CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 0.7449 0.7488 0.0039 0.5% 0.7528
High 0.7490 0.7491 0.0002 0.0% 0.7603
Low 0.7436 0.7416 -0.0020 -0.3% 0.7415
Close 0.7482 0.7422 -0.0061 -0.8% 0.7495
Range 0.0054 0.0075 0.0022 40.2% 0.0189
ATR 0.0063 0.0064 0.0001 1.3% 0.0000
Volume 27 42 15 55.6% 189
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7668 0.7620 0.7463
R3 0.7593 0.7545 0.7442
R2 0.7518 0.7518 0.7435
R1 0.7470 0.7470 0.7428 0.7456
PP 0.7443 0.7443 0.7443 0.7436
S1 0.7395 0.7395 0.7415 0.7381
S2 0.7368 0.7368 0.7408
S3 0.7293 0.7320 0.7401
S4 0.7218 0.7245 0.7380
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% 8% False False 44
10 0.7603 0.7415 0.0189 2.5% 0.0072 1.0% 4% False False 47
20 0.7646 0.7415 0.0232 3.1% 0.0065 0.9% 3% False False 50
40 0.7800 0.7415 0.0386 5.2% 0.0060 0.8% 2% False False 42
60 0.7895 0.7415 0.0481 6.5% 0.0059 0.8% 1% False False 31
80 0.7895 0.7415 0.0481 6.5% 0.0059 0.8% 1% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7687
1.618 0.7612
1.000 0.7566
0.618 0.7537
HIGH 0.7491
0.618 0.7462
0.500 0.7454
0.382 0.7445
LOW 0.7416
0.618 0.7370
1.000 0.7341
1.618 0.7295
2.618 0.7220
4.250 0.7097
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 0.7454 0.7462
PP 0.7443 0.7448
S1 0.7432 0.7435

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

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