CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 0.7180 0.7229 0.0050 0.7% 0.7263
High 0.7259 0.7279 0.0020 0.3% 0.7314
Low 0.7177 0.7194 0.0017 0.2% 0.7173
Close 0.7234 0.7268 0.0034 0.5% 0.7268
Range 0.0082 0.0085 0.0003 3.0% 0.0141
ATR 0.0068 0.0070 0.0001 1.7% 0.0000
Volume 131,115 97,512 -33,603 -25.6% 531,236
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7500 0.7469 0.7314
R3 0.7416 0.7384 0.7291
R2 0.7331 0.7331 0.7283
R1 0.7300 0.7300 0.7276 0.7316
PP 0.7247 0.7247 0.7247 0.7255
S1 0.7215 0.7215 0.7260 0.7231
S2 0.7162 0.7162 0.7253
S3 0.7078 0.7131 0.7245
S4 0.6993 0.7046 0.7222
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7674 0.7612 0.7346
R3 0.7533 0.7471 0.7307
R2 0.7392 0.7392 0.7294
R1 0.7330 0.7330 0.7281 0.7361
PP 0.7251 0.7251 0.7251 0.7267
S1 0.7189 0.7189 0.7255 0.7220
S2 0.7110 0.7110 0.7242
S3 0.6969 0.7048 0.7229
S4 0.6828 0.6907 0.7190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7314 0.7173 0.0141 1.9% 0.0078 1.1% 68% False False 106,247
10 0.7320 0.7173 0.0147 2.0% 0.0075 1.0% 65% False False 102,845
20 0.7482 0.7173 0.0310 4.3% 0.0070 1.0% 31% False False 88,262
40 0.7482 0.7111 0.0372 5.1% 0.0064 0.9% 42% False False 44,371
60 0.7507 0.7111 0.0397 5.5% 0.0062 0.9% 40% False False 29,597
80 0.7779 0.7111 0.0669 9.2% 0.0062 0.9% 24% False False 22,209
100 0.7852 0.7111 0.0741 10.2% 0.0061 0.8% 21% False False 17,773
120 0.7895 0.7111 0.0785 10.8% 0.0061 0.8% 20% False False 14,812
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7500
1.618 0.7415
1.000 0.7363
0.618 0.7331
HIGH 0.7279
0.618 0.7246
0.500 0.7236
0.382 0.7226
LOW 0.7194
0.618 0.7142
1.000 0.7110
1.618 0.7057
2.618 0.6973
4.250 0.6835
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 0.7257 0.7254
PP 0.7247 0.7240
S1 0.7236 0.7226

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

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