CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 0.7399 0.7390 -0.0010 -0.1% 0.7372
High 0.7430 0.7419 -0.0011 -0.1% 0.7417
Low 0.7375 0.7381 0.0006 0.1% 0.7323
Close 0.7386 0.7408 0.0022 0.3% 0.7339
Range 0.0055 0.0038 -0.0017 -30.3% 0.0095
ATR 0.0059 0.0057 -0.0001 -2.5% 0.0000
Volume 130 39 -91 -70.0% 211
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7517 0.7500 0.7428
R3 0.7479 0.7462 0.7418
R2 0.7441 0.7441 0.7414
R1 0.7424 0.7424 0.7411 0.7432
PP 0.7403 0.7403 0.7403 0.7407
S1 0.7386 0.7386 0.7404 0.7394
S2 0.7365 0.7365 0.7401
S3 0.7327 0.7348 0.7397
S4 0.7289 0.7310 0.7387
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% 0.0053 0.7% 77% False False 63
10 0.7430 0.7323 0.0107 1.4% 0.0052 0.7% 79% False False 49
20 0.7507 0.7294 0.0213 2.9% 0.0058 0.8% 53% False False 49
40 0.7779 0.7294 0.0485 6.5% 0.0060 0.8% 23% False False 47
60 0.7852 0.7294 0.0558 7.5% 0.0059 0.8% 20% False False 42
80 0.7895 0.7294 0.0601 8.1% 0.0059 0.8% 19% False False 33
100 0.7895 0.7294 0.0601 8.1% 0.0059 0.8% 19% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7518
1.618 0.7480
1.000 0.7457
0.618 0.7442
HIGH 0.7419
0.618 0.7404
0.500 0.7400
0.382 0.7396
LOW 0.7381
0.618 0.7358
1.000 0.7343
1.618 0.7320
2.618 0.7282
4.250 0.7220
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 0.7405 0.7404
PP 0.7403 0.7400
S1 0.7400 0.7396

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

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