CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Jun-2021

Day Change Summary
	Previous	Current
	29-Jun-2021	30-Jun-2021	Change	Change %	Previous Week
Open	0.7570	0.7516	-0.0054	-0.7%	0.7485
High	0.7573	0.7529	-0.0044	-0.6%	0.7620
Low	0.7510	0.7495	-0.0015	-0.2%	0.7479
Close	0.7517	0.7498	-0.0019	-0.3%	0.7588
Range	0.0063	0.0035	-0.0029	-45.2%	0.0141
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	66,667	70,742	4,075	6.1%	395,813

Daily Pivots for day following 30-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7611	0.7589	0.7517
R3	0.7576	0.7554	0.7507
R2	0.7542	0.7542	0.7504
R1	0.7520	0.7520	0.7501	0.7514
PP	0.7507	0.7507	0.7507	0.7504
S1	0.7485	0.7485	0.7495	0.7479
S2	0.7473	0.7473	0.7492
S3	0.7438	0.7451	0.7489
S4	0.7404	0.7416	0.7479

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	0.7495	0.0125	1.7%	0.0042	0.6%	3%	False	True	62,258
10	0.7656	0.7479	0.0177	2.4%	0.0061	0.8%	11%	False	False	84,881
20	0.7779	0.7479	0.0300	4.0%	0.0062	0.8%	6%	False	False	71,659
40	0.7894	0.7479	0.0415	5.5%	0.0063	0.8%	5%	False	False	36,119
60	0.7894	0.7479	0.0415	5.5%	0.0064	0.9%	5%	False	False	24,102
80	0.7894	0.7479	0.0415	5.5%	0.0065	0.9%	5%	False	False	18,087

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7619
1.618	0.7585
1.000	0.7564
0.618	0.7550
HIGH	0.7529
0.618	0.7516
0.500	0.7512
0.382	0.7508
LOW	0.7495
0.618	0.7473
1.000	0.7460
1.618	0.7439
2.618	0.7404
4.250	0.7348

Fisher Pivots for day following 30-Jun-2021
Pivot	1 day	3 day
R1	0.7512	0.7549
PP	0.7507	0.7532
S1	0.7503	0.7515

Download as Excel Spreadsheet

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

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