CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 25-Aug-2021
Day Change Summary
Previous Current
24-Aug-2021 25-Aug-2021 Change Change % Previous Week
Open 0.7218 0.7261 0.0043 0.6% 0.7374
High 0.7275 0.7284 0.0009 0.1% 0.7377
Low 0.7204 0.7242 0.0038 0.5% 0.7111
Close 0.7261 0.7284 0.0023 0.3% 0.7140
Range 0.0071 0.0042 -0.0029 -40.4% 0.0266
ATR 0.0061 0.0060 -0.0001 -2.2% 0.0000
Volume 830 445 -385 -46.4% 1,559
Daily Pivots for day following 25-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7396 0.7382 0.7307
R3 0.7354 0.7340 0.7295
R2 0.7312 0.7312 0.7291
R1 0.7298 0.7298 0.7287 0.7305
PP 0.7270 0.7270 0.7270 0.7273
S1 0.7256 0.7256 0.7280 0.7263
S2 0.7228 0.7228 0.7276
S3 0.7186 0.7214 0.7272
S4 0.7144 0.7172 0.7260
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 0.7284 0.7111 0.0173 2.4% 0.0069 0.9% 100% True False 498
10 0.7385 0.7111 0.0275 3.8% 0.0062 0.9% 63% False False 331
20 0.7430 0.7111 0.0319 4.4% 0.0057 0.8% 54% False False 208
40 0.7603 0.7111 0.0493 6.8% 0.0060 0.8% 35% False False 127
60 0.7779 0.7111 0.0669 9.2% 0.0059 0.8% 26% False False 99
80 0.7895 0.7111 0.0785 10.8% 0.0059 0.8% 22% False False 79
100 0.7895 0.7111 0.0785 10.8% 0.0059 0.8% 22% False False 64
120 0.7895 0.7111 0.0785 10.8% 0.0059 0.8% 22% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7393
1.618 0.7351
1.000 0.7326
0.618 0.7309
HIGH 0.7284
0.618 0.7267
0.500 0.7263
0.382 0.7258
LOW 0.7242
0.618 0.7216
1.000 0.7200
1.618 0.7174
2.618 0.7132
4.250 0.7063
Fisher Pivots for day following 25-Aug-2021
Pivot 1 day 3 day
R1 0.7277 0.7259
PP 0.7270 0.7235
S1 0.7263 0.7211

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

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