CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 0.7800 0.7716 -0.0084 -1.1% 0.7621
High 0.7820 0.7764 -0.0056 -0.7% 0.7765
Low 0.7717 0.7707 -0.0011 -0.1% 0.7600
Close 0.7721 0.7758 0.0037 0.5% 0.7739
Range 0.0103 0.0058 -0.0046 -44.2% 0.0165
ATR 0.0065 0.0065 -0.0001 -0.9% 0.0000
Volume 8 1 -7 -87.5% 11
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.7915 0.7894 0.7789
R3 0.7858 0.7836 0.7773
R2 0.7800 0.7800 0.7768
R1 0.7779 0.7779 0.7763 0.7790
PP 0.7743 0.7743 0.7743 0.7748
S1 0.7721 0.7721 0.7752 0.7732
S2 0.7685 0.7685 0.7747
S3 0.7628 0.7664 0.7742
S4 0.7570 0.7606 0.7726
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 0.7707 0.0114 1.5% 0.0063 0.8% 45% False True 2
10 0.7820 0.7595 0.0226 2.9% 0.0062 0.8% 72% False False 2
20 0.7820 0.7539 0.0282 3.6% 0.0057 0.7% 78% 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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7915
1.618 0.7857
1.000 0.7822
0.618 0.7800
HIGH 0.7764
0.618 0.7742
0.500 0.7735
0.382 0.7728
LOW 0.7707
0.618 0.7671
1.000 0.7649
1.618 0.7613
2.618 0.7556
4.250 0.7462
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 0.7750 0.7763
PP 0.7743 0.7761
S1 0.7735 0.7759

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

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