CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 0.7559 0.7489 -0.0070 -0.9% 0.7712
High 0.7565 0.7550 -0.0015 -0.2% 0.7729
Low 0.7483 0.7482 -0.0001 0.0% 0.7483
Close 0.7503 0.7543 0.0040 0.5% 0.7503
Range 0.0082 0.0068 -0.0014 -16.6% 0.0246
ATR 0.0064 0.0065 0.0000 0.4% 0.0000
Volume 121 59 -62 -51.2% 278
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7729 0.7704 0.7580
R3 0.7661 0.7636 0.7562
R2 0.7593 0.7593 0.7555
R1 0.7568 0.7568 0.7549 0.7581
PP 0.7525 0.7525 0.7525 0.7531
S1 0.7500 0.7500 0.7537 0.7513
S2 0.7457 0.7457 0.7531
S3 0.7389 0.7432 0.7524
S4 0.7321 0.7364 0.7506
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8310 0.8152 0.7638
R3 0.8064 0.7906 0.7571
R2 0.7818 0.7818 0.7548
R1 0.7660 0.7660 0.7526 0.7616
PP 0.7572 0.7572 0.7572 0.7550
S1 0.7414 0.7414 0.7480 0.7370
S2 0.7326 0.7326 0.7458
S3 0.7080 0.7168 0.7435
S4 0.6834 0.6922 0.7368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7721 0.7482 0.0239 3.2% 0.0079 1.0% 26% False True 67
10 0.7779 0.7482 0.0297 3.9% 0.0061 0.8% 21% False True 50
20 0.7800 0.7482 0.0318 4.2% 0.0059 0.8% 19% False True 46
40 0.7895 0.7482 0.0413 5.5% 0.0059 0.8% 15% False True 28
60 0.7895 0.7482 0.0413 5.5% 0.0059 0.8% 15% False True 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7728
1.618 0.7660
1.000 0.7618
0.618 0.7592
HIGH 0.7550
0.618 0.7524
0.500 0.7516
0.382 0.7508
LOW 0.7482
0.618 0.7440
1.000 0.7414
1.618 0.7372
2.618 0.7304
4.250 0.7193
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 0.7534 0.7564
PP 0.7525 0.7557
S1 0.7516 0.7550

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

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