CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 0.7522 0.7504 -0.0018 -0.2% 0.7489
High 0.7531 0.7511 -0.0020 -0.3% 0.7621
Low 0.7498 0.7465 -0.0033 -0.4% 0.7482
Close 0.7500 0.7466 -0.0035 -0.5% 0.7590
Range 0.0033 0.0046 0.0013 39.4% 0.0139
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 47 37 -10 -21.3% 214
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7619 0.7588 0.7491
R3 0.7573 0.7542 0.7478
R2 0.7527 0.7527 0.7474
R1 0.7496 0.7496 0.7470 0.7488
PP 0.7481 0.7481 0.7481 0.7477
S1 0.7450 0.7450 0.7461 0.7442
S2 0.7435 0.7435 0.7457
S3 0.7389 0.7404 0.7453
S4 0.7343 0.7358 0.7440
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 0.7465 0.0156 2.1% 0.0044 0.6% 0% False True 30
10 0.7621 0.7465 0.0156 2.1% 0.0052 0.7% 0% False True 45
20 0.7779 0.7465 0.0314 4.2% 0.0056 0.7% 0% False True 45
40 0.7895 0.7465 0.0430 5.8% 0.0058 0.8% 0% False True 34
60 0.7895 0.7465 0.0430 5.8% 0.0058 0.8% 0% False True 24
80 0.7895 0.7465 0.0430 5.8% 0.0058 0.8% 0% False True 19
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7631
1.618 0.7585
1.000 0.7557
0.618 0.7539
HIGH 0.7511
0.618 0.7493
0.500 0.7488
0.382 0.7483
LOW 0.7465
0.618 0.7437
1.000 0.7419
1.618 0.7391
2.618 0.7345
4.250 0.7270
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 0.7488 0.7520
PP 0.7481 0.7502
S1 0.7473 0.7484

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

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