CME Australian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	0.7356	0.7381	0.0025	0.3%	0.7401
High	0.7385	0.7417	0.0033	0.4%	0.7401
Low	0.7323	0.7365	0.0042	0.6%	0.7294
Close	0.7373	0.7406	0.0033	0.4%	0.7369
Range	0.0062	0.0053	-0.0010	-15.3%	0.0107
ATR	0.0060	0.0060	-0.0001	-0.9%	0.0000
Volume	41	59	18	43.9%	263

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7532	0.7434
R3	0.7501	0.7479	0.7420
R2	0.7448	0.7448	0.7415
R1	0.7427	0.7427	0.7410	0.7438
PP	0.7396	0.7396	0.7396	0.7401
S1	0.7374	0.7374	0.7401	0.7385
S2	0.7343	0.7343	0.7396
S3	0.7291	0.7322	0.7391
S4	0.7238	0.7269	0.7377

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	0.7417	0.7323	0.0095	1.3%	0.0051	0.7%	88%	True	False	36
10	0.7446	0.7294	0.0152	2.1%	0.0056	0.8%	73%	False	False	45
20	0.7603	0.7294	0.0309	4.2%	0.0064	0.9%	36%	False	False	46
40	0.7779	0.7294	0.0485	6.5%	0.0060	0.8%	23%	False	False	45
60	0.7895	0.7294	0.0601	8.1%	0.0060	0.8%	19%	False	False	37
80	0.7895	0.7294	0.0601	8.1%	0.0059	0.8%	19%	False	False	29
100	0.7895	0.7294	0.0601	8.1%	0.0059	0.8%	19%	False	False	24

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7554
1.618	0.7502
1.000	0.7470
0.618	0.7449
HIGH	0.7417
0.618	0.7397
0.500	0.7391
0.382	0.7385
LOW	0.7365
0.618	0.7332
1.000	0.7312
1.618	0.7280
2.618	0.7227
4.250	0.7141

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	0.7401	0.7394
PP	0.7396	0.7382
S1	0.7391	0.7370

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols