CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 0.7362 0.7376 0.0015 0.2% 0.7399
High 0.7383 0.7415 0.0032 0.4% 0.7400
Low 0.7318 0.7361 0.0043 0.6% 0.7291
Close 0.7370 0.7403 0.0033 0.4% 0.7366
Range 0.0065 0.0055 -0.0011 -16.2% 0.0109
ATR 0.0062 0.0062 -0.0001 -0.9% 0.0000
Volume 92,155 69,538 -22,617 -24.5% 388,864
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7556 0.7534 0.7432
R3 0.7502 0.7479 0.7417
R2 0.7447 0.7447 0.7412
R1 0.7425 0.7425 0.7407 0.7436
PP 0.7393 0.7393 0.7393 0.7398
S1 0.7370 0.7370 0.7398 0.7382
S2 0.7338 0.7338 0.7393
S3 0.7284 0.7316 0.7388
S4 0.7229 0.7261 0.7373
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 0.7415 0.7318 0.0097 1.3% 0.0053 0.7% 87% True False 73,066
10 0.7445 0.7291 0.0154 2.1% 0.0058 0.8% 73% False False 76,807
20 0.7602 0.7291 0.0311 4.2% 0.0066 0.9% 36% False False 81,725
40 0.7779 0.7291 0.0488 6.6% 0.0064 0.9% 23% False False 76,692
60 0.7894 0.7291 0.0603 8.1% 0.0064 0.9% 19% False False 51,321
80 0.7894 0.7291 0.0603 8.1% 0.0065 0.9% 19% False False 38,508
100 0.7894 0.7291 0.0603 8.1% 0.0065 0.9% 19% False False 30,814
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7647
2.618 0.7558
1.618 0.7503
1.000 0.7470
0.618 0.7449
HIGH 0.7415
0.618 0.7394
0.500 0.7388
0.382 0.7381
LOW 0.7361
0.618 0.7327
1.000 0.7306
1.618 0.7272
2.618 0.7218
4.250 0.7129
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 0.7398 0.7391
PP 0.7393 0.7379
S1 0.7388 0.7367

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

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