CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 0.7780 0.7730 -0.0050 -0.6% 0.7758
High 0.7800 0.7762 -0.0039 -0.5% 0.7818
Low 0.7738 0.7729 -0.0009 -0.1% 0.7719
Close 0.7752 0.7750 -0.0002 0.0% 0.7738
Range 0.0062 0.0033 -0.0030 -47.6% 0.0100
ATR 0.0063 0.0061 -0.0002 -3.5% 0.0000
Volume 8 49 41 512.5% 56
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 0.7844 0.7829 0.7767
R3 0.7812 0.7797 0.7758
R2 0.7779 0.7779 0.7755
R1 0.7764 0.7764 0.7752 0.7772
PP 0.7747 0.7747 0.7747 0.7750
S1 0.7732 0.7732 0.7747 0.7739
S2 0.7714 0.7714 0.7744
S3 0.7682 0.7699 0.7741
S4 0.7649 0.7667 0.7732
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 0.7800 0.7713 0.0087 1.1% 0.0049 0.6% 42% False False 17
10 0.7818 0.7713 0.0105 1.4% 0.0049 0.6% 35% False False 15
20 0.7895 0.7683 0.0212 2.7% 0.0057 0.7% 31% False False 12
40 0.7895 0.7539 0.0357 4.6% 0.0059 0.8% 59% False False 7
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7900
2.618 0.7847
1.618 0.7814
1.000 0.7794
0.618 0.7782
HIGH 0.7762
0.618 0.7749
0.500 0.7745
0.382 0.7741
LOW 0.7729
0.618 0.7709
1.000 0.7697
1.618 0.7676
2.618 0.7644
4.250 0.7591
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 0.7748 0.7765
PP 0.7747 0.7760
S1 0.7745 0.7755

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

View Archives - Comment on this page... - Back to Index of Symbols