CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 0.7152 0.7141 -0.0012 -0.2% 0.7374
High 0.7160 0.7221 0.0062 0.9% 0.7377
Low 0.7111 0.7138 0.0028 0.4% 0.7111
Close 0.7140 0.7221 0.0081 1.1% 0.7140
Range 0.0049 0.0083 0.0034 69.4% 0.0266
ATR 0.0058 0.0060 0.0002 3.0% 0.0000
Volume 290 425 135 46.6% 1,559
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7442 0.7414 0.7266
R3 0.7359 0.7331 0.7243
R2 0.7276 0.7276 0.7236
R1 0.7248 0.7248 0.7228 0.7262
PP 0.7193 0.7193 0.7193 0.7200
S1 0.7165 0.7165 0.7213 0.7179
S2 0.7110 0.7110 0.7205
S3 0.7027 0.7082 0.7198
S4 0.6944 0.6999 0.7175
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8007 0.7840 0.7286
R3 0.7741 0.7574 0.7213
R2 0.7475 0.7475 0.7189
R1 0.7308 0.7308 0.7164 0.7258
PP 0.7209 0.7209 0.7209 0.7184
S1 0.7042 0.7042 0.7116 0.6992
S2 0.6943 0.6943 0.7091
S3 0.6677 0.6776 0.7067
S4 0.6411 0.6510 0.6994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7111 0.0234 3.2% 0.0074 1.0% 47% False False 379
10 0.7394 0.7111 0.0283 3.9% 0.0061 0.9% 39% False False 222
20 0.7430 0.7111 0.0319 4.4% 0.0057 0.8% 34% False False 148
40 0.7606 0.7111 0.0496 6.9% 0.0060 0.8% 22% False False 96
60 0.7779 0.7111 0.0669 9.3% 0.0060 0.8% 16% False False 81
80 0.7895 0.7111 0.0785 10.9% 0.0059 0.8% 14% False False 64
100 0.7895 0.7111 0.0785 10.9% 0.0059 0.8% 14% False False 51
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7574
2.618 0.7438
1.618 0.7355
1.000 0.7304
0.618 0.7272
HIGH 0.7221
0.618 0.7189
0.500 0.7180
0.382 0.7170
LOW 0.7138
0.618 0.7087
1.000 0.7055
1.618 0.7004
2.618 0.6921
4.250 0.6785
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 0.7207 0.7206
PP 0.7193 0.7192
S1 0.7180 0.7178

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

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