CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Aug-2021
Day Change Summary
Previous Current
06-Aug-2021 09-Aug-2021 Change Change % Previous Week
Open 0.7409 0.7359 -0.0050 -0.7% 0.7342
High 0.7410 0.7367 -0.0043 -0.6% 0.7430
Low 0.7351 0.7332 -0.0019 -0.3% 0.7334
Close 0.7355 0.7339 -0.0016 -0.2% 0.7355
Range 0.0059 0.0035 -0.0024 -41.0% 0.0096
ATR 0.0057 0.0056 -0.0002 -2.9% 0.0000
Volume 166 139 -27 -16.3% 423
Daily Pivots for day following 09-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7449 0.7429 0.7358
R3 0.7415 0.7394 0.7348
R2 0.7380 0.7380 0.7345
R1 0.7360 0.7360 0.7342 0.7353
PP 0.7346 0.7346 0.7346 0.7342
S1 0.7325 0.7325 0.7336 0.7318
S2 0.7311 0.7311 0.7333
S3 0.7277 0.7291 0.7330
S4 0.7242 0.7256 0.7320
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7661 0.7604 0.7408
R3 0.7565 0.7508 0.7381
R2 0.7469 0.7469 0.7373
R1 0.7412 0.7412 0.7364 0.7440
PP 0.7373 0.7373 0.7373 0.7387
S1 0.7316 0.7316 0.7346 0.7344
S2 0.7277 0.7277 0.7337
S3 0.7181 0.7220 0.7329
S4 0.7085 0.7124 0.7302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7332 0.0098 1.3% 0.0047 0.6% 7% False True 106
10 0.7430 0.7323 0.0107 1.5% 0.0052 0.7% 15% False False 74
20 0.7507 0.7294 0.0213 2.9% 0.0056 0.8% 21% False False 60
40 0.7729 0.7294 0.0435 5.9% 0.0060 0.8% 10% False False 53
60 0.7818 0.7294 0.0524 7.1% 0.0058 0.8% 9% False False 46
80 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 7% False False 36
100 0.7895 0.7294 0.0601 8.2% 0.0058 0.8% 7% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7513
2.618 0.7457
1.618 0.7422
1.000 0.7401
0.618 0.7388
HIGH 0.7367
0.618 0.7353
0.500 0.7349
0.382 0.7345
LOW 0.7332
0.618 0.7311
1.000 0.7298
1.618 0.7276
2.618 0.7242
4.250 0.7185
Fisher Pivots for day following 09-Aug-2021
Pivot 1 day 3 day
R1 0.7349 0.7376
PP 0.7346 0.7363
S1 0.7342 0.7351

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

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