CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 0.7733 0.7764 0.0031 0.4% 0.7741
High 0.7767 0.7779 0.0013 0.2% 0.7779
Low 0.7726 0.7695 -0.0031 -0.4% 0.7695
Close 0.7760 0.7708 -0.0052 -0.7% 0.7708
Range 0.0041 0.0085 0.0044 106.1% 0.0085
ATR 0.0059 0.0060 0.0002 3.1% 0.0000
Volume 42 26 -16 -38.1% 243
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7929 0.7754
R3 0.7896 0.7844 0.7731
R2 0.7812 0.7812 0.7723
R1 0.7760 0.7760 0.7715 0.7743
PP 0.7727 0.7727 0.7727 0.7719
S1 0.7675 0.7675 0.7700 0.7659
S2 0.7643 0.7643 0.7692
S3 0.7558 0.7591 0.7684
S4 0.7474 0.7506 0.7661
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7929 0.7754
R3 0.7896 0.7844 0.7731
R2 0.7812 0.7812 0.7723
R1 0.7760 0.7760 0.7715 0.7743
PP 0.7727 0.7727 0.7727 0.7719
S1 0.7675 0.7675 0.7700 0.7659
S2 0.7643 0.7643 0.7692
S3 0.7558 0.7591 0.7684
S4 0.7474 0.7506 0.7661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7779 0.7695 0.0085 1.1% 0.0045 0.6% 15% True True 48
10 0.7779 0.7651 0.0128 1.7% 0.0058 0.8% 44% True False 53
20 0.7818 0.7651 0.0167 2.2% 0.0053 0.7% 34% False False 34
40 0.7895 0.7651 0.0244 3.2% 0.0058 0.7% 23% False False 20
60 0.7895 0.7539 0.0357 4.6% 0.0058 0.7% 47% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8000
1.618 0.7916
1.000 0.7864
0.618 0.7831
HIGH 0.7779
0.618 0.7747
0.500 0.7737
0.382 0.7727
LOW 0.7695
0.618 0.7642
1.000 0.7610
1.618 0.7558
2.618 0.7473
4.250 0.7335
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 0.7737 0.7737
PP 0.7727 0.7727
S1 0.7717 0.7717

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

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