CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-Apr-2021
Day Change Summary
Previous Current
19-Apr-2021 20-Apr-2021 Change Change % Previous Week
Open 0.7780 0.7800 0.0020 0.3% 0.7621
High 0.7789 0.7820 0.0031 0.4% 0.7765
Low 0.7714 0.7717 0.0003 0.0% 0.7600
Close 0.7766 0.7721 -0.0046 -0.6% 0.7739
Range 0.0075 0.0103 0.0028 37.3% 0.0165
ATR 0.0063 0.0065 0.0003 4.6% 0.0000
Volume 2 8 6 300.0% 11
Daily Pivots for day following 20-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8062 0.7994 0.7777
R3 0.7959 0.7891 0.7749
R2 0.7856 0.7856 0.7739
R1 0.7788 0.7788 0.7730 0.7770
PP 0.7753 0.7753 0.7753 0.7744
S1 0.7685 0.7685 0.7711 0.7667
S2 0.7650 0.7650 0.7702
S3 0.7547 0.7582 0.7692
S4 0.7444 0.7479 0.7664
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8195 0.8131 0.7829
R3 0.8030 0.7967 0.7784
R2 0.7866 0.7866 0.7769
R1 0.7802 0.7802 0.7754 0.7834
PP 0.7701 0.7701 0.7701 0.7717
S1 0.7638 0.7638 0.7724 0.7670
S2 0.7537 0.7537 0.7709
S3 0.7372 0.7473 0.7694
S4 0.7208 0.7309 0.7649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7820 0.7643 0.0178 2.3% 0.0071 0.9% 44% True False 3
10 0.7820 0.7595 0.0226 2.9% 0.0063 0.8% 56% True False 2
20 0.7820 0.7539 0.0282 3.6% 0.0058 0.8% 65% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8258
2.618 0.8090
1.618 0.7987
1.000 0.7923
0.618 0.7884
HIGH 0.7820
0.618 0.7781
0.500 0.7769
0.382 0.7756
LOW 0.7717
0.618 0.7653
1.000 0.7614
1.618 0.7550
2.618 0.7447
4.250 0.7279
Fisher Pivots for day following 20-Apr-2021
Pivot 1 day 3 day
R1 0.7769 0.7767
PP 0.7753 0.7752
S1 0.7737 0.7736

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

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