CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 0.7846 0.7849 0.0003 0.0% 0.7738
High 0.7895 0.7859 -0.0037 -0.5% 0.7866
Low 0.7840 0.7827 -0.0013 -0.2% 0.7683
Close 0.7847 0.7849 0.0002 0.0% 0.7852
Range 0.0055 0.0032 -0.0024 -42.7% 0.0183
ATR 0.0067 0.0065 -0.0003 -3.8% 0.0000
Volume 36 0 -36 -100.0% 34
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 0.7939 0.7925 0.7866
R3 0.7908 0.7894 0.7857
R2 0.7876 0.7876 0.7854
R1 0.7862 0.7862 0.7851 0.7864
PP 0.7845 0.7845 0.7845 0.7846
S1 0.7831 0.7831 0.7846 0.7833
S2 0.7813 0.7813 0.7843
S3 0.7782 0.7799 0.7840
S4 0.7750 0.7768 0.7831
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8348 0.8282 0.7952
R3 0.8165 0.8100 0.7902
R2 0.7983 0.7983 0.7885
R1 0.7917 0.7917 0.7869 0.7950
PP 0.7800 0.7800 0.7800 0.7817
S1 0.7735 0.7735 0.7835 0.7768
S2 0.7618 0.7618 0.7819
S3 0.7435 0.7552 0.7802
S4 0.7253 0.7370 0.7752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7895 0.7708 0.0187 2.4% 0.0063 0.8% 75% False False 12
10 0.7895 0.7683 0.0212 2.7% 0.0059 0.8% 78% False False 9
20 0.7895 0.7643 0.0253 3.2% 0.0060 0.8% 82% False False 6
40 0.7895 0.7539 0.0357 4.5% 0.0059 0.7% 87% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7941
1.618 0.7909
1.000 0.7890
0.618 0.7878
HIGH 0.7859
0.618 0.7846
0.500 0.7843
0.382 0.7839
LOW 0.7827
0.618 0.7808
1.000 0.7796
1.618 0.7776
2.618 0.7745
4.250 0.7693
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 0.7847 0.7843
PP 0.7845 0.7837
S1 0.7843 0.7831

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

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