CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 0.7738 0.7690 -0.0048 -0.6% 0.7810
High 0.7773 0.7715 -0.0058 -0.7% 0.7822
Low 0.7738 0.7683 -0.0055 -0.7% 0.7704
Close 0.7773 0.7715 -0.0058 -0.7% 0.7711
Range 0.0035 0.0032 -0.0003 -8.6% 0.0118
ATR 0.0064 0.0066 0.0002 2.9% 0.0000
Volume 3 4 1 33.3% 34
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 0.7800 0.7790 0.7733
R3 0.7768 0.7758 0.7724
R2 0.7736 0.7736 0.7721
R1 0.7726 0.7726 0.7718 0.7731
PP 0.7704 0.7704 0.7704 0.7707
S1 0.7694 0.7694 0.7712 0.7699
S2 0.7672 0.7672 0.7709
S3 0.7640 0.7662 0.7706
S4 0.7608 0.7630 0.7697
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 0.7683 0.0139 1.8% 0.0055 0.7% 23% False True 5
10 0.7822 0.7683 0.0139 1.8% 0.0054 0.7% 23% False True 4
20 0.7822 0.7595 0.0228 2.9% 0.0058 0.8% 53% False False 3
40 0.7852 0.7539 0.0313 4.1% 0.0059 0.8% 56% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7851
2.618 0.7799
1.618 0.7767
1.000 0.7747
0.618 0.7735
HIGH 0.7715
0.618 0.7703
0.500 0.7699
0.382 0.7695
LOW 0.7683
0.618 0.7663
1.000 0.7651
1.618 0.7631
2.618 0.7599
4.250 0.7547
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 0.7710 0.7735
PP 0.7704 0.7728
S1 0.7699 0.7722

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

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