CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 0.7695 0.7704 0.0009 0.1% 0.7741
High 0.7721 0.7719 -0.0002 0.0% 0.7779
Low 0.7681 0.7613 -0.0068 -0.9% 0.7695
Close 0.7688 0.7619 -0.0069 -0.9% 0.7708
Range 0.0040 0.0106 0.0066 163.8% 0.0085
ATR 0.0057 0.0060 0.0003 6.1% 0.0000
Volume 8 28 20 250.0% 243
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7967 0.7898 0.7677
R3 0.7861 0.7793 0.7648
R2 0.7756 0.7756 0.7638
R1 0.7687 0.7687 0.7628 0.7669
PP 0.7650 0.7650 0.7650 0.7641
S1 0.7582 0.7582 0.7609 0.7563
S2 0.7545 0.7545 0.7599
S3 0.7439 0.7476 0.7589
S4 0.7334 0.7371 0.7560
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 0.7613 0.0166 2.2% 0.0060 0.8% 3% False True 21
10 0.7779 0.7613 0.0166 2.2% 0.0056 0.7% 3% False True 37
20 0.7800 0.7613 0.0187 2.5% 0.0055 0.7% 3% False True 33
40 0.7895 0.7613 0.0282 3.7% 0.0057 0.7% 2% False True 21
60 0.7895 0.7539 0.0357 4.7% 0.0057 0.8% 22% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.7995
1.618 0.7889
1.000 0.7824
0.618 0.7784
HIGH 0.7719
0.618 0.7678
0.500 0.7666
0.382 0.7653
LOW 0.7613
0.618 0.7548
1.000 0.7508
1.618 0.7442
2.618 0.7337
4.250 0.7165
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 0.7666 0.7671
PP 0.7650 0.7654
S1 0.7634 0.7636

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

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