CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 0.7430 0.7401 -0.0029 -0.4% 0.7496
High 0.7446 0.7401 -0.0045 -0.6% 0.7507
Low 0.7398 0.7328 -0.0070 -0.9% 0.7398
Close 0.7405 0.7333 -0.0072 -1.0% 0.7405
Range 0.0049 0.0074 0.0025 51.5% 0.0110
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 36 57 21 58.3% 237
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7574 0.7527 0.7373
R3 0.7501 0.7453 0.7353
R2 0.7427 0.7427 0.7346
R1 0.7380 0.7380 0.7339 0.7367
PP 0.7354 0.7354 0.7354 0.7347
S1 0.7306 0.7306 0.7326 0.7293
S2 0.7280 0.7280 0.7319
S3 0.7207 0.7233 0.7312
S4 0.7133 0.7159 0.7292
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7765 0.7694 0.7465
R3 0.7655 0.7585 0.7435
R2 0.7546 0.7546 0.7425
R1 0.7475 0.7475 0.7415 0.7456
PP 0.7436 0.7436 0.7436 0.7427
S1 0.7366 0.7366 0.7394 0.7346
S2 0.7327 0.7327 0.7384
S3 0.7217 0.7256 0.7374
S4 0.7108 0.7147 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7328 0.0180 2.4% 0.0065 0.9% 3% False True 45
10 0.7603 0.7328 0.0276 3.8% 0.0071 1.0% 2% False True 48
20 0.7621 0.7328 0.0294 4.0% 0.0062 0.8% 2% False True 43
40 0.7800 0.7328 0.0473 6.4% 0.0060 0.8% 1% False True 44
60 0.7895 0.7328 0.0568 7.7% 0.0059 0.8% 1% False True 32
80 0.7895 0.7328 0.0568 7.7% 0.0059 0.8% 1% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7593
1.618 0.7520
1.000 0.7475
0.618 0.7446
HIGH 0.7401
0.618 0.7373
0.500 0.7364
0.382 0.7356
LOW 0.7328
0.618 0.7282
1.000 0.7254
1.618 0.7209
2.618 0.7135
4.250 0.7015
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 0.7364 0.7409
PP 0.7354 0.7384
S1 0.7343 0.7358

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

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