CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 0.7743 0.7733 -0.0011 -0.1% 0.7742
High 0.7766 0.7767 0.0001 0.0% 0.7778
Low 0.7730 0.7726 -0.0005 -0.1% 0.7651
Close 0.7742 0.7760 0.0018 0.2% 0.7748
Range 0.0036 0.0041 0.0006 15.5% 0.0127
ATR 0.0060 0.0059 -0.0001 -2.3% 0.0000
Volume 45 42 -3 -6.7% 211
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7874 0.7858 0.7782
R3 0.7833 0.7817 0.7771
R2 0.7792 0.7792 0.7767
R1 0.7776 0.7776 0.7763 0.7784
PP 0.7751 0.7751 0.7751 0.7755
S1 0.7735 0.7735 0.7756 0.7743
S2 0.7710 0.7710 0.7752
S3 0.7669 0.7694 0.7748
S4 0.7628 0.7653 0.7737
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8105 0.8053 0.7818
R3 0.7979 0.7927 0.7783
R2 0.7852 0.7852 0.7771
R1 0.7800 0.7800 0.7760 0.7826
PP 0.7726 0.7726 0.7726 0.7739
S1 0.7674 0.7674 0.7736 0.7700
S2 0.7599 0.7599 0.7725
S3 0.7473 0.7547 0.7713
S4 0.7346 0.7421 0.7678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7769 0.7657 0.0112 1.4% 0.0047 0.6% 92% False False 54
10 0.7778 0.7651 0.0127 1.6% 0.0053 0.7% 86% False False 55
20 0.7818 0.7651 0.0167 2.2% 0.0052 0.7% 65% False False 33
40 0.7895 0.7651 0.0244 3.1% 0.0057 0.7% 44% False False 20
60 0.7895 0.7539 0.0357 4.6% 0.0058 0.7% 62% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7874
1.618 0.7833
1.000 0.7808
0.618 0.7792
HIGH 0.7767
0.618 0.7751
0.500 0.7746
0.382 0.7741
LOW 0.7726
0.618 0.7700
1.000 0.7685
1.618 0.7659
2.618 0.7618
4.250 0.7551
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 0.7755 0.7755
PP 0.7751 0.7751
S1 0.7746 0.7746

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

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