CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 0.7550 0.7580 0.0030 0.4% 0.7712
High 0.7603 0.7595 -0.0008 -0.1% 0.7729
Low 0.7543 0.7571 0.0028 0.4% 0.7483
Close 0.7577 0.7587 0.0011 0.1% 0.7503
Range 0.0060 0.0024 -0.0036 -60.5% 0.0246
ATR 0.0065 0.0062 -0.0003 -4.5% 0.0000
Volume 76 7 -69 -90.8% 278
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7655 0.7644 0.7600
R3 0.7631 0.7621 0.7593
R2 0.7608 0.7608 0.7591
R1 0.7597 0.7597 0.7589 0.7603
PP 0.7584 0.7584 0.7584 0.7587
S1 0.7574 0.7574 0.7585 0.7579
S2 0.7561 0.7561 0.7583
S3 0.7537 0.7550 0.7581
S4 0.7514 0.7527 0.7574
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 0.7603 0.7482 0.0121 1.6% 0.0060 0.8% 87% False False 61
10 0.7779 0.7482 0.0297 3.9% 0.0066 0.9% 35% False False 48
20 0.7779 0.7482 0.0297 3.9% 0.0059 0.8% 35% False False 52
40 0.7895 0.7482 0.0413 5.4% 0.0059 0.8% 25% False False 31
60 0.7895 0.7482 0.0413 5.4% 0.0059 0.8% 25% False False 21
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 0.0015
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7694
2.618 0.7656
1.618 0.7633
1.000 0.7618
0.618 0.7609
HIGH 0.7595
0.618 0.7586
0.500 0.7583
0.382 0.7580
LOW 0.7571
0.618 0.7556
1.000 0.7548
1.618 0.7533
2.618 0.7509
4.250 0.7471
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 0.7586 0.7575
PP 0.7584 0.7563
S1 0.7583 0.7551

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

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