CME Australian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 0.7609 0.7584 -0.0026 -0.3% 0.7549
High 0.7609 0.7588 -0.0021 -0.3% 0.7651
Low 0.7475 0.7534 0.0059 0.8% 0.7519
Close 0.7609 0.7547 -0.0062 -0.8% 0.7627
Range 0.0135 0.0055 -0.0080 -59.5% 0.0132
ATR
Volume 191 363 172 90.1% 91
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7720 0.7688 0.7577
R3 0.7665 0.7633 0.7562
R2 0.7611 0.7611 0.7557
R1 0.7579 0.7579 0.7552 0.7568
PP 0.7556 0.7556 0.7556 0.7551
S1 0.7524 0.7524 0.7542 0.7513
S2 0.7502 0.7502 0.7537
S3 0.7447 0.7470 0.7532
S4 0.7393 0.7415 0.7517
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7995 0.7943 0.7700
R3 0.7863 0.7811 0.7663
R2 0.7731 0.7731 0.7651
R1 0.7679 0.7679 0.7639 0.7705
PP 0.7599 0.7599 0.7599 0.7612
S1 0.7547 0.7547 0.7615 0.7573
S2 0.7467 0.7467 0.7603
S3 0.7335 0.7415 0.7591
S4 0.7203 0.7283 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7651 0.7475 0.0176 2.3% 0.0068 0.9% 41% False False 122
10 0.7651 0.7446 0.0205 2.7% 0.0065 0.9% 49% False False 73
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7820
2.618 0.7731
1.618 0.7676
1.000 0.7643
0.618 0.7622
HIGH 0.7588
0.618 0.7567
0.500 0.7561
0.382 0.7554
LOW 0.7534
0.618 0.7500
1.000 0.7479
1.618 0.7445
2.618 0.7391
4.250 0.7302
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 0.7561 0.7556
PP 0.7556 0.7553
S1 0.7552 0.7550

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

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