CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 0.7366 0.7399 0.0033 0.4% 0.7372
High 0.7412 0.7430 0.0018 0.2% 0.7417
Low 0.7362 0.7375 0.0013 0.2% 0.7323
Close 0.7398 0.7386 -0.0012 -0.2% 0.7339
Range 0.0050 0.0055 0.0005 9.0% 0.0095
ATR 0.0059 0.0059 0.0000 -0.6% 0.0000
Volume 60 130 70 116.7% 211
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7560 0.7528 0.7416
R3 0.7506 0.7473 0.7401
R2 0.7451 0.7451 0.7396
R1 0.7419 0.7419 0.7391 0.7408
PP 0.7397 0.7397 0.7397 0.7391
S1 0.7364 0.7364 0.7381 0.7353
S2 0.7342 0.7342 0.7376
S3 0.7288 0.7310 0.7371
S4 0.7233 0.7255 0.7356
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 0.7430 0.7334 0.0096 1.3% 0.0056 0.8% 55% True False 67
10 0.7430 0.7323 0.0107 1.4% 0.0054 0.7% 59% True False 51
20 0.7507 0.7294 0.0213 2.9% 0.0059 0.8% 43% False False 49
40 0.7779 0.7294 0.0485 6.6% 0.0060 0.8% 19% False False 47
60 0.7859 0.7294 0.0565 7.6% 0.0059 0.8% 16% False False 41
80 0.7895 0.7294 0.0601 8.1% 0.0060 0.8% 15% False False 32
100 0.7895 0.7294 0.0601 8.1% 0.0059 0.8% 15% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7572
1.618 0.7518
1.000 0.7484
0.618 0.7463
HIGH 0.7430
0.618 0.7409
0.500 0.7402
0.382 0.7396
LOW 0.7375
0.618 0.7341
1.000 0.7321
1.618 0.7287
2.618 0.7232
4.250 0.7143
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 0.7402 0.7385
PP 0.7397 0.7383
S1 0.7391 0.7382

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

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