CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 0.7764 0.7712 -0.0052 -0.7% 0.7741
High 0.7779 0.7729 -0.0050 -0.6% 0.7779
Low 0.7695 0.7702 0.0008 0.1% 0.7695
Close 0.7708 0.7712 0.0004 0.1% 0.7708
Range 0.0085 0.0027 -0.0058 -68.0% 0.0085
ATR 0.0060 0.0058 -0.0002 -4.0% 0.0000
Volume 26 2 -24 -92.3% 243
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7795 0.7780 0.7726
R3 0.7768 0.7753 0.7719
R2 0.7741 0.7741 0.7716
R1 0.7726 0.7726 0.7714 0.7720
PP 0.7714 0.7714 0.7714 0.7711
S1 0.7699 0.7699 0.7709 0.7693
S2 0.7687 0.7687 0.7707
S3 0.7660 0.7672 0.7704
S4 0.7633 0.7645 0.7697
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% 0.0043 0.6% 20% False False 34
10 0.7779 0.7651 0.0128 1.7% 0.0054 0.7% 47% False False 45
20 0.7818 0.7651 0.0167 2.2% 0.0051 0.7% 36% False False 32
40 0.7895 0.7651 0.0244 3.2% 0.0058 0.7% 25% False False 20
60 0.7895 0.7539 0.0357 4.6% 0.0057 0.7% 49% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7800
1.618 0.7773
1.000 0.7756
0.618 0.7746
HIGH 0.7729
0.618 0.7719
0.500 0.7716
0.382 0.7712
LOW 0.7702
0.618 0.7685
1.000 0.7675
1.618 0.7658
2.618 0.7631
4.250 0.7587
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 0.7716 0.7737
PP 0.7714 0.7728
S1 0.7713 0.7720

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

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