CME Australian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 0.7990 0.7780 -0.0210 -2.6% 0.7884
High 0.8008 0.7780 -0.0228 -2.8% 0.8008
Low 0.7862 0.7695 -0.0167 -2.1% 0.7695
Close 0.7904 0.7712 -0.0193 -2.4% 0.7712
Range 0.0146 0.0085 -0.0061 -41.6% 0.0313
ATR
Volume 29 11 -18 -62.1% 124
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7984 0.7933 0.7758
R3 0.7899 0.7848 0.7735
R2 0.7814 0.7814 0.7727
R1 0.7763 0.7763 0.7719 0.7746
PP 0.7729 0.7729 0.7729 0.7720
S1 0.7678 0.7678 0.7704 0.7661
S2 0.7644 0.7644 0.7696
S3 0.7559 0.7593 0.7688
S4 0.7474 0.7508 0.7665
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8742 0.8539 0.7883
R3 0.8430 0.8227 0.7797
R2 0.8117 0.8117 0.7769
R1 0.7914 0.7914 0.7740 0.7860
PP 0.7805 0.7805 0.7805 0.7777
S1 0.7602 0.7602 0.7683 0.7547
S2 0.7492 0.7492 0.7654
S3 0.7180 0.7289 0.7626
S4 0.6867 0.6977 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8008 0.7695 0.0313 4.1% 0.0083 1.1% 5% False True 24
10 0.8008 0.7695 0.0313 4.1% 0.0072 0.9% 5% False True 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.8003
1.618 0.7918
1.000 0.7865
0.618 0.7833
HIGH 0.7780
0.618 0.7748
0.500 0.7738
0.382 0.7727
LOW 0.7695
0.618 0.7642
1.000 0.7610
1.618 0.7557
2.618 0.7472
4.250 0.7334
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 0.7738 0.7851
PP 0.7729 0.7805
S1 0.7720 0.7758

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

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