CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 0.7731 0.7755 0.0024 0.3% 0.7623
High 0.7739 0.7765 0.0026 0.3% 0.7680
Low 0.7643 0.7714 0.0071 0.9% 0.7595
Close 0.7731 0.7760 0.0029 0.4% 0.7630
Range 0.0096 0.0051 -0.0045 -46.9% 0.0086
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 7 2 -5 -71.4% 6
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7899 0.7881 0.7788
R3 0.7848 0.7830 0.7774
R2 0.7797 0.7797 0.7769
R1 0.7779 0.7779 0.7765 0.7788
PP 0.7746 0.7746 0.7746 0.7751
S1 0.7728 0.7728 0.7755 0.7737
S2 0.7695 0.7695 0.7751
S3 0.7644 0.7677 0.7746
S4 0.7593 0.7626 0.7732
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7891 0.7846 0.7677
R3 0.7806 0.7761 0.7654
R2 0.7720 0.7720 0.7646
R1 0.7675 0.7675 0.7638 0.7698
PP 0.7635 0.7635 0.7635 0.7646
S1 0.7590 0.7590 0.7622 0.7612
S2 0.7549 0.7549 0.7614
S3 0.7464 0.7504 0.7606
S4 0.7378 0.7419 0.7583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7765 0.7595 0.0170 2.2% 0.0061 0.8% 97% True False 2
10 0.7765 0.7539 0.0226 2.9% 0.0062 0.8% 98% True False 2
20 0.7852 0.7539 0.0313 4.0% 0.0057 0.7% 71% False False 3
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 0.7981
2.618 0.7898
1.618 0.7847
1.000 0.7816
0.618 0.7796
HIGH 0.7765
0.618 0.7745
0.500 0.7739
0.382 0.7733
LOW 0.7714
0.618 0.7682
1.000 0.7663
1.618 0.7631
2.618 0.7580
4.250 0.7497
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 0.7753 0.7734
PP 0.7746 0.7708
S1 0.7739 0.7682

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

View Archives - Comment on this page... - Back to Index of Symbols