CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 0.7385 0.7369 -0.0016 -0.2% 0.7399
High 0.7392 0.7392 0.0001 0.0% 0.7400
Low 0.7358 0.7333 -0.0026 -0.3% 0.7291
Close 0.7366 0.7380 0.0015 0.2% 0.7366
Range 0.0034 0.0060 0.0026 77.6% 0.0109
ATR 0.0063 0.0063 0.0000 -0.4% 0.0000
Volume 57,019 63,942 6,923 12.1% 388,864
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7547 0.7523 0.7413
R3 0.7487 0.7463 0.7396
R2 0.7428 0.7428 0.7391
R1 0.7404 0.7404 0.7385 0.7416
PP 0.7368 0.7368 0.7368 0.7374
S1 0.7344 0.7344 0.7375 0.7356
S2 0.7309 0.7309 0.7369
S3 0.7249 0.7285 0.7364
S4 0.7190 0.7225 0.7347
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7679 0.7631 0.7425
R3 0.7570 0.7522 0.7395
R2 0.7461 0.7461 0.7385
R1 0.7413 0.7413 0.7375 0.7383
PP 0.7352 0.7352 0.7352 0.7337
S1 0.7304 0.7304 0.7356 0.7274
S2 0.7243 0.7243 0.7346
S3 0.7134 0.7195 0.7336
S4 0.7025 0.7086 0.7306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7399 0.7291 0.0108 1.5% 0.0056 0.8% 83% False False 68,995
10 0.7505 0.7291 0.0214 2.9% 0.0061 0.8% 42% False False 74,635
20 0.7604 0.7291 0.0313 4.2% 0.0065 0.9% 28% False False 79,203
40 0.7779 0.7291 0.0488 6.6% 0.0064 0.9% 18% False False 70,753
60 0.7894 0.7291 0.0603 8.2% 0.0065 0.9% 15% False False 47,253
80 0.7894 0.7291 0.0603 8.2% 0.0065 0.9% 15% False False 35,454
100 0.7894 0.7291 0.0603 8.2% 0.0066 0.9% 15% False False 28,372
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7548
1.618 0.7488
1.000 0.7452
0.618 0.7429
HIGH 0.7392
0.618 0.7369
0.500 0.7362
0.382 0.7355
LOW 0.7333
0.618 0.7296
1.000 0.7273
1.618 0.7236
2.618 0.7177
4.250 0.7080
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 0.7374 0.7375
PP 0.7368 0.7370
S1 0.7362 0.7366

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

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