CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Jul-2021

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	0.7491	0.7482	-0.0009	-0.1%	0.7528
High	0.7498	0.7505	0.0007	0.1%	0.7602
Low	0.7450	0.7429	-0.0022	-0.3%	0.7412
Close	0.7477	0.7448	-0.0029	-0.4%	0.7493
Range	0.0048	0.0077	0.0029	59.4%	0.0190
ATR	0.0066	0.0067	0.0001	1.1%	0.0000
Volume	61,396	82,408	21,012	34.2%	412,348

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7645	0.7490
R3	0.7613	0.7569	0.7469
R2	0.7537	0.7537	0.7462
R1	0.7492	0.7492	0.7455	0.7476
PP	0.7460	0.7460	0.7460	0.7452
S1	0.7416	0.7416	0.7440	0.7400
S2	0.7384	0.7384	0.7433
S3	0.7307	0.7339	0.7426
S4	0.7231	0.7263	0.7405

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8072	0.7972	0.7597
R3	0.7882	0.7782	0.7545
R2	0.7692	0.7692	0.7527
R1	0.7592	0.7592	0.7510	0.7547
PP	0.7502	0.7502	0.7502	0.7479
S1	0.7402	0.7402	0.7475	0.7357
S2	0.7312	0.7312	0.7458
S3	0.7122	0.7212	0.7440
S4	0.6932	0.7022	0.7388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7537	0.7412	0.0125	1.7%	0.0071	0.9%	29%	False	False	80,070
10	0.7602	0.7412	0.0190	2.6%	0.0071	0.9%	19%	False	False	86,359
20	0.7720	0.7412	0.0308	4.1%	0.0068	0.9%	12%	False	False	88,139
40	0.7818	0.7412	0.0406	5.5%	0.0063	0.9%	9%	False	False	54,226
60	0.7894	0.7412	0.0482	6.5%	0.0066	0.9%	7%	False	False	36,200
80	0.7894	0.7412	0.0482	6.5%	0.0065	0.9%	7%	False	False	27,159
100	0.8008	0.7412	0.0596	8.0%	0.0068	0.9%	6%	False	False	21,735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.7830
2.618	0.7705
1.618	0.7629
1.000	0.7582
0.618	0.7552
HIGH	0.7505
0.618	0.7476
0.500	0.7467
0.382	0.7458
LOW	0.7429
0.618	0.7381
1.000	0.7352
1.618	0.7305
2.618	0.7228
4.250	0.7103

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	0.7467	0.7458
PP	0.7460	0.7455
S1	0.7454	0.7451

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