CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 0.7496 0.7485 -0.0011 -0.1% 0.7528
High 0.7499 0.7507 0.0008 0.1% 0.7603
Low 0.7453 0.7433 -0.0021 -0.3% 0.7415
Close 0.7479 0.7450 -0.0029 -0.4% 0.7495
Range 0.0046 0.0075 0.0029 62.0% 0.0189
ATR 0.0063 0.0064 0.0001 1.2% 0.0000
Volume 67 65 -2 -3.0% 189
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7687 0.7643 0.7491
R3 0.7612 0.7568 0.7470
R2 0.7538 0.7538 0.7464
R1 0.7494 0.7494 0.7457 0.7479
PP 0.7463 0.7463 0.7463 0.7456
S1 0.7419 0.7419 0.7443 0.7404
S2 0.7389 0.7389 0.7436
S3 0.7314 0.7345 0.7430
S4 0.7240 0.7270 0.7409
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 0.7537 0.7415 0.0123 1.6% 0.0068 0.9% 29% False False 46
10 0.7603 0.7415 0.0189 2.5% 0.0068 0.9% 19% False False 47
20 0.7721 0.7415 0.0306 4.1% 0.0066 0.9% 12% False False 48
40 0.7818 0.7415 0.0404 5.4% 0.0058 0.8% 9% False False 40
60 0.7895 0.7415 0.0481 6.4% 0.0060 0.8% 7% False False 30
80 0.7895 0.7415 0.0481 6.4% 0.0059 0.8% 7% False False 23
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7824
2.618 0.7702
1.618 0.7628
1.000 0.7582
0.618 0.7553
HIGH 0.7507
0.618 0.7479
0.500 0.7470
0.382 0.7461
LOW 0.7433
0.618 0.7386
1.000 0.7358
1.618 0.7312
2.618 0.7237
4.250 0.7116
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 0.7470 0.7461
PP 0.7463 0.7457
S1 0.7457 0.7454

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

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