CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 0.7359 0.7335 -0.0024 -0.3% 0.7342
High 0.7367 0.7359 -0.0008 -0.1% 0.7430
Low 0.7332 0.7320 -0.0012 -0.2% 0.7334
Close 0.7339 0.7354 0.0015 0.2% 0.7355
Range 0.0035 0.0039 0.0005 13.0% 0.0096
ATR 0.0056 0.0055 -0.0001 -2.2% 0.0000
Volume 139 155 16 11.5% 423
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7461 0.7446 0.7375
R3 0.7422 0.7407 0.7364
R2 0.7383 0.7383 0.7361
R1 0.7368 0.7368 0.7357 0.7376
PP 0.7344 0.7344 0.7344 0.7348
S1 0.7329 0.7329 0.7350 0.7337
S2 0.7305 0.7305 0.7346
S3 0.7266 0.7290 0.7343
S4 0.7227 0.7251 0.7332
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 0.7320 0.0110 1.5% 0.0045 0.6% 31% False True 125
10 0.7430 0.7320 0.0110 1.5% 0.0051 0.7% 31% False True 87
20 0.7491 0.7294 0.0197 2.7% 0.0054 0.7% 30% False False 64
40 0.7721 0.7294 0.0427 5.8% 0.0060 0.8% 14% False False 56
60 0.7818 0.7294 0.0524 7.1% 0.0057 0.8% 11% False False 48
80 0.7895 0.7294 0.0601 8.2% 0.0059 0.8% 10% False False 38
100 0.7895 0.7294 0.0601 8.2% 0.0058 0.8% 10% False False 31
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7461
1.618 0.7422
1.000 0.7398
0.618 0.7383
HIGH 0.7359
0.618 0.7344
0.500 0.7340
0.382 0.7335
LOW 0.7320
0.618 0.7296
1.000 0.7281
1.618 0.7257
2.618 0.7218
4.250 0.7154
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 0.7349 0.7365
PP 0.7344 0.7361
S1 0.7340 0.7357

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

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