CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 0.7751 0.7738 -0.0013 -0.2% 0.7810
High 0.7786 0.7773 -0.0014 -0.2% 0.7822
Low 0.7704 0.7738 0.0034 0.4% 0.7704
Close 0.7711 0.7773 0.0062 0.8% 0.7711
Range 0.0082 0.0035 -0.0047 -57.3% 0.0118
ATR 0.0064 0.0064 0.0000 -0.3% 0.0000
Volume 8 3 -5 -62.5% 34
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 0.7866 0.7854 0.7792
R3 0.7831 0.7819 0.7782
R2 0.7796 0.7796 0.7779
R1 0.7784 0.7784 0.7776 0.7790
PP 0.7761 0.7761 0.7761 0.7764
S1 0.7749 0.7749 0.7769 0.7755
S2 0.7726 0.7726 0.7766
S3 0.7691 0.7714 0.7763
S4 0.7656 0.7679 0.7753
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8023 0.7776
R3 0.7982 0.7905 0.7743
R2 0.7864 0.7864 0.7733
R1 0.7787 0.7787 0.7722 0.7767
PP 0.7746 0.7746 0.7746 0.7735
S1 0.7669 0.7669 0.7700 0.7649
S2 0.7628 0.7628 0.7689
S3 0.7510 0.7551 0.7679
S4 0.7392 0.7433 0.7646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7704 0.0118 1.5% 0.0052 0.7% 58% False False 7
10 0.7822 0.7701 0.0122 1.6% 0.0061 0.8% 59% False False 4
20 0.7822 0.7595 0.0228 2.9% 0.0060 0.8% 78% False False 3
40 0.7852 0.7539 0.0313 4.0% 0.0060 0.8% 75% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7864
1.618 0.7829
1.000 0.7808
0.618 0.7794
HIGH 0.7773
0.618 0.7759
0.500 0.7755
0.382 0.7751
LOW 0.7738
0.618 0.7716
1.000 0.7703
1.618 0.7681
2.618 0.7646
4.250 0.7589
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 0.7767 0.7769
PP 0.7761 0.7766
S1 0.7755 0.7763

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

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