CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 25-Aug-2021
Day Change Summary
Previous Current
24-Aug-2021 25-Aug-2021 Change Change % Previous Week
Open 0.7213 0.7258 0.0045 0.6% 0.7371
High 0.7272 0.7281 0.0009 0.1% 0.7374
Low 0.7202 0.7238 0.0037 0.5% 0.7107
Close 0.7258 0.7281 0.0023 0.3% 0.7137
Range 0.0071 0.0043 -0.0028 -39.0% 0.0268
ATR 0.0063 0.0061 -0.0001 -2.2% 0.0000
Volume 66,010 66,869 859 1.3% 479,493
Daily Pivots for day following 25-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7396 0.7381 0.7304
R3 0.7353 0.7338 0.7292
R2 0.7310 0.7310 0.7288
R1 0.7295 0.7295 0.7284 0.7302
PP 0.7267 0.7267 0.7267 0.7270
S1 0.7252 0.7252 0.7277 0.7259
S2 0.7224 0.7224 0.7273
S3 0.7181 0.7209 0.7269
S4 0.7138 0.7166 0.7257
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8008 0.7840 0.7284
R3 0.7741 0.7573 0.7211
R2 0.7473 0.7473 0.7186
R1 0.7305 0.7305 0.7162 0.7256
PP 0.7206 0.7206 0.7206 0.7181
S1 0.7038 0.7038 0.7112 0.6988
S2 0.6938 0.6938 0.7088
S3 0.6671 0.6770 0.7063
S4 0.6403 0.6503 0.6990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7281 0.7107 0.0175 2.4% 0.0071 1.0% 100% True False 82,893
10 0.7383 0.7107 0.0276 3.8% 0.0064 0.9% 63% False False 80,011
20 0.7428 0.7107 0.0322 4.4% 0.0059 0.8% 54% False False 75,320
40 0.7602 0.7107 0.0495 6.8% 0.0062 0.8% 35% False False 78,552
60 0.7779 0.7107 0.0672 9.2% 0.0062 0.9% 26% False False 75,155
80 0.7894 0.7107 0.0787 10.8% 0.0063 0.9% 22% False False 56,453
100 0.7894 0.7107 0.0787 10.8% 0.0063 0.9% 22% False False 45,175
120 0.7894 0.7107 0.0787 10.8% 0.0064 0.9% 22% False False 37,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7394
1.618 0.7351
1.000 0.7324
0.618 0.7308
HIGH 0.7281
0.618 0.7265
0.500 0.7260
0.382 0.7254
LOW 0.7238
0.618 0.7211
1.000 0.7195
1.618 0.7168
2.618 0.7125
4.250 0.7055
Fisher Pivots for day following 25-Aug-2021
Pivot 1 day 3 day
R1 0.7274 0.7255
PP 0.7267 0.7230
S1 0.7260 0.7205

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

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