CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 0.7528 0.7496 -0.0033 -0.4% 0.7591
High 0.7603 0.7537 -0.0066 -0.9% 0.7606
Low 0.7487 0.7470 -0.0017 -0.2% 0.7449
Close 0.7502 0.7492 -0.0010 -0.1% 0.7506
Range 0.0116 0.0067 -0.0049 -42.2% 0.0157
ATR 0.0063 0.0063 0.0000 0.5% 0.0000
Volume 89 42 -47 -52.8% 168
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7701 0.7663 0.7528
R3 0.7634 0.7596 0.7510
R2 0.7567 0.7567 0.7504
R1 0.7529 0.7529 0.7498 0.7514
PP 0.7500 0.7500 0.7500 0.7492
S1 0.7462 0.7462 0.7485 0.7447
S2 0.7433 0.7433 0.7479
S3 0.7366 0.7395 0.7473
S4 0.7299 0.7328 0.7455
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% 0.0070 0.9% 28% False False 52
10 0.7621 0.7449 0.0172 2.3% 0.0057 0.8% 25% False False 41
20 0.7779 0.7449 0.0330 4.4% 0.0061 0.8% 13% False False 45
40 0.7859 0.7449 0.0410 5.5% 0.0059 0.8% 10% False False 37
60 0.7895 0.7449 0.0446 6.0% 0.0060 0.8% 10% False False 27
80 0.7895 0.7449 0.0446 6.0% 0.0059 0.8% 10% False False 21
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7712
1.618 0.7645
1.000 0.7604
0.618 0.7578
HIGH 0.7537
0.618 0.7511
0.500 0.7504
0.382 0.7496
LOW 0.7470
0.618 0.7429
1.000 0.7403
1.618 0.7362
2.618 0.7295
4.250 0.7185
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 0.7504 0.7526
PP 0.7500 0.7515
S1 0.7496 0.7503

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

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