CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 0.7403 0.7342 -0.0061 -0.8% 0.7372
High 0.7408 0.7385 -0.0023 -0.3% 0.7417
Low 0.7336 0.7334 -0.0003 0.0% 0.7323
Close 0.7339 0.7369 0.0030 0.4% 0.7339
Range 0.0072 0.0052 -0.0021 -28.5% 0.0095
ATR 0.0061 0.0060 -0.0001 -1.1% 0.0000
Volume 58 28 -30 -51.7% 211
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7517 0.7494 0.7397
R3 0.7465 0.7443 0.7383
R2 0.7414 0.7414 0.7378
R1 0.7391 0.7391 0.7373 0.7403
PP 0.7362 0.7362 0.7362 0.7368
S1 0.7340 0.7340 0.7364 0.7351
S2 0.7311 0.7311 0.7359
S3 0.7259 0.7288 0.7354
S4 0.7208 0.7237 0.7340
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% 0.0058 0.8% 49% False False 42
10 0.7417 0.7294 0.0123 1.7% 0.0056 0.8% 61% False False 44
20 0.7603 0.7294 0.0309 4.2% 0.0063 0.9% 24% False False 46
40 0.7779 0.7294 0.0485 6.6% 0.0059 0.8% 15% False False 45
60 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 12% False False 39
80 0.7895 0.7294 0.0601 8.2% 0.0060 0.8% 12% False False 30
100 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 12% False False 25
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7604
2.618 0.7520
1.618 0.7468
1.000 0.7437
0.618 0.7417
HIGH 0.7385
0.618 0.7365
0.500 0.7359
0.382 0.7353
LOW 0.7334
0.618 0.7302
1.000 0.7282
1.618 0.7250
2.618 0.7199
4.250 0.7115
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 0.7365 0.7375
PP 0.7362 0.7373
S1 0.7359 0.7371

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

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