CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 0.7597 0.7591 -0.0006 -0.1% 0.7489
High 0.7621 0.7606 -0.0015 -0.2% 0.7621
Low 0.7586 0.7561 -0.0025 -0.3% 0.7482
Close 0.7590 0.7570 -0.0020 -0.3% 0.7590
Range 0.0036 0.0046 0.0010 28.2% 0.0139
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 30 18 -12 -40.0% 214
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7715 0.7688 0.7595
R3 0.7670 0.7643 0.7583
R2 0.7624 0.7624 0.7578
R1 0.7597 0.7597 0.7574 0.7588
PP 0.7579 0.7579 0.7579 0.7574
S1 0.7552 0.7552 0.7566 0.7543
S2 0.7533 0.7533 0.7562
S3 0.7488 0.7506 0.7557
S4 0.7442 0.7461 0.7545
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7925 0.7666
R3 0.7842 0.7786 0.7628
R2 0.7703 0.7703 0.7615
R1 0.7647 0.7647 0.7603 0.7675
PP 0.7564 0.7564 0.7564 0.7579
S1 0.7508 0.7508 0.7577 0.7536
S2 0.7425 0.7425 0.7565
S3 0.7286 0.7369 0.7552
S4 0.7147 0.7230 0.7514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7621 0.7499 0.0122 1.6% 0.0047 0.6% 58% False False 34
10 0.7721 0.7482 0.0239 3.2% 0.0063 0.8% 37% False False 50
20 0.7779 0.7482 0.0297 3.9% 0.0058 0.8% 30% False False 48
40 0.7895 0.7482 0.0413 5.5% 0.0057 0.8% 21% False False 32
60 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 21% False False 22
80 0.7895 0.7482 0.0413 5.5% 0.0059 0.8% 21% False False 18
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7799
2.618 0.7725
1.618 0.7680
1.000 0.7652
0.618 0.7634
HIGH 0.7606
0.618 0.7589
0.500 0.7583
0.382 0.7578
LOW 0.7561
0.618 0.7532
1.000 0.7515
1.618 0.7487
2.618 0.7441
4.250 0.7367
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 0.7583 0.7591
PP 0.7579 0.7584
S1 0.7574 0.7577

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

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