CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 0.7386 0.7356 -0.0031 -0.4% 0.7401
High 0.7392 0.7385 -0.0008 -0.1% 0.7401
Low 0.7342 0.7323 -0.0019 -0.3% 0.7294
Close 0.7365 0.7373 0.0008 0.1% 0.7369
Range 0.0051 0.0062 0.0012 22.8% 0.0107
ATR 0.0060 0.0060 0.0000 0.2% 0.0000
Volume 27 41 14 51.9% 263
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7546 0.7521 0.7407
R3 0.7484 0.7459 0.7390
R2 0.7422 0.7422 0.7384
R1 0.7397 0.7397 0.7378 0.7410
PP 0.7360 0.7360 0.7360 0.7366
S1 0.7335 0.7335 0.7367 0.7348
S2 0.7298 0.7298 0.7361
S3 0.7236 0.7273 0.7355
S4 0.7174 0.7211 0.7338
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 0.7323 0.0077 1.0% 0.0051 0.7% 65% False True 36
10 0.7491 0.7294 0.0197 2.7% 0.0058 0.8% 40% False False 43
20 0.7603 0.7294 0.0309 4.2% 0.0063 0.9% 25% False False 45
40 0.7779 0.7294 0.0485 6.6% 0.0061 0.8% 16% False False 44
60 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 13% False False 36
80 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 13% False False 28
100 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 13% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7648
2.618 0.7547
1.618 0.7485
1.000 0.7447
0.618 0.7423
HIGH 0.7385
0.618 0.7361
0.500 0.7354
0.382 0.7346
LOW 0.7323
0.618 0.7284
1.000 0.7261
1.618 0.7222
2.618 0.7160
4.250 0.7059
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 0.7366 0.7368
PP 0.7360 0.7363
S1 0.7354 0.7358

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

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