CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 0.7263 0.7288 0.0025 0.3% 0.7266
High 0.7297 0.7314 0.0017 0.2% 0.7320
Low 0.7252 0.7228 -0.0024 -0.3% 0.7222
Close 0.7289 0.7244 -0.0045 -0.6% 0.7259
Range 0.0045 0.0086 0.0041 92.1% 0.0098
ATR 0.0064 0.0065 0.0002 2.4% 0.0000
Volume 82,998 109,508 26,510 31.9% 497,219
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7518 0.7466 0.7291
R3 0.7433 0.7381 0.7267
R2 0.7347 0.7347 0.7259
R1 0.7295 0.7295 0.7251 0.7279
PP 0.7262 0.7262 0.7262 0.7253
S1 0.7210 0.7210 0.7236 0.7193
S2 0.7176 0.7176 0.7228
S3 0.7091 0.7124 0.7220
S4 0.7005 0.7039 0.7196
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7559 0.7507 0.7313
R3 0.7462 0.7409 0.7286
R2 0.7364 0.7364 0.7277
R1 0.7312 0.7312 0.7268 0.7289
PP 0.7267 0.7267 0.7267 0.7256
S1 0.7214 0.7214 0.7250 0.7192
S2 0.7169 0.7169 0.7241
S3 0.7072 0.7117 0.7232
S4 0.6974 0.7019 0.7205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7226 0.0094 1.3% 0.0075 1.0% 19% False False 99,957
10 0.7353 0.7222 0.0131 1.8% 0.0066 0.9% 16% False False 91,851
20 0.7482 0.7222 0.0260 3.6% 0.0066 0.9% 8% False False 71,534
40 0.7482 0.7111 0.0372 5.1% 0.0061 0.8% 36% False False 35,909
60 0.7603 0.7111 0.0493 6.8% 0.0062 0.9% 27% False False 23,954
80 0.7779 0.7111 0.0669 9.2% 0.0060 0.8% 20% False False 17,977
100 0.7895 0.7111 0.0785 10.8% 0.0060 0.8% 17% False False 14,387
120 0.7895 0.7111 0.0785 10.8% 0.0060 0.8% 17% False False 11,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7537
1.618 0.7452
1.000 0.7399
0.618 0.7366
HIGH 0.7314
0.618 0.7281
0.500 0.7271
0.382 0.7261
LOW 0.7228
0.618 0.7175
1.000 0.7143
1.618 0.7090
2.618 0.7004
4.250 0.6865
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 0.7271 0.7274
PP 0.7262 0.7264
S1 0.7253 0.7254

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

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