CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 0.7712 0.7695 -0.0017 -0.2% 0.7741
High 0.7729 0.7721 -0.0009 -0.1% 0.7779
Low 0.7702 0.7681 -0.0022 -0.3% 0.7695
Close 0.7712 0.7688 -0.0024 -0.3% 0.7708
Range 0.0027 0.0040 0.0013 48.1% 0.0085
ATR 0.0058 0.0057 -0.0001 -2.2% 0.0000
Volume 2 8 6 300.0% 243
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7816 0.7792 0.7710
R3 0.7776 0.7752 0.7699
R2 0.7736 0.7736 0.7695
R1 0.7712 0.7712 0.7691 0.7704
PP 0.7696 0.7696 0.7696 0.7692
S1 0.7672 0.7672 0.7684 0.7664
S2 0.7656 0.7656 0.7680
S3 0.7616 0.7632 0.7677
S4 0.7576 0.7592 0.7666
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 0.7681 0.0099 1.3% 0.0046 0.6% 7% False True 24
10 0.7779 0.7651 0.0128 1.7% 0.0052 0.7% 29% False False 35
20 0.7818 0.7651 0.0167 2.2% 0.0051 0.7% 22% False False 32
40 0.7895 0.7651 0.0244 3.2% 0.0057 0.7% 15% False False 20
60 0.7895 0.7539 0.0357 4.6% 0.0056 0.7% 42% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7825
1.618 0.7785
1.000 0.7761
0.618 0.7745
HIGH 0.7721
0.618 0.7705
0.500 0.7701
0.382 0.7696
LOW 0.7681
0.618 0.7656
1.000 0.7641
1.618 0.7616
2.618 0.7576
4.250 0.7511
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 0.7701 0.7730
PP 0.7696 0.7716
S1 0.7692 0.7702

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

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