% 0.7481
Close 0.7557 0.7575 0.0018 0.2% 0.7501
Range 0.0070 0.0062 -0.0009 -12.1% 0.0248
ATR 0.0068 0.0068 0.0000 -0.7% 0.0000
Volume 89,036 76,427 -12,609 -14.2% 499,878
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7757 0.7727 0.7608
R3 0.7695 0.7666 0.7591
R2 0.7634 0.7634 0.7586
R1 0.7604 0.7604 0.7580 0.7619
PP 0.7572 0.7572 0.7572 0.7579
S1 0.7543 0.7543 0.7569 0.7557
S2 0.7511 0.7511 0.7563
S3 0.7449 0.7481 0.7558
S4 0.7388 0.7420 0.7541
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 0.7656 0.7479 0.0177 2.3% 0.0079 1.0% 54% False False 107,504
10 0.7779 0.7479 0.0300 4.0% 0.0071 0.9% 32% False False 95,870
20 0.7799 0.7479 0.0320 4.2% 0.0066 0.9% 30% False False 56,489
40 0.7894 0.7479 0.0415 5.5% 0.0067 0.9% 23% False False 28,352
60 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 23% False False 18,916
80 0.7894 0.7479 0.0415 5.5% 0.0068 0.9% 23% False False 14,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7763
1.618 0.7701
1.000 0.7663
0.618 0.7640
HIGH 0.7602
0.618 0.7578
0.500 0.7571
0.382 0.7563
LOW 0.7540
0.618 0.7502
1.000 0.7479
1.618 0.7440
2.618 0.7379
4.250 0.7279
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 0.7573 0.7563
PP 0.7572 0.7552
S1 0.7571 0.7540

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

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