CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 0.7259 0.7244 -0.0015 -0.2% 0.7359
High 0.7273 0.7246 -0.0027 -0.4% 0.7394
Low 0.7234 0.7147 -0.0087 -1.2% 0.7320
Close 0.7248 0.7154 -0.0094 -1.3% 0.7377
Range 0.0039 0.0099 0.0060 153.8% 0.0074
ATR 0.0056 0.0059 0.0003 5.7% 0.0000
Volume 309 503 194 62.8% 375
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7479 0.7416 0.7208
R3 0.7380 0.7317 0.7181
R2 0.7281 0.7281 0.7172
R1 0.7218 0.7218 0.7163 0.7200
PP 0.7182 0.7182 0.7182 0.7174
S1 0.7119 0.7119 0.7145 0.7101
S2 0.7083 0.7083 0.7136
S3 0.6984 0.7020 0.7127
S4 0.6885 0.6921 0.7100
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 0.7385 0.7147 0.0238 3.3% 0.0067 0.9% 3% False True 259
10 0.7410 0.7147 0.0263 3.7% 0.0058 0.8% 3% False True 181
20 0.7430 0.7147 0.0283 3.9% 0.0055 0.8% 2% False True 115
40 0.7621 0.7147 0.0474 6.6% 0.0058 0.8% 1% False True 79
60 0.7800 0.7147 0.0653 9.1% 0.0059 0.8% 1% False True 70
80 0.7895 0.7147 0.0748 10.5% 0.0059 0.8% 1% False True 55
100 0.7895 0.7147 0.0748 10.5% 0.0059 0.8% 1% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7505
1.618 0.7406
1.000 0.7345
0.618 0.7307
HIGH 0.7246
0.618 0.7208
0.500 0.7197
0.382 0.7185
LOW 0.7147
0.618 0.7086
1.000 0.7048
1.618 0.6987
2.618 0.6888
4.250 0.6726
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 0.7197 0.7246
PP 0.7182 0.7215
S1 0.7168 0.7185

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

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