CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 16-Jul-2021

Day Change Summary
	Previous	Current
	15-Jul-2021	16-Jul-2021	Change	Change %	Previous Week
Open	0.7483	0.7425	-0.0058	-0.8%	0.7491
High	0.7489	0.7445	-0.0045	-0.6%	0.7505
Low	0.7412	0.7394	-0.0018	-0.2%	0.7394
Close	0.7419	0.7402	-0.0017	-0.2%	0.7402
Range	0.0077	0.0051	-0.0027	-34.4%	0.0111
ATR	0.0067	0.0066	-0.0001	-1.7%	0.0000
Volume	66,923	70,894	3,971	5.9%	354,946

Daily Pivots for day following 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7565	0.7534	0.7430
R3	0.7515	0.7484	0.7416
R2	0.7464	0.7464	0.7411
R1	0.7433	0.7433	0.7407	0.7423
PP	0.7414	0.7414	0.7414	0.7409
S1	0.7383	0.7383	0.7397	0.7373
S2	0.7363	0.7363	0.7393
S3	0.7313	0.7332	0.7388
S4	0.7262	0.7282	0.7374

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7695	0.7463
R3	0.7656	0.7584	0.7433
R2	0.7545	0.7545	0.7422
R1	0.7473	0.7473	0.7412	0.7454
PP	0.7434	0.7434	0.7434	0.7424
S1	0.7362	0.7362	0.7392	0.7343
S2	0.7323	0.7323	0.7382
S3	0.7212	0.7251	0.7371
S4	0.7101	0.7140	0.7341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7505	0.7394	0.0111	1.5%	0.0062	0.8%	7%	False	True	70,989
10	0.7602	0.7394	0.0208	2.8%	0.0074	1.0%	4%	False	True	86,331
20	0.7620	0.7394	0.0226	3.0%	0.0064	0.9%	4%	False	True	82,837
40	0.7799	0.7394	0.0405	5.5%	0.0063	0.9%	2%	False	True	59,488
60	0.7894	0.7394	0.0500	6.7%	0.0065	0.9%	2%	False	True	39,716
80	0.7894	0.7394	0.0500	6.7%	0.0065	0.9%	2%	False	True	29,798
100	0.8008	0.7394	0.0614	8.3%	0.0068	0.9%	1%	False	True	23,845

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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7659
2.618	0.7577
1.618	0.7526
1.000	0.7495
0.618	0.7476
HIGH	0.7445
0.618	0.7425
0.500	0.7419
0.382	0.7413
LOW	0.7394
0.618	0.7363
1.000	0.7344
1.618	0.7312
2.618	0.7262
4.250	0.7179

Fisher Pivots for day following 16-Jul-2021
Pivot	1 day	3 day
R1	0.7419	0.7442
PP	0.7414	0.7428
S1	0.7408	0.7415

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