CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 0.7357 0.7390 0.0034 0.5% 0.7401
High 0.7400 0.7394 -0.0006 -0.1% 0.7401
Low 0.7347 0.7362 0.0016 0.2% 0.7294
Close 0.7392 0.7369 -0.0024 -0.3% 0.7369
Range 0.0053 0.0032 -0.0022 -40.6% 0.0107
ATR 0.0063 0.0061 -0.0002 -3.6% 0.0000
Volume 59 28 -31 -52.5% 263
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7469 0.7450 0.7386
R3 0.7438 0.7419 0.7377
R2 0.7406 0.7406 0.7374
R1 0.7387 0.7387 0.7371 0.7381
PP 0.7375 0.7375 0.7375 0.7372
S1 0.7356 0.7356 0.7366 0.7350
S2 0.7343 0.7343 0.7363
S3 0.7312 0.7324 0.7360
S4 0.7280 0.7293 0.7351
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7676 0.7629 0.7427
R3 0.7569 0.7522 0.7398
R2 0.7462 0.7462 0.7388
R1 0.7415 0.7415 0.7378 0.7385
PP 0.7355 0.7355 0.7355 0.7339
S1 0.7308 0.7308 0.7359 0.7278
S2 0.7248 0.7248 0.7349
S3 0.7141 0.7201 0.7339
S4 0.7034 0.7094 0.7310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7294 0.0107 1.5% 0.0057 0.8% 70% False False 52
10 0.7507 0.7294 0.0213 2.9% 0.0058 0.8% 35% False False 50
20 0.7621 0.7294 0.0327 4.4% 0.0061 0.8% 23% False False 44
40 0.7779 0.7294 0.0485 6.6% 0.0060 0.8% 15% False False 48
60 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 12% False False 35
80 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 12% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7527
2.618 0.7476
1.618 0.7444
1.000 0.7425
0.618 0.7413
HIGH 0.7394
0.618 0.7381
0.500 0.7378
0.382 0.7374
LOW 0.7362
0.618 0.7343
1.000 0.7331
1.618 0.7311
2.618 0.7280
4.250 0.7228
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 0.7378 0.7361
PP 0.7375 0.7354
S1 0.7372 0.7347

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

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