CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 0.7380 0.7348 -0.0032 -0.4% 0.7359
High 0.7381 0.7385 0.0005 0.1% 0.7394
Low 0.7336 0.7341 0.0005 0.1% 0.7320
Close 0.7336 0.7377 0.0041 0.6% 0.7377
Range 0.0045 0.0045 0.0000 0.0% 0.0074
ATR 0.0055 0.0054 0.0000 -0.7% 0.0000
Volume 33 26 -7 -21.2% 375
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7501 0.7484 0.7401
R3 0.7457 0.7439 0.7389
R2 0.7412 0.7412 0.7385
R1 0.7395 0.7395 0.7381 0.7403
PP 0.7368 0.7368 0.7368 0.7372
S1 0.7350 0.7350 0.7373 0.7359
S2 0.7323 0.7323 0.7369
S3 0.7279 0.7306 0.7365
S4 0.7234 0.7261 0.7353
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7584 0.7554 0.7417
R3 0.7511 0.7481 0.7397
R2 0.7437 0.7437 0.7390
R1 0.7407 0.7407 0.7384 0.7422
PP 0.7364 0.7364 0.7364 0.7371
S1 0.7334 0.7334 0.7370 0.7349
S2 0.7290 0.7290 0.7364
S3 0.7217 0.7260 0.7357
S4 0.7143 0.7187 0.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7394 0.7320 0.0074 1.0% 0.0046 0.6% 78% False False 75
10 0.7430 0.7320 0.0110 1.5% 0.0048 0.7% 52% False False 79
20 0.7430 0.7294 0.0136 1.8% 0.0053 0.7% 61% False False 63
40 0.7621 0.7294 0.0327 4.4% 0.0058 0.8% 25% False False 55
60 0.7800 0.7294 0.0506 6.9% 0.0058 0.8% 16% False False 49
80 0.7895 0.7294 0.0601 8.1% 0.0058 0.8% 14% False False 39
100 0.7895 0.7294 0.0601 8.1% 0.0058 0.8% 14% False False 32
Crabel Price Patterns
NR False
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0008
Fibonacci Retracements and Extensions
4.250 0.7574
2.618 0.7502
1.618 0.7457
1.000 0.7430
0.618 0.7413
HIGH 0.7385
0.618 0.7368
0.500 0.7363
0.382 0.7357
LOW 0.7341
0.618 0.7313
1.000 0.7296
1.618 0.7268
2.618 0.7224
4.250 0.7151
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 0.7372 0.7372
PP 0.7368 0.7366
S1 0.7363 0.7361

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

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