CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 0.7555 0.7578 0.0023 0.3% 0.7707
High 0.7602 0.7594 -0.0008 -0.1% 0.7729
Low 0.7540 0.7568 0.0028 0.4% 0.7481
Close 0.7575 0.7585 0.0011 0.1% 0.7501
Range 0.0062 0.0027 -0.0035 -56.9% 0.0248
ATR 0.0068 0.0065 -0.0003 -4.3% 0.0000
Volume 76,427 55,221 -21,206 -27.7% 499,878
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7662 0.7650 0.7600
R3 0.7635 0.7623 0.7592
R2 0.7609 0.7609 0.7590
R1 0.7597 0.7597 0.7587 0.7603
PP 0.7582 0.7582 0.7582 0.7585
S1 0.7570 0.7570 0.7583 0.7576
S2 0.7556 0.7556 0.7580
S3 0.7529 0.7544 0.7578
S4 0.7503 0.7517 0.7570
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 0.7602 0.7479 0.0123 1.6% 0.0062 0.8% 87% False False 92,670
10 0.7779 0.7479 0.0300 3.9% 0.0069 0.9% 35% False False 95,501
20 0.7779 0.7479 0.0300 3.9% 0.0064 0.8% 35% False False 59,229
40 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 26% False False 29,730
60 0.7894 0.7479 0.0415 5.5% 0.0065 0.9% 26% False False 19,836
80 0.7894 0.7479 0.0415 5.5% 0.0067 0.9% 26% False False 14,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7663
1.618 0.7637
1.000 0.7621
0.618 0.7610
HIGH 0.7594
0.618 0.7584
0.500 0.7581
0.382 0.7578
LOW 0.7568
0.618 0.7551
1.000 0.7541
1.618 0.7525
2.618 0.7498
4.250 0.7455
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 0.7584 0.7573
PP 0.7582 0.7561
S1 0.7581 0.7549

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

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