CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 0.7471 0.7528 0.0058 0.8% 0.7591
High 0.7537 0.7603 0.0067 0.9% 0.7606
Low 0.7449 0.7487 0.0038 0.5% 0.7449
Close 0.7506 0.7502 -0.0004 -0.1% 0.7506
Range 0.0088 0.0116 0.0029 32.6% 0.0157
ATR 0.0058 0.0063 0.0004 7.0% 0.0000
Volume 47 89 42 89.4% 168
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7879 0.7806 0.7565
R3 0.7763 0.7690 0.7533
R2 0.7647 0.7647 0.7523
R1 0.7574 0.7574 0.7512 0.7552
PP 0.7531 0.7531 0.7531 0.7520
S1 0.7458 0.7458 0.7491 0.7436
S2 0.7415 0.7415 0.7480
S3 0.7299 0.7342 0.7470
S4 0.7183 0.7226 0.7438
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 0.7603 0.7449 0.0154 2.1% 0.0069 0.9% 34% True False 47
10 0.7621 0.7449 0.0172 2.3% 0.0058 0.8% 31% False False 41
20 0.7779 0.7449 0.0330 4.4% 0.0059 0.8% 16% False False 46
40 0.7895 0.7449 0.0446 5.9% 0.0058 0.8% 12% False False 37
60 0.7895 0.7449 0.0446 5.9% 0.0059 0.8% 12% False False 26
80 0.7895 0.7449 0.0446 5.9% 0.0059 0.8% 12% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 37 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.7907
1.618 0.7791
1.000 0.7719
0.618 0.7675
HIGH 0.7603
0.618 0.7559
0.500 0.7545
0.382 0.7531
LOW 0.7487
0.618 0.7415
1.000 0.7371
1.618 0.7299
2.618 0.7183
4.250 0.6994
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 0.7545 0.7526
PP 0.7531 0.7518
S1 0.7516 0.7510

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

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