CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 0.7381 0.7403 0.0023 0.3% 0.7372
High 0.7417 0.7408 -0.0009 -0.1% 0.7417
Low 0.7365 0.7336 -0.0029 -0.4% 0.7323
Close 0.7406 0.7339 -0.0067 -0.9% 0.7339
Range 0.0053 0.0072 0.0020 37.1% 0.0095
ATR 0.0060 0.0061 0.0001 1.5% 0.0000
Volume 59 58 -1 -1.7% 211
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7577 0.7530 0.7378
R3 0.7505 0.7458 0.7358
R2 0.7433 0.7433 0.7352
R1 0.7386 0.7386 0.7345 0.7373
PP 0.7361 0.7361 0.7361 0.7355
S1 0.7314 0.7314 0.7332 0.7301
S2 0.7289 0.7289 0.7325
S3 0.7217 0.7242 0.7319
S4 0.7145 0.7170 0.7299
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7643 0.7585 0.7390
R3 0.7548 0.7491 0.7364
R2 0.7454 0.7454 0.7356
R1 0.7396 0.7396 0.7347 0.7378
PP 0.7359 0.7359 0.7359 0.7350
S1 0.7302 0.7302 0.7330 0.7283
S2 0.7265 0.7265 0.7321
S3 0.7170 0.7207 0.7313
S4 0.7076 0.7113 0.7287
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% 0.0059 0.8% 17% False False 42
10 0.7417 0.7294 0.0123 1.7% 0.0058 0.8% 36% False False 47
20 0.7603 0.7294 0.0309 4.2% 0.0065 0.9% 14% False False 47
40 0.7779 0.7294 0.0485 6.6% 0.0060 0.8% 9% False False 46
60 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 7% False False 38
80 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 7% False False 30
100 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 7% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7596
1.618 0.7524
1.000 0.7480
0.618 0.7452
HIGH 0.7408
0.618 0.7380
0.500 0.7372
0.382 0.7364
LOW 0.7336
0.618 0.7292
1.000 0.7264
1.618 0.7220
2.618 0.7148
4.250 0.7030
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 0.7372 0.7370
PP 0.7361 0.7359
S1 0.7350 0.7349

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

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