CME Australian Dollar Future September 2021

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	0.7399	0.7348	-0.0052	-0.7%	0.7491
High	0.7400	0.7359	-0.0042	-0.6%	0.7505
Low	0.7324	0.7301	-0.0023	-0.3%	0.7394
Close	0.7330	0.7332	0.0002	0.0%	0.7402
Range	0.0076	0.0058	-0.0019	-24.3%	0.0111
ATR	0.0067	0.0066	-0.0001	-1.0%	0.0000
Volume	107,831	81,383	-26,448	-24.5%	354,946

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7503	0.7475	0.7363
R3	0.7445	0.7417	0.7347
R2	0.7388	0.7388	0.7342
R1	0.7360	0.7360	0.7337	0.7345
PP	0.7330	0.7330	0.7330	0.7323
S1	0.7302	0.7302	0.7326	0.7288
S2	0.7273	0.7273	0.7321
S3	0.7215	0.7245	0.7316
S4	0.7158	0.7187	0.7300

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	0.7489	0.7301	0.0188	2.6%	0.0063	0.9%	16%	False	True	80,071
10	0.7537	0.7301	0.0236	3.2%	0.0067	0.9%	13%	False	True	80,070
20	0.7620	0.7301	0.0319	4.3%	0.0063	0.9%	10%	False	True	80,164
40	0.7799	0.7301	0.0498	6.8%	0.0064	0.9%	6%	False	True	64,204
60	0.7894	0.7301	0.0593	8.1%	0.0065	0.9%	5%	False	True	42,867
80	0.7894	0.7301	0.0593	8.1%	0.0065	0.9%	5%	False	True	32,161
100	0.7894	0.7301	0.0593	8.1%	0.0067	0.9%	5%	False	True	25,737

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7603
2.618	0.7509
1.618	0.7452
1.000	0.7416
0.618	0.7394
HIGH	0.7359
0.618	0.7337
0.500	0.7330
0.382	0.7323
LOW	0.7301
0.618	0.7265
1.000	0.7244
1.618	0.7208
2.618	0.7150
4.250	0.7057

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	0.7331	0.7373
PP	0.7330	0.7359
S1	0.7330	0.7345

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