CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 0.7485 0.7437 -0.0048 -0.6% 0.7528
High 0.7493 0.7498 0.0005 0.1% 0.7603
Low 0.7422 0.7415 -0.0008 -0.1% 0.7415
Close 0.7429 0.7495 0.0066 0.9% 0.7495
Range 0.0071 0.0083 0.0013 17.7% 0.0189
ATR 0.0063 0.0065 0.0001 2.2% 0.0000
Volume 38 20 -18 -47.4% 189
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7718 0.7690 0.7541
R3 0.7635 0.7607 0.7518
R2 0.7552 0.7552 0.7510
R1 0.7524 0.7524 0.7503 0.7538
PP 0.7469 0.7469 0.7469 0.7476
S1 0.7441 0.7441 0.7487 0.7455
S2 0.7386 0.7386 0.7480
S3 0.7303 0.7358 0.7472
S4 0.7220 0.7275 0.7449
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8070 0.7971 0.7599
R3 0.7881 0.7782 0.7547
R2 0.7693 0.7693 0.7530
R1 0.7594 0.7594 0.7512 0.7549
PP 0.7504 0.7504 0.7504 0.7482
S1 0.7405 0.7405 0.7478 0.7361
S2 0.7316 0.7316 0.7460
S3 0.7127 0.7217 0.7443
S4 0.6939 0.7028 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7603 0.7415 0.0189 2.5% 0.0085 1.1% 43% False True 47
10 0.7621 0.7415 0.0207 2.8% 0.0064 0.9% 39% False True 38
20 0.7779 0.7415 0.0365 4.9% 0.0065 0.9% 22% False True 43
40 0.7818 0.7415 0.0404 5.4% 0.0059 0.8% 20% False True 38
60 0.7895 0.7415 0.0481 6.4% 0.0060 0.8% 17% False True 27
80 0.7895 0.7415 0.0481 6.4% 0.0060 0.8% 17% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7715
1.618 0.7632
1.000 0.7581
0.618 0.7549
HIGH 0.7498
0.618 0.7466
0.500 0.7456
0.382 0.7446
LOW 0.7415
0.618 0.7363
1.000 0.7332
1.618 0.7280
2.618 0.7197
4.250 0.7062
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 0.7482 0.7489
PP 0.7469 0.7482
S1 0.7456 0.7476

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

View Archives - Comment on this page... - Back to Index of Symbols