CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 0.7504 0.7471 -0.0033 -0.4% 0.7591
High 0.7511 0.7537 0.0026 0.3% 0.7606
Low 0.7465 0.7449 -0.0016 -0.2% 0.7449
Close 0.7466 0.7506 0.0040 0.5% 0.7506
Range 0.0046 0.0088 0.0042 90.2% 0.0157
ATR 0.0056 0.0058 0.0002 4.0% 0.0000
Volume 37 47 10 27.0% 168
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7760 0.7720 0.7554
R3 0.7672 0.7633 0.7530
R2 0.7585 0.7585 0.7522
R1 0.7545 0.7545 0.7514 0.7565
PP 0.7497 0.7497 0.7497 0.7507
S1 0.7458 0.7458 0.7497 0.7477
S2 0.7410 0.7410 0.7489
S3 0.7322 0.7370 0.7481
S4 0.7235 0.7283 0.7457
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7991 0.7905 0.7592
R3 0.7834 0.7748 0.7549
R2 0.7677 0.7677 0.7534
R1 0.7591 0.7591 0.7520 0.7556
PP 0.7520 0.7520 0.7520 0.7502
S1 0.7434 0.7434 0.7491 0.7399
S2 0.7363 0.7363 0.7477
S3 0.7206 0.7277 0.7462
S4 0.7049 0.7120 0.7419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7606 0.7449 0.0157 2.1% 0.0054 0.7% 36% False True 33
10 0.7621 0.7449 0.0172 2.3% 0.0053 0.7% 33% False True 38
20 0.7779 0.7449 0.0330 4.4% 0.0055 0.7% 17% False True 45
40 0.7895 0.7449 0.0446 5.9% 0.0058 0.8% 13% False True 35
60 0.7895 0.7449 0.0446 5.9% 0.0058 0.8% 13% False True 24
80 0.7895 0.7449 0.0446 5.9% 0.0058 0.8% 13% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7908
2.618 0.7766
1.618 0.7678
1.000 0.7624
0.618 0.7591
HIGH 0.7537
0.618 0.7503
0.500 0.7493
0.382 0.7482
LOW 0.7449
0.618 0.7395
1.000 0.7362
1.618 0.7307
2.618 0.7220
4.250 0.7077
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 0.7501 0.7501
PP 0.7497 0.7497
S1 0.7493 0.7493

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

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