CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 0.7528 0.7550 0.0023 0.3% 0.7712
High 0.7568 0.7603 0.0035 0.5% 0.7729
Low 0.7499 0.7543 0.0044 0.6% 0.7483
Close 0.7559 0.7577 0.0018 0.2% 0.7503
Range 0.0069 0.0060 -0.0009 -13.1% 0.0246
ATR 0.0065 0.0065 0.0000 -0.6% 0.0000
Volume 42 76 34 81.0% 278
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7753 0.7724 0.7609
R3 0.7693 0.7665 0.7593
R2 0.7634 0.7634 0.7587
R1 0.7605 0.7605 0.7582 0.7619
PP 0.7574 0.7574 0.7574 0.7581
S1 0.7546 0.7546 0.7571 0.7560
S2 0.7515 0.7515 0.7566
S3 0.7455 0.7486 0.7560
S4 0.7396 0.7427 0.7544
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 0.7646 0.7482 0.0164 2.2% 0.0076 1.0% 58% False False 83
10 0.7779 0.7482 0.0297 3.9% 0.0068 0.9% 32% False False 52
20 0.7800 0.7482 0.0318 4.2% 0.0061 0.8% 30% False False 52
40 0.7895 0.7482 0.0413 5.5% 0.0060 0.8% 23% False False 31
60 0.7895 0.7482 0.0413 5.5% 0.0060 0.8% 23% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7758
1.618 0.7699
1.000 0.7662
0.618 0.7639
HIGH 0.7603
0.618 0.7580
0.500 0.7573
0.382 0.7566
LOW 0.7543
0.618 0.7506
1.000 0.7484
1.618 0.7447
2.618 0.7387
4.250 0.7290
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 0.7575 0.7565
PP 0.7574 0.7554
S1 0.7573 0.7542

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

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