CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 0.7375 0.7357 -0.0018 -0.2% 0.7460
High 0.7413 0.7413 0.0000 0.0% 0.7472
Low 0.7352 0.7339 -0.0013 -0.2% 0.7348
Close 0.7367 0.7364 -0.0004 0.0% 0.7367
Range 0.0061 0.0074 0.0013 20.5% 0.0124
ATR 0.0062 0.0063 0.0001 1.4% 0.0000
Volume 92,560 76,829 -15,731 -17.0% 339,883
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7592 0.7551 0.7404
R3 0.7519 0.7478 0.7384
R2 0.7445 0.7445 0.7377
R1 0.7404 0.7404 0.7370 0.7425
PP 0.7372 0.7372 0.7372 0.7382
S1 0.7331 0.7331 0.7357 0.7351
S2 0.7298 0.7298 0.7350
S3 0.7225 0.7257 0.7343
S4 0.7151 0.7184 0.7323
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7767 0.7691 0.7435
R3 0.7643 0.7567 0.7401
R2 0.7519 0.7519 0.7390
R1 0.7443 0.7443 0.7378 0.7419
PP 0.7395 0.7395 0.7395 0.7383
S1 0.7319 0.7319 0.7356 0.7295
S2 0.7271 0.7271 0.7344
S3 0.7147 0.7195 0.7333
S4 0.7023 0.7071 0.7299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7472 0.7339 0.0133 1.8% 0.0067 0.9% 18% False True 83,342
10 0.7482 0.7289 0.0193 2.6% 0.0063 0.9% 39% False False 42,758
20 0.7482 0.7111 0.0372 5.0% 0.0065 0.9% 68% False False 21,579
40 0.7482 0.7111 0.0372 5.0% 0.0059 0.8% 68% False False 10,821
60 0.7621 0.7111 0.0511 6.9% 0.0060 0.8% 50% False False 7,229
80 0.7800 0.7111 0.0690 9.4% 0.0060 0.8% 37% False False 5,432
100 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 32% False False 4,347
120 0.7895 0.7111 0.0785 10.7% 0.0059 0.8% 32% False False 3,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7725
2.618 0.7605
1.618 0.7531
1.000 0.7486
0.618 0.7458
HIGH 0.7413
0.618 0.7384
0.500 0.7376
0.382 0.7367
LOW 0.7339
0.618 0.7294
1.000 0.7266
1.618 0.7220
2.618 0.7147
4.250 0.7027
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 0.7376 0.7376
PP 0.7372 0.7372
S1 0.7368 0.7368

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

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