CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 0.7372 0.7386 0.0015 0.2% 0.7401
High 0.7394 0.7392 -0.0002 0.0% 0.7401
Low 0.7336 0.7342 0.0006 0.1% 0.7294
Close 0.7383 0.7365 -0.0018 -0.2% 0.7369
Range 0.0059 0.0051 -0.0008 -13.7% 0.0107
ATR 0.0061 0.0060 -0.0001 -1.2% 0.0000
Volume 26 27 1 3.8% 263
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7518 0.7492 0.7393
R3 0.7467 0.7441 0.7379
R2 0.7417 0.7417 0.7374
R1 0.7391 0.7391 0.7370 0.7379
PP 0.7366 0.7366 0.7366 0.7360
S1 0.7340 0.7340 0.7360 0.7328
S2 0.7316 0.7316 0.7356
S3 0.7265 0.7290 0.7351
S4 0.7215 0.7239 0.7337
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% 0.0053 0.7% 67% False False 43
10 0.7491 0.7294 0.0197 2.7% 0.0057 0.8% 36% False False 42
20 0.7603 0.7294 0.0309 4.2% 0.0063 0.9% 23% False False 44
40 0.7779 0.7294 0.0485 6.6% 0.0061 0.8% 15% False False 46
60 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 12% False False 36
80 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 12% False False 28
100 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 12% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7524
1.618 0.7474
1.000 0.7443
0.618 0.7423
HIGH 0.7392
0.618 0.7373
0.500 0.7367
0.382 0.7361
LOW 0.7342
0.618 0.7310
1.000 0.7291
1.618 0.7260
2.618 0.7209
4.250 0.7127
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 0.7367 0.7365
PP 0.7366 0.7365
S1 0.7366 0.7365

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

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