CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 0.7390 0.7372 -0.0019 -0.3% 0.7401
High 0.7394 0.7394 0.0001 0.0% 0.7401
Low 0.7362 0.7336 -0.0027 -0.4% 0.7294
Close 0.7369 0.7383 0.0015 0.2% 0.7369
Range 0.0032 0.0059 0.0027 85.7% 0.0107
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 28 26 -2 -7.1% 263
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7546 0.7523 0.7415
R3 0.7488 0.7465 0.7399
R2 0.7429 0.7429 0.7394
R1 0.7406 0.7406 0.7388 0.7418
PP 0.7371 0.7371 0.7371 0.7377
S1 0.7348 0.7348 0.7378 0.7359
S2 0.7312 0.7312 0.7372
S3 0.7254 0.7289 0.7367
S4 0.7195 0.7231 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 0.7400 0.7294 0.0106 1.4% 0.0054 0.7% 84% False False 46
10 0.7507 0.7294 0.0213 2.9% 0.0060 0.8% 42% False False 45
20 0.7606 0.7294 0.0312 4.2% 0.0063 0.8% 29% False False 44
40 0.7779 0.7294 0.0485 6.6% 0.0061 0.8% 18% False False 47
60 0.7895 0.7294 0.0601 8.1% 0.0060 0.8% 15% False False 36
80 0.7895 0.7294 0.0601 8.1% 0.0060 0.8% 15% False False 27
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7643
2.618 0.7547
1.618 0.7489
1.000 0.7453
0.618 0.7430
HIGH 0.7394
0.618 0.7372
0.500 0.7365
0.382 0.7358
LOW 0.7336
0.618 0.7299
1.000 0.7277
1.618 0.7241
2.618 0.7182
4.250 0.7087
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 0.7377 0.7378
PP 0.7371 0.7373
S1 0.7365 0.7368

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

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