CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 0.7751 0.7730 -0.0021 -0.3% 0.7758
High 0.7787 0.7761 -0.0026 -0.3% 0.7818
Low 0.7728 0.7713 -0.0015 -0.2% 0.7719
Close 0.7738 0.7760 0.0022 0.3% 0.7738
Range 0.0060 0.0048 -0.0012 -19.3% 0.0100
ATR 0.0066 0.0065 -0.0001 -2.0% 0.0000
Volume 27 2 -25 -92.6% 56
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 0.7889 0.7872 0.7786
R3 0.7841 0.7824 0.7773
R2 0.7793 0.7793 0.7768
R1 0.7776 0.7776 0.7764 0.7784
PP 0.7745 0.7745 0.7745 0.7749
S1 0.7728 0.7728 0.7755 0.7736
S2 0.7697 0.7697 0.7751
S3 0.7649 0.7680 0.7746
S4 0.7601 0.7632 0.7733
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8057 0.7997 0.7793
R3 0.7957 0.7897 0.7765
R2 0.7858 0.7858 0.7756
R1 0.7798 0.7798 0.7747 0.7778
PP 0.7758 0.7758 0.7758 0.7748
S1 0.7698 0.7698 0.7729 0.7679
S2 0.7659 0.7659 0.7720
S3 0.7559 0.7599 0.7711
S4 0.7460 0.7499 0.7683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7818 0.7713 0.0105 1.4% 0.0049 0.6% 44% False True 11
10 0.7859 0.7695 0.0164 2.1% 0.0057 0.7% 40% False False 11
20 0.7895 0.7683 0.0212 2.7% 0.0057 0.7% 36% False False 11
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 62% False False 6
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 False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7887
1.618 0.7839
1.000 0.7809
0.618 0.7791
HIGH 0.7761
0.618 0.7743
0.500 0.7737
0.382 0.7731
LOW 0.7713
0.618 0.7683
1.000 0.7665
1.618 0.7635
2.618 0.7587
4.250 0.7509
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 0.7752 0.7756
PP 0.7745 0.7753
S1 0.7737 0.7750

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

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