CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 0.7620 0.7653 0.0033 0.4% 0.7759
High 0.7643 0.7659 0.0017 0.2% 0.7760
Low 0.7620 0.7624 0.0004 0.0% 0.7572
Close 0.7629 0.7635 0.0006 0.1% 0.7629
Range 0.0023 0.0036 0.0013 57.8% 0.0189
ATR 0.0070 0.0068 -0.0002 -3.5% 0.0000
Volume 2 1 -1 -50.0% 38
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.7746 0.7726 0.7654
R3 0.7710 0.7690 0.7644
R2 0.7675 0.7675 0.7641
R1 0.7655 0.7655 0.7638 0.7647
PP 0.7639 0.7639 0.7639 0.7635
S1 0.7619 0.7619 0.7631 0.7611
S2 0.7604 0.7604 0.7628
S3 0.7568 0.7584 0.7625
S4 0.7533 0.7548 0.7615
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8219 0.8112 0.7732
R3 0.8030 0.7924 0.7680
R2 0.7842 0.7842 0.7663
R1 0.7735 0.7735 0.7646 0.7694
PP 0.7653 0.7653 0.7653 0.7633
S1 0.7547 0.7547 0.7611 0.7506
S2 0.7465 0.7465 0.7594
S3 0.7276 0.7358 0.7577
S4 0.7088 0.7170 0.7525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7711 0.7572 0.0140 1.8% 0.0045 0.6% 45% False False 7
10 0.7852 0.7572 0.0280 3.7% 0.0054 0.7% 23% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7752
1.618 0.7716
1.000 0.7695
0.618 0.7681
HIGH 0.7659
0.618 0.7645
0.500 0.7641
0.382 0.7637
LOW 0.7624
0.618 0.7602
1.000 0.7588
1.618 0.7566
2.618 0.7531
4.250 0.7473
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 0.7641 0.7628
PP 0.7639 0.7622
S1 0.7637 0.7615

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

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