CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 0.7571 0.7522 -0.0049 -0.6% 0.7489
High 0.7574 0.7531 -0.0044 -0.6% 0.7621
Low 0.7514 0.7498 -0.0017 -0.2% 0.7482
Close 0.7519 0.7500 -0.0019 -0.3% 0.7590
Range 0.0060 0.0033 -0.0027 -45.0% 0.0139
ATR 0.0059 0.0057 -0.0002 -3.1% 0.0000
Volume 19 47 28 147.4% 214
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.7608 0.7587 0.7518
R3 0.7575 0.7554 0.7509
R2 0.7542 0.7542 0.7506
R1 0.7521 0.7521 0.7503 0.7515
PP 0.7509 0.7509 0.7509 0.7506
S1 0.7488 0.7488 0.7497 0.7482
S2 0.7476 0.7476 0.7494
S3 0.7443 0.7455 0.7491
S4 0.7410 0.7422 0.7482
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 0.7498 0.0124 1.6% 0.0040 0.5% 2% False True 24
10 0.7646 0.7482 0.0164 2.2% 0.0058 0.8% 11% False False 53
20 0.7779 0.7482 0.0297 4.0% 0.0057 0.8% 6% False False 45
40 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 4% False False 33
60 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 4% False False 23
80 0.7895 0.7482 0.0413 5.5% 0.0058 0.8% 4% False False 18
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 0.7671
2.618 0.7617
1.618 0.7584
1.000 0.7564
0.618 0.7551
HIGH 0.7531
0.618 0.7518
0.500 0.7514
0.382 0.7510
LOW 0.7498
0.618 0.7477
1.000 0.7465
1.618 0.7444
2.618 0.7411
4.250 0.7357
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 0.7514 0.7552
PP 0.7509 0.7535
S1 0.7505 0.7517

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

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