CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 0.7587 0.7590 0.0003 0.0% 0.7485
High 0.7620 0.7604 -0.0016 -0.2% 0.7620
Low 0.7583 0.7557 -0.0026 -0.3% 0.7479
Close 0.7588 0.7568 -0.0020 -0.3% 0.7588
Range 0.0037 0.0047 0.0010 27.0% 0.0141
ATR 0.0063 0.0062 -0.0001 -1.8% 0.0000
Volume 62,120 56,540 -5,580 -9.0% 395,813
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7717 0.7690 0.7594
R3 0.7670 0.7643 0.7581
R2 0.7623 0.7623 0.7577
R1 0.7596 0.7596 0.7572 0.7586
PP 0.7576 0.7576 0.7576 0.7572
S1 0.7549 0.7549 0.7564 0.7539
S2 0.7529 0.7529 0.7559
S3 0.7482 0.7502 0.7555
S4 0.7435 0.7455 0.7542
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7984 0.7926 0.7665
R3 0.7843 0.7786 0.7627
R2 0.7703 0.7703 0.7614
R1 0.7645 0.7645 0.7601 0.7674
PP 0.7562 0.7562 0.7562 0.7577
S1 0.7505 0.7505 0.7575 0.7534
S2 0.7422 0.7422 0.7562
S3 0.7281 0.7364 0.7549
S4 0.7141 0.7224 0.7511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7497 0.0123 1.6% 0.0048 0.6% 58% False False 67,868
10 0.7720 0.7479 0.0241 3.2% 0.0066 0.9% 37% False False 89,920
20 0.7779 0.7479 0.0300 4.0% 0.0063 0.8% 30% False False 65,109
40 0.7894 0.7479 0.0415 5.5% 0.0064 0.8% 21% False False 32,690
60 0.7894 0.7479 0.0415 5.5% 0.0064 0.9% 21% False False 21,813
80 0.7894 0.7479 0.0415 5.5% 0.0066 0.9% 21% False False 16,370
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7727
1.618 0.7680
1.000 0.7651
0.618 0.7633
HIGH 0.7604
0.618 0.7586
0.500 0.7581
0.382 0.7575
LOW 0.7557
0.618 0.7528
1.000 0.7510
1.618 0.7481
2.618 0.7434
4.250 0.7357
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 0.7581 0.7588
PP 0.7576 0.7582
S1 0.7572 0.7575

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

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