CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 0.7485 0.7449 -0.0036 -0.5% 0.7528
High 0.7507 0.7490 -0.0018 -0.2% 0.7603
Low 0.7433 0.7436 0.0004 0.0% 0.7415
Close 0.7450 0.7482 0.0032 0.4% 0.7495
Range 0.0075 0.0054 -0.0021 -28.2% 0.0189
ATR 0.0064 0.0063 -0.0001 -1.2% 0.0000
Volume 65 27 -38 -58.5% 189
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7630 0.7609 0.7511
R3 0.7576 0.7556 0.7497
R2 0.7523 0.7523 0.7492
R1 0.7502 0.7502 0.7487 0.7513
PP 0.7469 0.7469 0.7469 0.7474
S1 0.7449 0.7449 0.7477 0.7459
S2 0.7416 0.7416 0.7472
S3 0.7362 0.7395 0.7467
S4 0.7309 0.7342 0.7453
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 0.7507 0.7415 0.0093 1.2% 0.0066 0.9% 73% False False 43
10 0.7603 0.7415 0.0189 2.5% 0.0068 0.9% 36% False False 47
20 0.7719 0.7415 0.0304 4.1% 0.0066 0.9% 22% False False 49
40 0.7818 0.7415 0.0404 5.4% 0.0059 0.8% 17% False False 41
60 0.7895 0.7415 0.0481 6.4% 0.0060 0.8% 14% False False 30
80 0.7895 0.7415 0.0481 6.4% 0.0059 0.8% 14% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7630
1.618 0.7576
1.000 0.7543
0.618 0.7523
HIGH 0.7490
0.618 0.7469
0.500 0.7463
0.382 0.7456
LOW 0.7436
0.618 0.7403
1.000 0.7383
1.618 0.7349
2.618 0.7296
4.250 0.7209
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 0.7476 0.7478
PP 0.7469 0.7474
S1 0.7463 0.7470

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

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